# EDGAR Filing Document

**Accession Number:** 0001864843
**File Stem:** 0001752724-25-204408
**Filing Date:** 2025-8
**Character Count:** 518201
**Document Hash:** 5a220a5ef61ac7e48df720457e893237
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204408.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204408

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**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:** 251254573

**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

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1823859736.26

**Total Liabilities:** $166576491.41

**Net Assets:** $1657283244.85

**Amount of Assets Invested in Other Investment Companies:** $28441849.07

**Delayed Delivery Securities:** $6439469.14

**Cash Not Reported:** $1170371.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4612.59000000 | **1-Year:** 1711.55000000 | **5-Year:** 34546.30000000 | **10-Year:** 63128.30000000 | **30-Year:** 23221.10000000

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

- **3-Month:** 5008.98000000 | **1-Year:** 44822.46000000 | **5-Year:** 192558.32000000 | **10-Year:** 22780.93000000 | **30-Year:** 36415.01000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.74%                | 4.03%                | 3.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4309333.54             | $18847624.55                               |
| Month 2  | $-6354470.18             | $69703831.25                               |
| Month 3  | $3309592.19              | $52596537.36                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Options Clearing Corp.                           | TRANE TECHNOLOGIES PLC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         25 | NC      | $8000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele Columbus AG                                 | Tele Columbus AG                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |     413682 | PA      | $334285.73    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $182806.06    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | 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        |    1605274 | PA      | $1161598.97   | 0.07%             | 2043-03-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $144277.02    | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2293819.68   | 0.14%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                      | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     325000 | PA      | $375799.93    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     151000 | PA      | $141782.47    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                           | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     183000 | PA      | $192380.47    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 Sarl                               | Speed Midco 3 Sa rl 2024 EUR Term Loan B2                                        | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |    2487984 | PA      | $2949185.92   | 0.18%             | 2029-05-16      | Floating      | 7.33%                 | No            |                  3 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                          | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     395000 | PA      | $412653.34    | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | 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        |    6304103 | PA      | $5405768.31   | 0.33%             | 2027-12-10      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -152 | NC      | $-36024.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $110650.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1440000 | PA      | $1424005.63   | 0.09%             | 2036-11-15      | Floating      | 7.36%                 | 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        |        492 | NS      | $257503.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                              | Pachelbel Bidco SpA                                                              | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |     137000 | PA      | $173789.30    | 0.01%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 2 YEAR                             | OCEANA A NOTE 2 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1682000 | PA      | $1108447.75   | 0.07%             | 2025-07-31      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| PRIMO / TRITON WATER HLD                         | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1939.06      | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     147075 | NS      | $10204063.50  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $405483.34    | 0.02%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                             | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     105000 | PA      | $130178.27    | 0.01%             | 2029-12-31      | Fixed         | 10.00%                | 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        |     200000 | PA      | $191334.74    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $132485.33    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         33 | NC      | $143797.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                       | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     230000 | PA      | $281118.77    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                   | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      67027 | NS      | $18277592.63  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN AMER/CAP CORP V                            | Crown Americas LLC / Crown Americas Capital Corp V                               | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      78000 | PA      | $77562.16     | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                       | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      24578 | NS      | $19358370.14  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTBAY 4A2 NOTES                                | WESTBAY 4A2 NOTES                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9276000 | PA      | $9288058.80   | 0.56%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| ION TRADING TECHNOLOGIES                         | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     800000 | PA      | $771874.72    | 0.05%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        109 | NC      | $24579.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE CONVERTIBLE PREF EQ                    | COREWEAVE CONVERTIBLE PREF EQ                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1594000 | NS      | $5610880.00   | 0.34%             |  |  |  | No            |                  3 | On Loan: No      |
| EDP SA                                           | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     200000 | PA      | $238884.62    | 0.01%             | 2054-09-16      | Fixed         | 4.63%                 | 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      | $1688830.40   | 0.10%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                               | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    1052000 | PA      | $1273336.42   | 0.08%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | AIR PRODUCTS AND CHEMICALS INC                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          6 | NC      | $3480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18006000 | PA      | $16209098.07  | 0.98%             | 2054-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group                             | NIKKEI 225                                                                       | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -52 | NC      | $-128189.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98762.83     | 0.01%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     132000 | PA      | $128048.28    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                             | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118049.50    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                | Galderma Group AG                                                                | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       9351 | NS      | $1359220.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $28012.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     220000 | PA      | $224972.22    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CAMECO CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        -47 | NC      | $-9165.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO                               | Arini European CLO                                                               | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |     230000 | PA      | $269910.79    | 0.02%             | 2039-01-15      | Floating      | 5.17%                 | 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        |     176000 | PA      | $182274.93    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     276000 | PA      | $261328.23    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd           | Contemporary Amperex Technology Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     128000 | NS      | $4516868.88   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                     | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1947.34      | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | 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      | $-279234.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         15 | NC      | $20700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group PLC                                 | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |     196000 | PA      | $186924.87    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                        | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124918.31    | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                 | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     296000 | PA      | $325280.02    | 0.02%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EIS Group Inc                                    | EIS Group Inc Revolver                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     340631 | PA      | $328708.92    | 0.02%             | 2028-07-10      | Floating      | 11.33%                | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners CLO 55B LTD                                               | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250206.83    | 0.02%             | 2034-07-20      | Floating      | 11.09%                | 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      | $128053.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                          | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     305134 | PA      | $305433.52    | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1196363.28   | 0.07%             | 2055-06-15      | Fixed         | 5.25%                 | 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      | $-276759.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         25 | NC      | $7474.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     127000 | PA      | $129442.97    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                   | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204962.40    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: USHY US EQUITY                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    2524755 | OU      | $32831.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                         | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $485871.05    | 0.03%             | 2029-02-15      | Fixed         | 7.75%                 | 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      | $57220.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -11 | NC      | $-13310.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO                               | Arini European Clo IV DAC                                                        | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |     430000 | PA      | $511312.98    | 0.03%             | 2038-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group                             | NIKKEI 225                                                                       | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         52 | NC      | $521787.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HESTIAFLOOR 2                                    | Hestiafloor 2 2024 EUR Term Loan B                                               | CUSIP: 000000000<br>LEI: 969500P2FDMGGWHDLV86 | Long             | LON              | CORP              | FR        |     588235 | PA      | $693001.88    | 0.04%             | 2030-02-27      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                   | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     237000 | PA      | $234598.69    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     134000 | PA      | $114554.27    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $7746.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIS Group Inc                                    | EIS Group Inc Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3406310 | PA      | $3287089.15   | 0.20%             | 2028-05-01      | Floating      | 11.33%                | No            |                  3 | On Loan: No      |
| STEM INC                                         | Stem Inc                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     275000 | PA      | $66687.50     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | 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      | $1387.50      | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $272443.51    | 0.02%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Universal LLC                             | Galaxy Universal LLC 1st Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6067953 | PA      | $6037613.04   | 0.36%             | 2026-11-12      | Floating      | 10.75%                | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                           | AIR PRODUCTS AND CHEMICALS INC                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-2625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                      | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33622.51     | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14303.94     | 0.00%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                             | Progressive Corp/The                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      59822 | NS      | $15964098.92  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTRIA OFFICE REIT-AG                           | Alstria Office AG                                                                | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              |  | DE        |     100000 | PA      | $119938.94    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                       | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $241489.31    | 0.01%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98923.90     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | 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      | $42033.94     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     241000 | PA      | $247375.17    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                          | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     205000 | PA      | $215145.04    | 0.01%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                        | Intrum AB                                                                        | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     148000 | PA      | $155159.66    | 0.01%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                               | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     181000 | PA      | $262611.22    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                             | Redstone Holdco 2 LP 2021 Term Loan                                              | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1240551 | PA      | $663694.98    | 0.04%             | 2028-04-27      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         27 | NC      | $16605.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RRX Ltd                                          | RRX 7 Ltd                                                                        | CUSIP: 40256JAA3<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250472.65    | 0.02%             | 2035-07-15      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4866.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1218718.37  | -0.07%            |  |  |  | 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      | $96667.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      68653 | NS      | $15795682.24  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                               | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      68000 | PA      | $67672.87     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $89018.70     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     178000 | PA      | $165221.26    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                   | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     503000 | PA      | $719151.40    | 0.04%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $180609.65    | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102513.21    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SPDR S&P Homebuilders ETF                        | SPDR S&P Homebuilders ETF                                                        | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             | EC               | RF                | US        |       4200 | NS      | $413994.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $101251.40    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                         | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     300000 | PA      | $298156.98    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -481 | NC      | $-124098.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                             | 2Y RTR 3.300000 22-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |  -22491000 | OU      | $-74130.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     589000 | PA      | $587105.20    | 0.04%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| QUIMPER AB                                       | Quimper AB 2024 EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |    1008696 | PA      | $1183524.50   | 0.07%             | 2030-03-29      | Floating      | 6.08%                 | 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      | $10500.11     | 0.00%             |  |  |  | No            |                  2 | 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      | $128057.18    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BlackRock Liquidity Funds                        | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   83573405 | NS      | $83573404.58  | 5.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER PARENT LLC                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208085.33    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                          | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     101000 | PA      | $117945.54    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                        | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9718.40      | 0.00%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                   | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |     780000 | PA      | $954191.88    | 0.06%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      29145 | NS      | $23354965.59  | 1.41%             |  |  |  | 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      | $251251.38    | 0.02%             | 2038-01-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRSWAP: LQD US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    5680086 | OU      | $93840.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91020.94     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | 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      | $64189.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $176578.15    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                         | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45085.79     | 0.00%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                              | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     120000 | PA      | $117835.09    | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2061.56      | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                    | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     120000 | PA      | $125665.50    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INSPIRED FINCO HOLDINGS LTD                      | INSPIRED FINCO HOLDINGS LTD 2025 EUR TERM LOAN B6 B 2                            | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |     383142 | PA      | $449196.64    | 0.03%             | 2031-02-28      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105643.00    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                              | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92148.58     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | Gilead Sciences Inc                                                              | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1173560.32   | 0.07%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          7 | NC      | $61687.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2305291.00   | 0.14%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $56736.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2721283.81   | 0.16%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     190000 | PA      | $204028.64    | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                    | SGL Group ApS                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |     148000 | PA      | $173218.95    | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $151325.96    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                               | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     538005 | PA      | $622652.83    | 0.04%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                       | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      82000 | PA      | $81171.73     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         32 | NC      | $46560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     547000 | PA      | $559925.47    | 0.03%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp                           | Lionsgate Studios Corp                                                           | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      66792 | NS      | $388061.