# EDGAR Filing Document

**Accession Number:** 0000834237
**File Stem:** 0001752724-23-071909
**Filing Date:** 2023-3
**Character Count:** 1353310
**Document Hash:** 5884c6942ccc0a3de0e41fbcbd908fc6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071909.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071909

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK GLOBAL ALLOCATION FUND, INC.
- **CENTRAL INDEX KEY:** 0000834237
- **IRS NUMBER:** 222937779
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05576
- **FILM NUMBER:** 23774041

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH GLOBAL ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH GLOBAL INCOME FUND INC
- **DATE OF NAME CHANGE:** 19890706

## Series and Classes Contracts Data

### BLACKROCK GLOBAL ALLOCATION FUND, INC. (Series ID: S000002245)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000005790 | Investor A    |  |
| C000005792 | Investor C    |  |
| C000005793 | Institutional |  |
| C000005794 | Class R       |  |
| C000172904 | Class K       |  |

## Nport-Ex

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **Asset-Backed Securities** |  |  |  |
| **Cayman Islands<sup>(a)(b)</sup> — 0.5%** |  |  |  |
|  522 Funding CLO Ltd., Series 2019-4A, Class CR, (3 mo. LIBOR US + 2.40%), 7.21%, 04/20/30 | USD | 500 | $481655 |
|  ACRES Commercial Realty Ltd., Series 2021-FL1, Class A, (1 mo. LIBOR US + 1.20%), 5.67%, 06/15/36 |  | 858 | 829678 |
|  AGL CLO 5 Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-5A, Class A2R, (3 mo. LIBOR US + 1.40%), 6.21%, 07/20/34 |  | 1260 | 1208888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-5A, Class BR, (3 mo. LIBOR US + 1.70%), 6.51%, 07/20/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706592 |
|  AGL Static CLO Ltd., Series 2022-18A, Class B, (3 mo. SOFR + 2%), 6.65%, 04/21/31 |  | 3210 | 3058723 |
|  Allegro CLO IV Ltd., Series 2016-1A, Class BR2, (3 mo. LIBOR US + 1.55%), 6.34%, 01/15/30 |  | 430 | 421003 |
|  ALM Ltd., Series 2020-1A, Class A2, (3 mo. LIBOR US + 1.85%), 6.64%, 10/15/29 |  | 373 | 368471 |
|  AMMC CLO 22 Ltd., Series 2018-22A, Class B, (3 mo. LIBOR US + 1.45%), 6.27%, 04/25/31 |  | 375 | 362458 |
|  Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class A2, (3 mo. LIBOR US + 1.09%), 5.89%, 01/28/31 |  | 250 | 247505 |
|  Anchorage Capital CLO Ltd., Series 2018-10A, Class A2, (3 mo. LIBOR US + 1.50%), 6.29%, 10/15/31 |  | 250 | 245162 |
|  Apidos CLO XX, Series 2015-20A, Class A2RR, (3 mo. LIBOR US + 1.55%), 6.34%, 07/16/31 |  | 400 | 393143 |
|  Apidos CLO XXII, Series 2015-7A, Class A2, (3 mo. LIBOR US + 1.50%), 6.31%, 04/20/31 |  | 500 | 491409 |
|  Apidos CLO XXIII, Series 2015-23A, Class B1R, (3 mo. LIBOR US + 1.60%), 6.39%, 04/15/33 |  | 250 | 244078 |
|  Apollo Credit Funding IV Ltd., Series 4A, Class A2R, (3 mo. LIBOR US + 1.60%), 6.39%, 07/15/30 |  | 250 | 246250 |
|  Arbor Realty Commercial Real Estate Notes Ltd.,<br>Series 2021-FL4, Class A, (1 mo. LIBOR US + 1.35%), 5.80%, 11/15/36 |  | 656 | 636320 |
|  ARES LII CLO Ltd., Series 2019-52A, Class A2R, (3 mo. LIBOR US + 1.45%), 6.27%, 04/22/31 |  | 250 | 242192 |
|  Ares LV CLO Ltd., Series 2020-55A, Class BR, (3 mo. LIBOR US + 1.70%), 6.49%, 07/15/34 |  | 2786 | 2723397 |
|  Ares XXXVII CLO Ltd., Series 2015-4A, Class A3R, (3 