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                                | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69656.59     | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                             | OHA Loan Funding 2013-2 Ltd                                                      | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     187154 | PA      | $187321.52    | 0.01%             | 2031-05-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     163000 | PA      | $155495.11    | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103816.50    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | 5Y RTP 4.100000 06-NOV-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -6604500 | OU      | $-9844.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $516.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                 | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       1100 | NS      | $88132.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                      | 2Y RTP 3.800000 06-NOV-2025                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -15785827 | OU      | $-15234.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101417.30    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                              | Peer Holding III BV 2025 EUR Term Loan B6B                                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    1400000 | PA      | $1646376.86   | 0.10%             | 2031-07-01      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                               | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     102000 | PA      | $73222.44     | 0.00%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                   | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $214855.00    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1860183.80   | 0.11%             | 2041-02-17      | Fixed         | 5.52%                 | 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      | $675010.15    | 0.04%             | 2032-01-30      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                          | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     137000 | PA      | $162589.58    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES IBOXX INVESTMENT GRA                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -714 | NC      | $-143514.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WORLDLINE SA/FRANCE                              | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $306799.39    | 0.02%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |          1 | NC      | $3967.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PREEM HOLDING AB                                 | Preem Holdings AB                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     137600 | PA      | $168810.42    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     280173 | NS      | $19449609.66  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                    | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       6605 | NS      | $1759175.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     102000 | PA      | $91256.15     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICRON TECHNOLOGY INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -35 | NC      | $-5740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $107040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | SALESFORCE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-4280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SWP: GBP 4.000000 16-JAN-2030 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6913400 | OU      | $122200.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                          | Kaixo Bondco Telecom SA                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     190000 | PA      | $226892.50    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | 30Y RTR 3.650000 26-NOV-2025                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    5770000 | OU      | $117524.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                   | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3342000 | PA      | $2065252.00   | 0.12%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     108000 | PA      | $110055.24    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                    | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      21572 | NS      | $2781062.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA Chemicals Corp                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $99477.11     | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | 2Y RTP 3.950000 10-NOV-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |   -5296900 | OU      | $-3099.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $101360.36    | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                  | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     184000 | PA      | $150089.43    | 0.01%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | PROGRESSIVE CORP/THE                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -10 | NC      | $-2425.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -124 | NC      | $-30752.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DOLCETTO HOLDCO SPA                              | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     166000 | PA      | $197009.18    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     128000 | PA      | $132298.48    | 0.01%             | 2033-03-15      | Fixed         | 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      | $279814.37    | 0.02%             | 2038-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | INTUITIVE SURGICAL INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-8400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | JPMORGAN CHASE + CO                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -80 | NC      | $-76600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     183000 | PA      | $177476.47    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1572359.93   | 0.09%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $240301.93    | 0.01%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     133000 | PA      | $134640.56    | 0.01%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $5315.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     127000 | PA      | $129018.54    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                            | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     304000 | PA      | $315780.30    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | 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      | $1053232.77   | 0.06%             | 2031-08-13      | Floating      | 5.49%                 | 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      | $382046.41    | 0.02%             | 2038-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                            | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |     312000 | PA      | $369190.98    | 0.02%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     141000 | PA      | $146522.97    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      98000 | PA      | $96292.94     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | SWAP/CDSWAP/SCDS: (ETLFP)                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     103056 | OU      | $11396.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                   | Air Products and Chemicals Inc                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      13066 | NS      | $3685395.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     188000 | PA      | $192702.55    | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -62 | NC      | $-21855.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                              | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     388000 | PA      | $295987.18    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     112000 | PA      | $111440.41    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | 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   | 0.18%             | 2030-02-01      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     351000 | PA      | $378027.35    | 0.02%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-10503.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                             | Speedster Bidco GmbH 2024 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |     660000 | PA      | $777532.95    | 0.05%             | 2031-12-10      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SAP SE                                           | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      35033 | NS      | $10712376.75  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -14 | NC      | $-26180.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENGINEERING SPA                                  | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |     456000 | PA      | $567440.50    | 0.03%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     103000 | PA      | $105916.95    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | 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      | $508202.37    | 0.03%             | 2041-02-12      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies Sarl                    | ION Trading Technologies Sarl 2021 EUR Term Loan B                               | CUSIP: 000000000<br>LEI: 2138006ZTGCXJPF5GD07 | Long             | LON              | CORP              | IE        |    1000000 | PA      | $1168067.64   | 0.07%             | 2028-04-03      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                         | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     150000 | PA      | $150244.50    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | 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        |    3605635 | PA      | $3264374.02   | 0.20%             | 2041-01-17      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2555329 | PA      | $2482644.20   | 0.15%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Avoca Static CLO                                 | Avoca Static CLO I DAC                                                           | CUSIP: 000000000<br>LEI: 549300D0MXVAW7ZB0873 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $175868.47    | 0.01%             | 2035-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1375000 | PA      | $1343266.10   | 0.08%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FLYR SERIES D EQUITY                             | FLYR SERIES D EQUITY                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     392187 | NS      | $1749154.02   | 0.11%             |  |  |  | No            |                  3 | 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      | $268926.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                     | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      89945 | PA      | $106976.60    | 0.01%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                   | Penta CLO 17 DAC                                                                 | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |     253000 | PA      | $298560.87    | 0.02%             | 2038-08-15      | Floating      | 5.39%                 | 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      | $821369.19    | 0.05%             | 2033-08-15      | Floating      | 4.94%                 | 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      | $8086.35      | 0.00%             |  |  |  | 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      | $193325.35    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      21034 | NS      | $20822397.96  | 1.26%             |  |  |  | No            |                  1 | 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      | $307445.12    | 0.02%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                      | HNG HOSPITALITY OFFSHORE LP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2660000 | NS      | $2074800.00   | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                         | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     400000 | PA      | $402051.20    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                        | Xylem Inc/NY                                                                     | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2659070.37   | 0.16%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                            | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     293000 | PA      | $347082.68    | 0.02%             | 2025-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | TRANE TECHNOLOGIES PLC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -6 | NC      | $-570.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                               | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      60000 | PA      | $54834.92     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | 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        |    2368443 | PA      | $1927682.23   | 0.12%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2022-SFR1                                    | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2889099.30   | 0.17%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                       | Aurium Clo XIII DAC                                                              | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |     160000 | PA      | $187264.41    | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                            | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      12375 | NS      | $1154587.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigma Holdco BV                                  | Sigma Holdco BV                                                                  | CUSIP: 000000000<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |     102192 | PA      | $120075.99    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                   | CarVal CLO VC Ltd                                                                | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $242165.78    | 0.01%             | 2034-10-15      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| Avoca CLO                                        | Avoca CLO XVIII DAC                                                              | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |     170000 | PA      | $200998.53    | 0.01%             | 2038-01-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| APLEONA HOLDING GMBH                             | Apleona Holding GmbH 2024 EUR Term Loan B3                                       | CUSIP: 000000000<br>LEI: 254900SF1BAAOJQ1X773 | Long             | LON              | CORP              | DE        |    1200234 | PA      | $1410875.68   | 0.09%             | 2028-04-28      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | 2Y RTP 2.150000 10-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -20007000 | OU      | $-19594.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HBX GROUP INTERNATIONAL PLC                      | HBX Group International PLC EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 984500745985CA77CS69 | Long             | LON              | CORP              | GB        |    1010869 | PA      | $1184800.03   | 0.07%             | 2032-02-13      | Floating      | 4.87%                 | 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      | $21892.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Arbour CLO                                       | Arbour CLO VI DAC                                                                | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $352827.09    | 0.02%             | 2037-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     205000 | PA      | $214623.66    | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                    | Wolfspeed Inc                                                                    | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      50000 | PA      | $12375.00     | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     436000 | PA      | $443239.78    | 0.03%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AENOVA HOLDING GMBH                              | Aenova Holding GmbH 2025 EUR Repriced Term Loan B                                | CUSIP: 000000000<br>LEI: 529900MPQ4WWJFDTB881 | Long             | LON              | CORP              | DE        |    1132076 | PA      | $1321581.23   | 0.08%             | 2031-08-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WELLS FARGO + CO                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        219 | NC      | $64714.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     400000 | PA      | $412000.00    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $69720.30     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | 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      | $246189.33    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $40974.68     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                 | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     326000 | PA      | $381707.84    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1229972.62   | 0.07%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1777.83      | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -8 | NC      | $-12920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | JPMORGAN CHASE + CO                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         80 | NC      | $130600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTS EUROPE SA                                  | Parts Europe SA 1st Lien EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1177738.62   | 0.07%             | 2031-02-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                      | Deuce Finco Plc                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     337000 | PA      | $458512.21    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 SEP25                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         81 | NC      | $29389.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     118000 | PA      | $112273.28    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STAGE ENTERTAINMENT BV                           | Stage Entertainment BV 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1180306.55   | 0.07%             | 2029-06-02      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                  | Texas Debt Capital Euro CLO 2025-I DAC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $413230.48    | 0.02%             | 2039-04-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2675243.70   | 0.16%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5722.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     160000 | PA      | $162833.12    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |     352000 | PA      | $434580.32    | 0.03%             | 2029-11-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     163000 | PA      | $162817.37    | 0.01%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | INFORMATICA INC                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         69 | NC      | $517.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     100000 | PA      | $98632.21     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -36 | NC      | $-24390.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                            | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      92092 | NS      | $11350339.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK AB                                      | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     100000 | PA      | $131379.60    | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | 2Y RTP 3.900000 22-SEP-2025                                                      | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |  -15127000 | OU      | $-5423.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32500000 | PA      | $32492564.65  | 1.96%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                     | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      43000 | PA      | $44460.84     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVIV GROUP GMBH                                  | Aviv Group GmbH EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    1146496 | PA      | $1350731.79   | 0.08%             | 2032-04-23      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                 | Pitney Bowes Inc                                                                 | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1080746.10   | 0.07%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX BANK SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        491 | NC      | $27503.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     156598 | NS      | $13329621.76  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                          | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     224000 | PA      | $234730.27    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                | Healthpeak OP LLC                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    3000000 | PA      | $3052967.61   | 0.18%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138636.14    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $4709.62      | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                             | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     118000 | PA      | $108479.89    | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         53 | NC      | $161650.00    | 0.01%             |  |  |  | No            |                  1 | 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      | $15120.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Borsa Italiana SpA                               | UNICREDIT SPA                                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |        -33 | NC      | $-3138.94     | -0.00%            |  |  |  | No            |                  1 | 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      | $210838.04    | 0.01%             |  |  |  | No            |                  2 | 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              |  | US        |     300000 | PA      | $294025.65    | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | BANK OF AMERICA CORP                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        548 | NC      | $111518.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2633701.23   | 0.16%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: LQD US EQUITY                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    3628548 | OU      | $59947.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     221000 | PA      | $223984.38    | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -48 | NC      | $-4440.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $27648.51     | 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      | $289787.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SECTOR ALARM HOLDING AS                          | Sector Alarm Holding AS 2025 EUR Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |     406916 | PA      | $479087.30    | 0.03%             | 2029-06-14      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                             | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43636.50     | 0.00%             | 2032-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                              | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       1540 | NS      | $375020.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEOPATRA FINCO SARL                             | Kleopatra Finco Sarl                                                             | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |     416000 | PA      | $459465.43    | 0.03%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     250000 | PA      | $239810.28    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                             | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     152000 | PA      | $156688.44    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                              | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90916.39     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | 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      | $10169.25     | 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      | $16933.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        508 | NC      | $271780.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                      | CAP HILL BRANDS PREF EQUITY                                                      | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EP               | CORP              | US        |    1088268 | NS      | $32648.04     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $183484.14    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                     | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |     505000 | PA      | $700986.45    | 0.04%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205537.16    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | 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      | $2362670.91   | 0.14%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | 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      | $201033.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                    | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118529.95    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -143 | NC      | $-77935.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VOLATO GROUP INC                                 | VOLATO GROUP INC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      41409 | NS      | $1055.93      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -122 | NC      | $-4026.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Borsa Italiana SpA                               | UNICREDIT SPA                                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         33 | NC      | $62973.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISURE HOLDING AB                              | Verisure Holding AB                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     515200 | PA      | $632415.97    | 0.04%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $905844.05    | 0.05%             | 2027-10-30      | Fixed         | 4.63%                 | 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      | $366253.54    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                              | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     131000 | PA      | $124030.98    | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XPO INC                                          | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     114000 | PA      | $119479.64    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDX.NA.HY.44.V1 5YR RTP @ 104.0000                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    2430000 | OU      | $4868.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                            | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |     224000 | PA      | $247084.67    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     210000 | PA      | $214200.00    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        170 | NC      | $-86272.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      57000 | PA      | $56351.57     | 0.00%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     418000 | PA      | $395854.42    | 0.02%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO XXXVI                                                                 | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250510.25    | 0.02%             | 2034-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                             | Verifone Systems Inc 2025 Term Loan                                              | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    1787677 | PA      | $1668349.19   | 0.10%             | 2028-08-18      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $133153.02    | 0.01%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      50000 | PA      | $73427.64     | 0.00%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT SEP25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          7 | NC      | $69493.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -187 | NC      | $-11839.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                    | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     102512 | NS      | $8935971.04   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $241494.62    | 0.01%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                 | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207343.00    | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103141.02    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -13 | NC      | $-7637.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE BRANDS INC                              | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     118000 | PA      | $117074.87    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                     | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     149000 | PA      | $185278.53    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                         | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     183000 | PA      | $186799.81    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | DOLLAR TREE INC                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -199 | NC      | $-16915.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     277000 | PA      | $294791.43    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     107000 | PA      | $106149.53    | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                      | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283315.12    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       3371 | NC      | $244397.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATOS SE                                          | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     250229 | PA      | $124938.02    | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                             | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     822232 | PA      | $1014554.99   | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         17 | NC      | $105910.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     113000 | PA      | $116412.83    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     258000 | PA      | $253494.17    | 0.02%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings LLC                           | Hydrofarm Holdings LLC 2021 Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1037392 | PA      | $840287.48    | 0.05%             | 2028-10-25      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $219075.75    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                               | Elmwood CLO I Ltd                                                                | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250883.70    | 0.02%             | 2037-04-20      | Floating      | 5.79%                 | 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      | $-156571.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MNTN INC                                         | MNTN INC                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      53954 | NS      | $1179973.98   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-651.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         34 | NC      | $32300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA CHEMICALS CORP                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $96170.75     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        154 | NC      | $126665.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI SPA                                          | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     225000 | PA      | $266382.64    | 0.02%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                           | Lumen Technologies Inc                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      37436 | NS      | $163969.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SWP: EUR 2.870000 11-JUN-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6518851 | OU      | $202683.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MASTERCARD INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         10 | NC      | $1075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         58 | NC      | $44370.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LESSEN HOLDINGS INC PREF                         | LESSEN HOLDINGS INC PREF                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24168 | NS      | $70812.24     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -119 | NC      | $-7675.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                      | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     297000 | PA      | $306329.87    | 0.02%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | BANK OF AMERICA CORP                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -549 | NC      | $-37332.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                     | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      22000 | NS      | $997613.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -27 | NC      | $-9720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LESSEN INC                                       | LESSEN INC                                                                       | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1945171 | PA      | $1792086.04   | 0.11%             | 2028-01-05      | Variable      | 12.78%                | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $2123392.68   | 0.13%             | 2036-11-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       5008 | NS      | $804184.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     195000 | PA      | $189277.74    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       1683 | NS      | $190869.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76345000 | PA      | $73017997.89  | 4.41%             | 2054-07-01      | Fixed         | 4.50%                 | 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      | $143337.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     372000 | PA      | $388275.00    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                         | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     165000 | PA      | $170846.78    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     284547 | NS      | $30563193.27  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204466.67    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                      | Allied Universal Holdco LLC 2021 EUR Term Loan                                   | CUSIP: 01957TAK3<br>LEI: 549300ONXPZT3KQZDR65 | Long             | LON              | CORP              | LU        |     989717 | PA      | $1164870.41   | 0.07%             | 2028-05-12      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $177921.68    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | 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      | $188472.10    | 0.01%             | 2039-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       4349 | NS      | $423331.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94022.44     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WELLS FARGO + CO                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        183 | NC      | $22783.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |     494000 | PA      | $523661.00    | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      92000 | PA      | $88804.11     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | 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      | $249032.38    | 0.02%             | 2034-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     393000 | PA      | $469213.52    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | LIVE NATION ENTERTAINMENT INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         21 | NC      | $5040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96645.91     | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                              | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     409000 | PA      | $354807.50    | 0.02%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        182 | NC      | $637.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -49 | NC      | $-7178.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-19857.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                                       | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $247085.66    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  1 | 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        |     867000 | PA      | $1214845.85   | 0.07%             | 2032-03-15      | Fixed         | 7.88%                 | 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      | $63088.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        152 | NC      | $112328.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $139056.82    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                  | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |     146000 | PA      | $194922.86    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        278 | NC      | $166800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    2309731 | OU      | $22645.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                 | Novo Nordisk A/S                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      75244 | NS      | $5213958.36   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                | Toll Brothers Inc                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       3209 | NS      | $366243.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                              | Xerox Holdings Corp                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      62000 | PA      | $46810.20     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | 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        |     100000 | PA      | $103081.40    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $200932.00    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2226000 | PA      | $1629005.35   | 0.10%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                              | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117967.05    | 0.01%             | 2032-07-14      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BRIGHT MACHINES SERIES C                         | BRIGHT MACHINES SERIES C                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     472895 | NS      | $160784.30    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                          | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     111000 | PA      | $106434.41    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1307339.05   | 0.08%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -92 | NC      | $-15134.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jubilee CDO BV                                   | Jubilee CLO 2024-XXIX DAC                                                        | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |     370000 | PA      | $438729.76    | 0.03%             | 2039-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     268000 | PA      | $247106.59    | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-63339.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                | Clarios Global LP 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1174569.93   | 0.07%             | 2032-01-28      | Floating      | 5.18%                 | 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        |     133000 | PA      | $136055.60    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | 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      | $26233.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $97605.41     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                         | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     395532 | NS      | $21436911.65  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                              | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    2249862 | NS      | $2250762.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -122 | NC      | $-27084.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     343000 | PA      | $332299.21    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                      | Equinor ASA                                                                      | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      24000 | NS      | $603360.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SMYRNA READY MIX CONCRET                         | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     347000 | PA      | $363814.52    | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | 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      | $175550.26    | 0.01%             |  |  |  | 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      | $797352.60    | 0.05%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     121000 | PA      | $115519.21    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $371877.71    | 0.02%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -34 | NC      | $-9418.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-8960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTRUM AB                                        | Intrum AB                                                                        | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     270000 | PA      | $268860.76    | 0.02%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                             | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     606000 | PA      | $803701.86    | 0.05%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                     | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     224000 | PA      | $220070.19    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SONDER WARRANTS 5 YR                             | SONDER WARRANTS 5 YR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     155888 | NS      | $294628.75    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39761.09     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO IX Ltd                                                             | CUSIP: 07132EAQ8<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $245101.38    | 0.01%             | 2031-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                           | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |     673000 | PA      | $788676.48    | 0.05%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                               | Seagate HDD Cayman                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $214636.20    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2752000 | PA      | $2320231.51   | 0.14%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     118087 | NS      | $58737654.67  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        406 | NC      | $307091.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 1Y RTR 2.800000 01-MAY-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | KY        |  -56765000 | OU      | $-81021.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         48 | NC      | $23160.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITELYUM REGENERATION SPA                         | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118803.39    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CYBERARK SOFTWARE LTD                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |          7 | NC      | $11235.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $2299.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         69 | NC      | $45254.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $347142.28    | 0.02%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                               | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       7240 | NS      | $929688.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                      | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    4218269 | PA      | $2231450.61   | 0.13%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     102000 | PA      | $101498.44    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | TRANE TECHNOLOGIES PLC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -8 | NC      | $-1240.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $84921.78     | 0.01%             |  |  |  | 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        |     210000 | PA      | $204552.31    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Accor SA                                         | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      86579 | NS      | $4537473.00   | 0.27%             |  |  |  | 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      | $19069.74     | 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      | $-651.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -27 | NC      | $-4009.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-18360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                  | RingCentral Inc                                                                  | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1193036.62   | 0.07%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                  | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     586000 | PA      | $722239.00    | 0.04%             | 2029-07-15      | 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        |     396000 | PA      | $506440.23    | 0.03%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $62600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -155 | NC      | $-73625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     200000 | PA      | $207040.20    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                             | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     114000 | PA      | $118680.96    | 0.01%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                     | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      29784 | NS      | $11783443.92  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                  | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     197000 | PA      | $207208.30    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        331 | NC      | $175455.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         13 | NC      | $36920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    1457593 | OU      | $2172.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                           | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      39544 | NS      | $17296941.04  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTERMED HOLDINGS                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     180000 | PA      | $174402.86    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CYBERARK SOFTWARE LTD                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |         -7 | NC      | $-4935.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IFCO MANAGEMENT GMBH                             | IFCO Management GmbH 2024 EUR 1st Lien Term Loan B                               | CUSIP: 000000000<br>LEI: 529900W6COKZG9FWRZ51 | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1179423.09   | 0.07%             | 2029-11-29      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     131000 | PA      | $134474.51    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     341154 | NS      | $53898920.46  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO VERWALTUNGS GMBH                             | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     250000 | PA      | $310745.70    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 1Y RTR 3.500000 22-APR-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   45121825 | OU      | $199058.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         41 | NC      | $50020.00     | 0.00%             |  |  |  | No            |                  1 | 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      | $-3064.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $101717.60    | 0.01%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2467079.66   | 0.15%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                   | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114553.67    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     573000 | PA      | $568982.41    | 0.03%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                          | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     274000 | PA      | $339226.26    | 0.02%             | 2030-01-16      | Fixed         | 7.13%                 | 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      | $-29984.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                            | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     178000 | PA      | $163450.56    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | 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      | $810400.01    | 0.05%             | 2038-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| DEMIRE REAL ESTATE AG                            | DEMIRE Deutsche Mittelstand Real Estate AG                                       | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |     180000 | PA      | $199275.54    | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -117 | NC      | $-19246.50    | -0.00%            |  |  |  | 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      | $261170.66    | 0.02%             |  |  |  | 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      | $340375.33    | 0.02%             | 2027-10-25      | Floating      | 5.21%                 | 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      | $179150.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Median B V                                       | Median B V 2021 EUR Term Loan B1                                                 | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |     981818 | PA      | $1152034.24   | 0.07%             | 2027-10-14      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         64 | NC      | $20800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES CAP INTL                           | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $133505.28    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     141626 | NS      | $25123036.14  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CITYCON TREASURY BV                              | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120624.27    | 0.01%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -69 | NC      | $-159217.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SWP: GBP 4.095000 07-NOV-2054 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2400000 | OU      | $-203774.95   | -0.01%            |  |  |  | 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      | $244739.28    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                         | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121759.44    | 0.01%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     300000 | PA      | $287237.34    | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -15 | NC      | $-3555.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | CYBERARK SOFTWARE LTD                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |        -10 | NC      | $-10600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trimaran CAVU Ltd                                | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     550000 | PA      | $555957.88    | 0.03%             | 2034-10-25      | Floating      | 7.79%                 | No            |                  2 | 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      | $1148501.88   | 0.07%             | 2031-06-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                               | Bertrand Franchise Finance SAS                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     337000 | PA      | $389029.98    | 0.02%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | 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        |    1729967 | PA      | $1635216.39   | 0.10%             | 2037-04-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -2 | NC      | $-8390.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | 30Y RTR 3.150000 26-NOV-2025                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -5770000 | OU      | $-27344.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |      23000 | PA      | $23654.28     | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $184142.28    | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | 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      | $103574.00    | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR11 Trust                                            | CUSIP: 74333XAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2876664.30   | 0.17%             | 2039-01-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                         | PCF GmbH                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     201000 | PA      | $195273.43    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOBIAN FINANCE B                                 | Nobian Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117361.48    | 0.01%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -65 | NC      | $-18882.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                         | British Telecommunications PLC                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     380000 | PA      | $347930.77    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | SWAP/CDSWAP/SCDS: (ETLFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      95000 | OU      | $10591.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102382.86    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                            | CyberArk Software Ltd                                                            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      24376 | NS      | $9918106.88   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36665.83     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      72696 | NS      | $9015030.96   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     132000 | PA      | $127740.19    | 0.01%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                        | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      17099 | NS      | $8022508.82   | 0.48%             |  |  |  | No            |                  1 | 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      | $29971.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9909.98      | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | 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      | $-52819.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1481267.84   | 0.09%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-81491.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      61000 | PA      | $58585.83     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERGE GENOMICS                                   | VERGE GENOMICS                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      48019 | NS      | $92196.48     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marsh & McLennan Cos Inc                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     133977 | NS      | $29292731.28  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                      | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     192041 | NS      | $18777768.98  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | INTUIT INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -6 | NC      | $-9000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                         | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     327000 | PA      | $368714.53    | 0.02%             | 2026-08-15      | Fixed         | 2.13%                 | 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      | $142765.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     300000 | OU      | $-55983.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     340733 | NS      | $11541298.03  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                   | Constellium SE                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     140000 | PA      | $166974.50    | 0.01%             | 2032-08-15      | Fixed         | 5.38%                 | 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      | $69621.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -122 | NC      | $-30561.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc                                 | ServiceTitan Inc                                                                 | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11526 | NS      | $1235356.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNE HOLDINGS SARL                               | Lune Holdings Sarl                                                               | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |     315000 | PA      | $149140.64    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                          | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     282434 | PA      | $371031.25    | 0.02%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104782.29    | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | 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      | $249736.18    | 0.02%             | 2037-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     133000 | PA      | $134433.34    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | 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      | $1815300.00   | 0.11%             | 2038-06-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                             | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      48000 | PA      | $46425.69     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     187000 | PA      | $189763.67    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     282000 | PA      | $337416.94    | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | 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      | $5259.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                          | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | GB        |          1 | NC      | $3306.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $410006.07    | 0.02%             | 2026-10-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                             | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     218000 | PA      | $207392.95    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                   | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $229760.69    | 0.01%             | 2027-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $123974.81    | 0.01%             | 2028-11-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SES SA                                           | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118803.77    | 0.01%             | 2030-06-24      | Fixed         | 4.13%                 | No            |                  2 | 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      | $3281197.85   | 0.20%             | 2031-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                               | Bausch + Lomb Corp                                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $118537.02    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102201.02    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (EOFP)                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |     107000 | OU      | $6592.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                             | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     500000 | PA      | $520216.89    | 0.03%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                               | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     181267 | NS      | $7058221.38   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2189000 | PA      | $2791787.64   | 0.17%             | 2039-01-15      | Fixed         | 8.20%                 | 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      | $4.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        378 | NC      | $57327.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING GLOBAL FINANCE                           | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |     210000 | PA      | $250359.73    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         51 | NC      | $59670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $304875.00    | 0.02%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     200000 | PA      | $193203.47    | 0.01%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                          | Gatwick Airport Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |     245000 | PA      | $333772.89    | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROJECT MONTELENA                                | PROJECT MONTELENA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    3412750 | PA      | $3698447.08   | 0.22%             | 2030-06-20      | Fixed         | 11.88%                | No            |                  3 | 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        |     100000 | PA      | $102843.85    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                            | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121744.14    | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-4985842.66  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         35 | NC      | $86435.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     172000 | PA      | $203053.25    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                | Motion Finco Sarl                                                                | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     204000 | PA      | $225343.14    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189162.90    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | 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      | $4150316.38   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2020-3 Ltd                                                     | CUSIP: 69701RBA4<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $503217.30    | 0.03%             | 2036-11-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94266.13     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $414500.00    | 0.03%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     111000 | PA      | $109283.83    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                           | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     411000 | PA      | $486654.86    | 0.03%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -149 | NC      | $-149745.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VERGE GENOMICS                                   | VERGE GENOMICS                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     269847 | NS      | $518106.24    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     189000 | PA      | $174155.26    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | 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      | $42462.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        778 | NC      | $190221.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMELOT RETURN MERGER SU                         | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     159000 | PA      | $146631.39    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2022-CHM1 Trust                                                              | CUSIP: 552758AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3534738.40   | 0.21%             | 2056-09-25      | Variable      | 4.57%                 | 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      | $1783317.13   | 0.11%             | 2051-09-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BUBBLES HOLDCO SPA                               | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     235000 | PA      | $277681.25    | 0.02%             | 2031-09-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                             | Dynamo Newco II GmbH                                                             | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |     121000 | PA      | $146097.28    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.42.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7238615 | OU      | $774235.66    | 0.05%             |  |  |  | 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        |     278046 | PA      | $245031.39    | 0.01%             | 2044-02-22      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411660.00    | 0.02%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SALESFORCE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $13040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     141000 | PA      | $139947.53    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | 2Y RTP 3.950000 15-SEP-2025                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              |  | US        |  -29135000 | OU      | $-6825.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEGID GROUP SAS                                  | Cegid Group SAS 2025 EUR Term Loan B3                                            | CUSIP: 000000000<br>LEI: 969500P65RIUGCL3D981 | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1175677.20   | 0.07%             | 2030-01-31      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2040000 | PA      | $1948548.53   | 0.12%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99382.16     | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | 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      | $555672.69    | 0.03%             | 2037-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     357000 | PA      | $370039.57    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     259000 | PA      | $279708.94    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     130000 | PA      | $123613.70    | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     537000 | PA      | $545802.50    | 0.03%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     369000 | PA      | $354695.42    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERSA NETWORKS INC                               | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1584337 | NS      | $8095962.07   | 0.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIR FRANCE-KLM                                   | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $233961.73    | 0.01%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                            | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     403000 | PA      | $446874.15    | 0.03%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     144000 | PA      | $144080.50    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                               | 5Y RTR 3.230000 12-SEP-2025                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  -14568000 | OU      | $-73506.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      40517 | NS      | $5003444.33   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        164 | NC      | $9512.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELO SACA                                         | ELO SACA                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106617.84    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                    | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $237682.30    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 1Y RTR 3.600000 01-MAY-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   56765000 | OU      | $299567.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                      | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95295.16     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2037.70      | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | 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      | $-88461.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                      | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     119000 | PA      | $103155.73    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |          1 | NC      | $2060.10      | 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      | $-28359.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                          | DSV A/S                                                                          | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      37423 | NS      | $8976064.62   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                  | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6 (B) (1)                    | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |     191571 | PA      | $224598.32    | 0.01%             | 2031-02-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASDAQ 100 E-MINI SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        127 | NC      | $2598595.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -21 | NC      | $-22417.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                              | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    2590554 | NS      | $14922658.10  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | Steel Dynamics Inc                                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $2910884.33   | 0.18%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WELLS FARGO + CO                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -183 | NC      | $-6222.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     289000 | PA      | $294892.13    | 0.02%             | 2029-11-21      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                           | Stena International SA                                                           | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     727000 | PA      | $729252.25    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                               | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |     242000 | PA      | $286418.11    | 0.02%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WELLS FARGO + CO                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -219 | NC      | $-12921.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINAN                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $370010.52    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         50 | NC      | $126125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         78 | NC      | $11154.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      57000 | PA      | $55032.79     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     119000 | PA      | $101809.83    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     171000 | PA      | $176133.93    | 0.01%             | 2034-03-15      | 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        |     200000 | PA      | $244096.30    | 0.01%             | 2032-06-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                              | TransDigm Group Inc                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3207 | NS      | $4876692.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       7789 | NS      | $10430483.57  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Q-PARK HOLDING I BV                              | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     463000 | PA      | $563252.71    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UKG INC                                          | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     168000 | PA      | $174312.60    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                       | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      28886 | NS      | $8901220.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     102000 | PA      | $105083.66    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     250000 | PA      | $300745.52    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                       | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |     499000 | PA      | $596642.53    | 0.04%             | 2031-05-02      | Fixed         | 6.50%                 | 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      | $216816.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       4000 | NS      | $556676.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                         | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $170500.00    | 0.01%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                          | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     493000 | PA      | $485408.39    | 0.03%             | 2027-02-15      | Fixed         | 3.88%                 | 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      | $352447.03    | 0.02%             | 2038-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | 10Y RTP 3.750000 07-JUL-2025                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |   -2730564 | OU      | $-5443.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                          | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191304.94    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICRON TECHNOLOGY INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -49 | NC      | $-3675.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 5.002000 02-OCT-2025 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   84697900 | OU      | $430169.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                           | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      40403 | NS      | $21955394.23  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     236000 | PA      | $236021.24    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          8 | NC      | $24420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                    | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $984373.33    | 0.06%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $351176.54    | 0.02%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $95972.26     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2013-I Ltd                                                          | CUSIP: 12549AAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $506460.60    | 0.03%             | 2030-07-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CONFLUENT INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         84 | NC      | $8400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RR DONNELLEY & SONS CO                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100000.00    | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SCREAMING EAGLE ACQUISITION CORP                 | SCREAMING EAGLE ACQUISITION CORP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     115000 | NS      | $661222.63    | 0.04%             |  |  |  | Yes           |                  2 | 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        |    1230089 | PA      | $1448984.28   | 0.09%             | 2027-05-17      | Floating      | 5.64%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (TITIM)                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |     190000 | OU      | $1190.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 SEP25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -15 | NC      | $-55043.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA FINANCE PLC                               | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     733000 | PA      | $917402.69    | 0.06%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                             | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97024.63     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      48115 | NS      | $27037743.10  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -331 | NC      | $-20957.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                   | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $496506.20    | 0.03%             | 2029-10-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                        | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      23984 | NS      | $1771064.25   | 0.11%             |  |  |  | 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      | $414783.63    | 0.03%             | 2039-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $153353.63    | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     258000 | PA      | $274213.62    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | 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      | $-272745.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | 3Y RTR 3.500000 18-AUG-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   11415724 | OU      | $72902.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97479.90     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |          1 | NC      | $424.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -137 | NC      | $-205.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      70702 | NS      | $19489006.30  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                             | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2977615.20   | 0.18%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -778 | NC      | $-35788.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.470500 10-MAR-2027                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4700000 | OU      | $-20870.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 5Y RTR 2.050000 02-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -4823000 | OU      | $-7181.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIELSEN CONSUMER INC                             | Nielsen Consumer Inc 2025 EUR Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     997500 | PA      | $1168766.50   | 0.07%             | 2028-03-06      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     288399 | NS      | $13647040.68  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SWP: EUR 3.000000 05-MAR-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7712963 | OU      | $283353.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -150 | NC      | $-23100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Myers Park CLO LTD                               | Myers Park CLO Ltd                                                               | CUSIP: 62848GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250002.65    | 0.02%             | 2030-10-20      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| SES SA                                           | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118936.73    | 0.01%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES RUSSELL 2000 ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -85 | NC      | $-1275.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2021-4 Ltd                                            | CUSIP: 69702JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500044.40    | 0.03%             | 2029-10-15      | Floating      | 12.03%                | No            |                  2 | On Loan: No      |
| Cameco Corp                                      | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     174571 | NS      | $12958405.33  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      66000 | PA      | $67147.35     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      18239 | NS      | $5793800.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     183000 | PA      | $188276.26    | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                   | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      35000 | PA      | $28700.00     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $147260.40    | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     144000 | PA      | $155765.81    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                               | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      42919 | NS      | $15735822.16  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98273.51     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | PROGRESSIVE CORP/THE                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         21 | NC      | $1207.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasOrange Finco Plc                              | MasOrange Finco Plc 2025 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1168008.75   | 0.07%             | 2031-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                              | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3656700 | PA      | $3652700.48   | 0.22%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | STRYKER CORP                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         12 | NC      | $5940.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Ltd                                           | RR 28 Ltd                                                                        | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501882.10    | 0.03%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $199915.80    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                 | Ziggo Bond Co BV                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     104000 | PA      | $115079.89    | 0.01%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | LIVE NATION ENTERTAINMENT INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         18 | NC      | $8730.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 6.336374 20-MAR-2027 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  103210483 | OU      | $17565.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     400000 | PA      | $418187.60    | 0.03%             | 2031-02-15      | Fixed         | 7.75%                 | 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        |      94000 | PA      | $93880.62     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 15 Ltd                                                                   | CUSIP: 750100AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251911.25    | 0.02%             | 2034-01-20      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                              | Henley Clo Xi DAC                                                                | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |     330000 | PA      | $387117.63    | 0.02%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     106000 | PA      | $102829.78    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                            | Republic Services Inc                                                            | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3411594.56   | 0.21%             | 2031-02-15      | Fixed         | 1.45%                 | 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        |     130000 | PA      | $129885.95    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106268.98    | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 1Y RTP 4.100000 01-MAY-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -56765000 | OU      | $-52215.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -2593 | NC      | $-18151.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     163000 | PA      | $155135.25    | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2578000 | PA      | $3076310.53   | 0.19%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-604215.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | 3Y RTR 3.200000 18-AUG-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -11415724 | OU      | $-27785.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103224.40    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104548.20    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91912.63     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                               | Czechoslovak Group AS                                                            | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     225000 | PA      | $269097.30    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                         | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $134242.97    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     400000 | PA      | $420983.60    | 0.03%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                           | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     392000 | PA      | $381921.29    | 0.02%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                   | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     222000 | PA      | $261906.71    | 0.02%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     400000 | PA      | $468463.43    | 0.03%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     718000 | PA      | $732731.18    | 0.04%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | BANK OF AMERICA CORP                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -139 | NC      | $-12162.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     146000 | PA      | $152337.86    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | 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      | $-5086.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -25 | NC      | $-3162.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | HOME DEPOT INC/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         11 | NC      | $412.50       | 0.00%             |  |  |  | No            |                  1 | 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      | $97738.81     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $135930.75    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | 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      | $234460.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHOEN KLINIK SE                                 | Schoen Klinik SE 2025 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 5299005C8FSZLNO2KW98 | Long             | LON              | CORP              | DE        |     666666 | PA      | $779409.91    | 0.05%             | 2031-01-12      | Floating      | 4.98%                 | 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        |     139000 | PA      | $169369.27    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1963.24      | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $129053.54    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $23804.89     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                              | Pachelbel Bidco SpA                                                              | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |     125000 | PA      | $148009.50    | 0.01%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) SEP25                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -6 | NC      | $-17670.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     154000 | PA      | $157272.35    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INSIGHT M INC WARRANTS                           | INSIGHT M INC WARRANTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    2957679 | NS      | $290444.08    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      81000 | PA      | $79171.07     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding              | Palmer Square European Loan Funding 2024-2 DAC                                   | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |     270000 | PA      | $318340.08    | 0.02%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                  | Fiber Midco Spa                                                                  | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |     197000 | PA      | $211517.41    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CYBERARK SOFTWARE LTD                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |         -7 | NC      | $-1942.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     202000 | PA      | $205852.75    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                          | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     227000 | PA      | $237339.39    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                       | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     148000 | PA      | $147419.57    | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc                                   | Veritas US Inc 2024 Priority Term Loan                                           | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |        209 | PA      | $209.03       | 0.00%             | 2029-12-09      | Floating      | 12.30%                | 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      | $1364070.62   | 0.08%             | 2029-04-29      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                     | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      36292 | NS      | $5148746.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |          1 | NC      | $6534.58      | 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      | $-11814.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCOSA INC                                       | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     109000 | PA      | $105440.45    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                     | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      86464 | NS      | $749194.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICRON TECHNOLOGY INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -38 | NC      | $-24035.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        111 | NC      | $7215.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 1Y RTR 3.100000 22-APR-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -45121825 | OU      | $-102749.49   | -0.01%            |  |  |  | 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      | $707689.36    | 0.04%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| AREAS WORLDWIDE SA                               | Areas Worldwide SA 2025 EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    1000000 | PA      | $1175747.88   | 0.07%             | 2029-12-31      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $775403.76    | 0.05%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                         | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $123611.23    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO                                      | HARVEST CLO                                                                      | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |     230000 | PA      | $273550.13    | 0.02%             | 2037-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97582.48     | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100073.70    | 0.01%             | 2032-04-01      | Fixed         | 5.38%                 | 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      | $1626.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                             | Elmwood CLO VII Ltd                                                              | CUSIP: 29002RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $468960.00    | 0.03%             | 2037-10-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $100022.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87043.48     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $277232.83    | 0.02%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                   | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117712.61    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                          | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |     103000 | PA      | $120540.28    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $104263.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136624.19    | 0.01%             | 2026-09-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     172000 | PA      | $166133.87    | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | 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      | $593575.81    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTEX GROUP NV                                   | Ontex Group NV                                                                   | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $120294.04    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -37 | NC      | $38341.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | INTUITIVE SURGICAL INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         15 | NC      | $1875.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European Loan Funding              | Palmer Square European Loan Funding 2024-3 DAC                                   | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $258758.86    | 0.02%             | 2034-05-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2534000 | PA      | $3540203.96   | 0.21%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -175 | NC      | $-8312.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2097481.33   | 0.13%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                           | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118917.73    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | 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      | $1705145.00   | 0.10%             | 2067-01-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       9128 | NS      | $395698.80    | 0.02%             |  |  |  | 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        |     250000 | PA      | $260515.50    | 0.02%             | 2029-07-01      | Fixed         | 7.63%                 | 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      | $1269850.94   | 0.08%             |  |  |  | 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      | $149452.49    | 0.01%             | 2029-07-31      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                         | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $186804.72    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     280000 | PA      | $249925.80    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                      | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $214220.57    | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $130292.87    | 0.01%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     102000 | PA      | $102554.25    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136552.56    | 0.01%             | 2026-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     253000 | PA      | $252689.10    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     191000 | PA      | $197949.54    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                        | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     181000 | PA      | $216015.50    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $99505.29     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | 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      | $35823.65     | 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      | $-17715.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-7306.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                  | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |     305000 | PA      | $361071.32    | 0.02%             | 2031-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     400000 | PA      | $396881.92    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                    | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     216385 | NS      | $14515832.61  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM HOLDING SA                    | Matterhorn Telecom Holding SA EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | LON              | CORP              | LU        |    1000000 | PA      | $1173168.17   | 0.07%             | 2032-01-30      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-6029.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                            | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     277000 | PA      | $288950.13    | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                          | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     233000 | PA      | $226681.34    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | 2Y RTR 3.080000 26-SEP-2025                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -28360000 | OU      | $-57851.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $498862.10    | 0.03%             | 2030-12-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                        | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399590.28    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      57000 | PA      | $56143.89     | 0.00%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1184729.58   | 0.07%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -149 | NC      | $-6258.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SWP: GBP 4.123300 21-NOV-2028 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    3004000 | OU      | $57739.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                   | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | DE        |     682000 | OU      | $104592.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                    | SCHAEFFLER AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120310.58    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                 | Pitney Bowes Inc 2025 Term Loan B                                                | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |     603488 | PA      | $601725.32    | 0.04%             | 2032-03-19      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     269000 | PA      | $241238.12    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RESORT CMNTYS LOANCO LP                          | RESORT CMNTYS LOANCO LP                                                          | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4426119 | PA      | $4454003.55   | 0.27%             | 2028-11-21      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      25950 | NS      | $19153435.50  | 1.16%             |  |  |  | No            |                  1 | 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      | $176343.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Europa University Education Group, S.L           | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B               | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |     741599 | PA      | $873226.34    | 0.05%             | 2031-10-30      | Floating      | 5.29%                 | No            |                  2 | 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      | $2903266.93   | 0.18%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Inspired FinCo Holdings Limited                  | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6                            | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |     144499 | PA      | $169410.99    | 0.01%             | 2031-02-28      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        172 | NC      | $63210.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-32550.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -42 | NC      | $-25305.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                          | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | GB        |          1 | NC      | $-109.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1729000 | PA      | $1720358.56   | 0.10%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INSIGHT M INC SERIES D                           | INSIGHT M INC SERIES D                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    2854422 | NS      | $649381.01    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                           | MICRON TECHNOLOGY INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -176 | NC      | $-50688.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                     | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |     275000 | PA      | $332449.48    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         44 | NC      | $-8853.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                          | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     131000 | PA      | $152766.64    | 0.01%             | 2030-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -51 | NC      | $-12495.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                          | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     229000 | PA      | $228546.10    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      76558 | NS      | $16737875.54  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      72000 | PA      | $74284.06     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     179000 | PA      | $183690.34    | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     184000 | PA      | $186857.15    | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AIVEN SERIES D PREFERRED                         | AIVEN SERIES D PREFERRED                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | FI        |      35053 | NS      | $1775434.45   | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| FLYR SECURED NOTES WTS                           | FLYR SECURED NOTES WTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075948 | PA      | $1000631.97   | 0.06%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| MAGNERA CORP                                     | Magnera Corp                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88369.04     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97033.89     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         65 | NC      | $19825.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                     | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97699.18     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    2869000 | PA      | $3415501.63   | 0.21%             | 2030-01-31      | Fixed         | 2.70%                 | 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      | $10260.35     | 0.00%             |  |  |  | No            |                  2 | 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      | $1530382.48   | 0.09%             | 2030-02-27      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                     | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       6780 | NS      | $480018.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     407000 | PA      | $579169.31    | 0.03%             | 2029-07-31      | Fixed         | 10.75%                | 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      | $26598.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                               | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |     194000 | PA      | $230328.19    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     177000 | PA      | $170592.38    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     124000 | PA      | $131834.69    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | 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      | $414363.89    | 0.03%             | 2037-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                           | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     149000 | PA      | $155120.62    | 0.01%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -34 | NC      | $-74970.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      63000 | PA      | $58916.74     | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         35 | NC      | $171675.00    | 0.01%             |  |  |  | No            |                  1 | 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      | $231849.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                  | Contego CLO XI DAC                                                               | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $259686.57    | 0.02%             | 2038-11-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $118544.99    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                           | Cidron Aida Finco Sarl                                                           | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |     110000 | PA      | $154070.52    | 0.01%             | 2031-10-27      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     293000 | PA      | $292314.55    | 0.02%             | 2027-07-15      | Fixed         | 5.63%                 | 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      | $-8494.39     | -0.00%            |  |  |  | No            |                  2 | 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      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     425000 | PA      | $425595.39    | 0.03%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     200000 | PA      | $196601.32    | 0.01%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -62 | NC      | $-269930.67   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     114000 | PA      | $116668.51    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     103000 | PA      | $117902.84    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Rialto Real Estate Fund LP                       | RIAL 2022-FL8 Issuer Ltd                                                         | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    1803402 | PA      | $1803639.47   | 0.11%             | 2037-01-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                           | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |    1000000 | PA      | $1157996.16   | 0.07%             | 2031-09-30      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                         | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     246000 | PA      | $252426.99    | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | 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      | $124170.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         27 | NC      | $15727.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                   | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $261626.37    | 0.02%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                  | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     131000 | PA      | $133131.11    | 0.01%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: JPY 0.283000 09-MAR-2026 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2930800634 | OU      | $51057.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     750000 | PA      | $771868.49    | 0.05%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.239000 30-JUL-2025 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  119200000 | OU      | $-13892.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                              | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       3423 | NS      | $250529.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                      | Nidda Healthcare Holding AG 2024 EUR Term Loan B2                                | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |    1439393 | PA      | $1694771.10   | 0.10%             | 2030-02-21      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                           | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $122512.55    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                         | Hermes International SCA                                                         | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       5393 | NS      | $14619697.08  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204228.00    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                        | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      59429 | NS      | $5753544.74   | 0.35%             |  |  |  | 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      | $202706.04    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $96549.24     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES RUSSELL 2000 ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        243 | NC      | $119799.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                      | Marble Point CLO XXIII Ltd                                                       | CUSIP: 56607TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249158.85    | 0.02%             | 2035-01-22      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                           | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       7969 | NS      | $1630776.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMF MF Portfolio                                 | AMF MF Portfolio Term Loan                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3489748 | PA      | $3564441.75   | 0.22%             | 2028-11-01      | Fixed         | 7.06%                 | No            |                  3 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99057.56     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135537.52    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         56 | NC      | $8708.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO DAC                                  | Contego Clo V DAC                                                                | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |     230000 | PA      | $270713.64    | 0.02%             | 2037-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | 2Y RTP 3.900000 03-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -9573000 | OU      | $-2271.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                         | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     116000 | PA      | $117181.68    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-5932.50     | -0.00%            |  |  |  | No            |                  1 | 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      | $4412725.50   | 0.27%             | 2067-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                 | IFSC NIFTY 50 FUT JUL25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         91 | NC      | $47290.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     236000 | PA      | $225885.21    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     967840 | OU      | $107617.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $93417.35     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                         | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $81266.02     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | 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        |     200000 | PA      | $204434.40    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -79 | NC      | $-45030.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209706.80    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     112000 | PA      | $105610.81    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                 | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |     165000 | PA      | $136232.05    | 0.01%             | 2025-11-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97181.45     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | 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      | $28623.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        143 | NC      | $145502.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     887000 | PA      | $864034.95    | 0.05%             | 2038-07-17      | Fixed         | 4.13%                 | 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      | $432133.75    | 0.03%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                             | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99597.59     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107177.70    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $198956.28    | 0.01%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | INTUITIVE SURGICAL INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-8505.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     440000 | PA      | $609582.74    | 0.04%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                          | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     420000 | PA      | $581960.91    | 0.04%             | 2029-05-07      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | CMS USISSO01 5Y-30 OPTION @0.6875B                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        | -140220000 | NC      | $-43384.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99452.63     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         62 | NC      | $40579.00     | 0.00%             |  |  |  | No            |                  1 | 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      | $25674.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                     | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $194218.00    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                  | GS Finance Corp                                                                  | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    2890000 | PA      | $2938898.80   | 0.18%             | 2030-02-14      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                         | ELO SACA                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116175.38    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | 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      | $159224.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                    | Live Nation Entertainment Inc                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      37193 | NS      | $5626557.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINME                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99784.49     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     276000 | PA      | $292523.29    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                            | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     204000 | PA      | $218674.54    | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     815000 | PA      | $825656.94    | 0.05%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LESSEN HLDS SERIES BX                            | LESSEN HLDS SERIES BX                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     456729 | NS      | $1000236.51   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -24 | NC      | $-5772.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                         | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     522000 | PA      | $521634.02    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD DKK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-497240.18   | -0.03%            |  |  |  | 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      | $1702700.39   | 0.10%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| CINEMARK USA INC                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99526.18     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204302.05    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | 5Y RTP 2.500000 25-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -8515000 | OU      | $-21869.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         71 | NC      | $19738.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     118000 | PA      | $122003.85    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $225062.00    | 0.01%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | 10Y RTR 3.500000 10-JUL-2025                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    9434000 | OU      | $5570.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SALESFORCE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -21 | NC      | $-11812.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Petfood Finance BV                        | United Petfood Finance BV 2025 EUR Term Loan B                                   | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |    1280899 | PA      | $1503177.68   | 0.09%             | 2032-02-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                           | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118722.39    | 0.01%             | 2030-11-15      | Fixed         | 5.49%                 | 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        |     100000 | PA      | $96849.88     | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                         | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |     100000 | PA      | $126857.42    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | 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      | $23497.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Montage                                  | Project Montage PIK Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1257380 | PA      | $1225945.34   | 0.07%             | 2029-02-16      | Floating      | 13.50%                | No            |                  3 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -556 | NC      | $-1329789.01  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    2907855 | OU      | $3610.00      | 0.00%             |  |  |  | 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      | $323527.10    | 0.02%             | 2037-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | DOLLAR TREE INC                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        199 | NC      | $43083.50     | 0.00%             |  |  |  | No            |                  1 | 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      | $58700.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        117 | NC      | $43582.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2018-KW05 Trust                                                            | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1923000 | PA      | $1774871.12   | 0.11%             | 2028-04-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     140000 | PA      | $146440.00    | 0.01%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410376.60    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                         | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     133000 | PA      | $183176.97    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVIII Ltd                                                 | CUSIP: 55821KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501249.95    | 0.03%             | 2034-07-17      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        149 | NC      | $24287.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES INC                            | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103811.60    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                    | COREWEAVE INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      17940 | NS      | $2925296.40   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-21637.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                 | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     126000 | PA      | $124553.28    | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -11 | NC      | $-9817.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RAPIDSOS WARRANTS                                | RAPIDSOS WARRANTS                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     946544 | NS      | $984405.76    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| TEREX CORP                                       | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6012.16      | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVIATA BV                                      | Traviata BV 2025 EUR PIK Term Loan                                               | CUSIP: 000000000<br>LEI: 529900TJUCAM0UQXSF21 | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1157336.51   | 0.07%             | 2033-01-22      | Floating      | 2.18%                 | No            |                  3 | On Loan: No      |
| PLATEA BC BIDCO AB                               | Platea BC Bidco AB EUR Term Loan                                                 | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |     833333 | PA      | $982989.99    | 0.06%             | 2031-04-03      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                      | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $233425.06    | 0.01%             | 2034-09-11      | Fixed         | 5.75%                 | 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      | $1017680.97   | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -172 | NC      | $-11696.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XEROX ISSUER CORPORATION                         | Xerox Issuer Corp                                                                | CUSIP: 98423RAA1<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     280000 | PA      | $287408.52    | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | 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      | $132405.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                 | TotalEnergies SE                                                                 | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      44000 | NS      | $2701160.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     200000 | PA      | $196130.08    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114686.28    | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                      | Clover Holdings SPV III LLC 2024 USD Term Loan                                   | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |      34387 | PA      | $33957.41     | 0.00%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                              | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     335000 | PA      | $409349.91    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | FREEPORT-MCMORAN INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         58 | NC      | $21605.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99105.63     | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                    | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     167000 | PA      | $164976.31    | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLYR D 1 PREF WARR                               | FLYR D 1 PREF WARR                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5576 | NS      | $17118.32     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                           | INTUIT INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          7 | NC      | $9170.00      | 0.00%             |  |  |  | No            |                  1 | 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      | $1792483.35   | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| LOXAM SAS                                        | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     662000 | PA      | $812350.46    | 0.05%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DAVIDSON HOMES WARRANTS                          | DAVIDSON HOMES WARRANTS                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      50374 | NS      | $204014.70    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| EssilorLuxottica SA                              | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      43429 | NS      | $11925286.94  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                           | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                     | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1172461.40   | 0.07%             | 2030-04-30      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -508 | NC      | $-80772.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95229.23     | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPDR S&P Biotech ETF                             | SPDR S&P Biotech ETF                                                             | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             | EC               | RF                | US        |      40000 | NS      | $3317200.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Options Clearing Corp.                           | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -109 | NC      | $-12208.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $244162.08    | 0.01%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | APOLLO GLOBAL MANAGEMENT INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -20 | NC      | $-5750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOTO GROUP INC                                   | GoTo Group Inc                                                                   | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     144660 | PA      | $47014.50     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | 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        |    2399790 | PA      | $2311239.78   | 0.14%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      15000 | PA      | $15812.72     | 0.00%             | 2029-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DF RESIDENTIAL III EQUITY                        | DF RESIDENTIAL III EQUITY                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1695815 | NS      | $1695815.46   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| PARKLAND CORP                                    | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $102208.10    | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | 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        |     303000 | PA      | $282356.19    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -41 | NC      | $-7708.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDRIGONI SPA                                    | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |     410000 | PA      | $461937.49    | 0.03%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2714237.61  | -0.16%            |  |  |  | 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      | $250081.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       2000 | PA      | $2062.08      | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -107 | NC      | $-55907.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| A2A SPA                                          | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $243879.12    | 0.01%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                            | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     163000 | PA      | $166210.47    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -111 | NC      | $-1332.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                    | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      24185 | NS      | $17722284.30  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Regional Banking ETF                    | SPDR S&P Regional Banking ETF                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |       5704 | NS      | $338760.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -20 | NC      | $19770.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $195664.77    | 0.01%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     500000 | PA      | $502194.50    | 0.03%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     299000 | PA      | $273623.24    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | 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        |     683000 | PA      | $824452.67    | 0.05%             | 2032-04-15      | Fixed         | 5.63%                 | 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      | $309386.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMEVI SAS                                       | HomeVi SaS 2024 EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1172178.69   | 0.07%             | 2029-10-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                            | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |     133000 | PA      | $182770.16    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2500000 | PA      | $1582906.60   | 0.10%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 1Y RTP 4.200000 22-APR-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -45121825 | OU      | $-30462.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                 | SPDR Gold Shares                                                                 | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |      80418 | NS      | $24513818.94  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201993.20    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $80469.32     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $260621.58    | 0.02%             | 2028-06-21      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                     | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      32715 | NS      | $2605095.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82125.00     | 0.00%             | 2029-05-01      | Fixed         | 9.13%                 | 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      | $1801398.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| GATEGROUP FINANCE LUX SA                         | gategroup Finance Luxembourg SA                                                  | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |     270000 | PA      | $334766.36    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MASTERCARD INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          9 | NC      | $418.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -52 | NC      | $-36400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     118000 | PA      | $123864.60    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     226000 | PA      | $233192.68    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                           | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     166953 | NS      | $19612841.69  | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250712.13    | 0.02%             | 2032-10-17      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                           | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |     263000 | PA      | $312443.60    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | 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      | $5366.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PCF GMBH                                         | PCF GmbH                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     231300 | PA      | $227414.23    | 0.01%             | 2029-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     126341 | NS      | $25921382.97  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESSNAPF HOLDING SE                             | Fressnapf Holding SE                                                             | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |     138000 | PA      | $164206.17    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                               | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $208669.00    | 0.01%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEEP INSTINCT ORDINARY                           | DEEP INSTINCT ORDINARY                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52359 | NS      | $3141.55      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103868.00    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOURCE GLOBAL PBC COMMON                         | SOURCE GLOBAL PBC COMMON                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4242 | NS      | $339.36       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                           | MASTERCARD INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-1946.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $2502.12      | 0.00%             |  |  |  | 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      | $336642.99    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                          | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101320.40    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                   | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     125000 | PA      | $147107.64    | 0.01%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | BOSTON SCIENTIFIC CORP                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -37 | NC      | $-1295.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6393.26      | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200027.00    | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                           | Cidron Aida Finco Sarl                                                           | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |     107000 | PA      | $128658.17    | 0.01%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1200877.10   | 0.07%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      96000 | PA      | $99972.96     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                      | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135167.56    | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | INTUITIVE SURGICAL INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -9 | NC      | $-1350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     163000 | PA      | $165102.37    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2114000 | PA      | $2115321.25   | 0.13%             | 2038-04-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     231000 | PA      | $273151.49    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     308000 | PA      | $361060.79    | 0.02%             | 2029-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     372000 | PA      | $388753.02    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     100000 | PA      | $99430.96     | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     457000 | PA      | $453085.21    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                               | Seagate HDD Cayman                                                               | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     453000 | PA      | $482444.09    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TACKLE SARL                                      | Tackle SARL 2025 EUR Repriced Term Loan B2                                       | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |     656250 | PA      | $770293.59    | 0.05%             | 2028-05-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     125996 | NS      | $28536834.04  | 1.72%             |  |  |  | No            |                  1 | 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      | $1087824.87   | 0.07%             | 2031-11-05      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         10 | NC      | $38814.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1900.52      | 0.00%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                | Polaris Newco LLC EUR Term Loan B                                                | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     994832 | PA      | $1115226.91   | 0.07%             | 2028-06-02      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -389 | NC      | $-159490.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ENDO FINANCE HOLDINGS                            | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     229000 | PA      | $242409.78    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $3422.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                          | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |     246000 | PA      | $309022.31    | 0.02%             | 2035-06-28      | Fixed         | 5.88%                 | 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        |    1000000 | PA      | $1155133.74   | 0.07%             | 2028-12-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1327096.83   | 0.08%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                 | Bellis Finco PLC                                                                 | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |     510000 | PA      | $699649.45    | 0.04%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $938255.19    | 0.06%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1863421.60   | 0.11%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200181.29    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |          1 | NC      | $34157.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |          1 | NC      | $1868.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKINTER SA                                     | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $505340.83    | 0.03%             | 2028-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | HOME DEPOT INC/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         11 | NC      | $1941.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2022-SFR1 Trust                                               | CUSIP: 89616QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1195946.40   | 0.07%             | 2039-04-17      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     200000 | PA      | $177349.50    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        164 | NC      | $9020.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group Inc                                   | GoTo Group Inc 2024 Second Out Term Loan                                         | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |      14965 | PA      | $5300.14      | 0.00%             | 2028-04-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICRON TECHNOLOGY INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         38 | NC      | $52820.00     | 0.00%             |  |  |  | No            |                  1 | 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      | $-269238.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        137 | NC      | $342.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97282.41     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                     | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120023.75    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 54 Ltd               | Octagon 54 Ltd                                                                   | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500968.10   | 0.09%             | 2034-07-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     129000 | PA      | $128690.54    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                   | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     425000 | PA      | $465529.28    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                  | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |      89000 | PA      | $90269.50     | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| BALL CORP                                        | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102331.80    | 0.01%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    1221398 | NS      | $17928484.25  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp                         | Starz Entertainment Corp                                                         | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       1506 | NS      | $24201.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPD 3 BV                                         | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     182000 | PA      | $217334.84    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | 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      | $61315.29     | 0.00%             |  |  |  | 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        |     100000 | PA      | $94852.69     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | BOSTON SCIENTIFIC CORP                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-520.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRACKEN MIDCO ONE                                | Bracken MidCo1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |     123000 | PA      | $167007.12    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    2792205 | OU      | $35247.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                         | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207103.40    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                             | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       3110 | NS      | $200394.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     308000 | PA      | $314661.57    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                              | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      98840 | NS      | $4860951.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | NIKKEI 225 (OSE) SEP25                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         28 | NC      | $451280.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TEYA SERVICES LTD                                | TEYA SERVICES LTD                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        566 | NS      | $155587.74    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194490.14    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1789.48      | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | 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      | $132317.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185316.60    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUBBLES HOLDCO SPA                               | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     241000 | PA      | $287762.45    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90841.32     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR GOLD SHARES                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        481 | NC      | $168350.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TACKLE SARL                                      | TACKLE SARL 2025 EUR Add-On TERM LOAN                                            | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |     593750 | PA      | $697365.93    | 0.04%             | 2028-05-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                         | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     400000 | PA      | $424606.00    | 0.03%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     119000 | PA      | $103778.07    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200089.60    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                     | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118548.95    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    5800000 | PA      | $6661994.13   | 0.40%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1069 | NC      | $1223941.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     155000 | PA      | $153314.90    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | 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        |    5625725 | PA      | $5576781.19   | 0.34%             | 2028-07-31      | Floating      | 16.66%                | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                           | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-15645.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX INC                                       | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     245000 | PA      | $211412.71    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERSA NETWORKS INC                               | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     195273 | NS      | $788902.92    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      32927 | NS      | $2606501.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     292000 | PA      | $299047.42    | 0.02%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | 30Y RTR 3.600000 27-AUG-2025                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -3805000 | OU      | $-22910.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                            | Belron UK Finance PLC 2024 EUR Incremental Term Loan B                           | CUSIP: 08078UAL7<br>LEI: 9845006BC9D1A77B8178 | Long             | LON              | CORP              | GB        |    1325301 | PA      | $1557938.83   | 0.09%             | 2031-10-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                  | Contego CLO VII DAC                                                              | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |     290000 | PA      | $341663.53    | 0.02%             | 2038-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                              | Henley CLO XII DAC                                                               | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $261823.74    | 0.02%             | 2038-01-15      | Floating      | 5.88%                 | 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      | $161648.00    | 0.01%             |  |  |  | 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      | $-15122.79    | -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      |
| ILIAD HOLDING SAS                                | Iliad Holding SASU                                                               | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $409832.40    | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $111124.92    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | 2Y RTR 3.250000 03-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -9573000 | OU      | $-21853.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2630447.11   | 0.16%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4084.30      | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                            | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $584587.46    | 0.04%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         35 | NC      | $67025.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                         | Sappi Papier Holding GmbH                                                        | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |     152000 | PA      | $175882.20    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                             | Mehilainen Yhtiot Oy 2025 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |    1824562 | PA      | $2149737.74   | 0.13%             | 2031-08-05      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93649.96     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | BOSTON SCIENTIFIC CORP                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        105 | NC      | $11287.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                          | CRH PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     141168 | NS      | $12959222.40  | 0.78%             |  |  |  | No            |                  1 | 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      | $35829.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                 | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |     108000 | PA      | $127940.71    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101207.90    | 0.01%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.283500 17-SEP-2025 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   61610000 | OU      | $1131.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | HOME DEPOT INC/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-497.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75764.85     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      34742 | NS      | $27082431.26  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBERCOP SPA                                     | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117959.98    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | 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      | $224117.23    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191400.00    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | 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      | $1901855.06   | 0.11%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $270534.43    | 0.02%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      73000 | PA      | $71583.70     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      53861 | NS      | $15614842.51  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      96059 | NS      | $21074384.01  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                            | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      63427 | NS      | $17029194.13  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIFY HEALTH                                   | CLARIFY HEALTH                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     318926 | NS      | $1967773.42   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| VMED O2 UK FINANCING I                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $415658.80    | 0.03%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | 2Y RTR 3.050000 29-SEP-2025                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -15563952 | OU      | $-30485.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau                                          | Tikehau CLO XII DAC                                                              | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |     380000 | PA      | $450867.53    | 0.03%             | 2038-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $136332.66    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     400000 | PA      | $380384.92    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | 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      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR FUT DEC25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -54 | NC      | $-34552.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITYCON TREASURY BV                              | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121079.19    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     386000 | PA      | $454122.86    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     446000 | PA      | $450153.60    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     286000 | PA      | $324252.50    | 0.02%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -35 | NC      | $-21262.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -433 | NC      | $-1190792.66  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                         | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $398558.76    | 0.02%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LANDSEA HOMES CORP                               | LANDSEA HOMES CORP                                                               | CUSIP: 000000000<br>LEI: 549300RP8AZAKHNILS36 | Long             | DBT              | CORP              | US        |    9092000 | PA      | $9758443.60   | 0.59%             | 2028-07-17      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $239975.64    | 0.01%             | 2030-10-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                  | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     104000 | PA      | $123777.88    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | 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      | $50512.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                         | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $137061.54    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | 10Y RTP 4.300000 10-JUL-2025                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -4717000 | OU      | $-1.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     160000 | PA      | $153650.20    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upfield BV                                       | Upfield BV 2024 GBP Term Loan B11                                                | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |    1358000 | PA      | $1848456.10   | 0.11%             | 2028-01-03      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: LQD US EQUITY                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    5753507 | OU      | $107433.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     221000 | PA      | $224201.16    | 0.01%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                 | Pegasus BidCo BV 2024 EUR Term Loan B2                                           | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    1333333 | PA      | $1572563.73   | 0.09%             | 2029-07-12      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     113000 | PA      | $113246.07    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $185815.64    | 0.01%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -64 | NC      | $-13632.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEHILAINEN YHTIOT OY                             | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     162000 | PA      | $191637.12    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | 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      | $150462.74    | 0.01%             |  |  |  | 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      | $141110.31    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                       | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     838500 | NS      | $13055462.46  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| APCOA HOLDINGS GMBH                              | APCOA Group GmbH/Germany                                                         | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |     315000 | PA      | $373837.36    | 0.02%             | 2031-04-15      | Floating      | 6.40%                 | 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      | $1718883.00   | 0.10%             | 2040-12-10      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                       | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      81188 | NS      | $17273558.88  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6142.50      | 0.00%             | 2027-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                        | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     360000 | PA      | $418328.06    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                            | Unique Pub Finance Co PLC/The                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |     302457 | PA      | $434546.06    | 0.03%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $1226.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER PELZER HLDG GMBH                           | Adler Pelzer Holding GmbH                                                        | CUSIP: 000000000<br>LEI: 984500950ABB2CB7E742 | Long             | DBT              | CORP              | DE        |     177000 | PA      | $205414.64    | 0.01%             | 2027-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                         | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $213493.94    | 0.01%             | 2028-02-24      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1301000 | PA      | $1264386.23   | 0.08%             | 2054-09-15      | Fixed         | 5.95%                 | 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        |    1025723 | PA      | $843911.71    | 0.05%             | 2043-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |          1 | NC      | $27433.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                   | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      16487 | NS      | $5885694.13   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $36030.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                    | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $743352.28    | 0.04%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                                    | Confluent Inc                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     231131 | NS      | $5762095.83   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                          | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $190186.15    | 0.01%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                    | AG Issuer LLC                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $100017.30    | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  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      | $7499909.14   | 0.45%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES RUSSELL 2000 ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         85 | NC      | $3060.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY                                   | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67527.02     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                     | Afflelou SAS                                                                     | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |     299000 | PA      | $366161.13    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                             | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     145000 | PA      | $151804.27    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $141397.20    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                               | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     980000 | PA      | $926835.00    | 0.06%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                       | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      57000 | PA      | $55638.50     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                             | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |     756000 | PA      | $1031484.97   | 0.06%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer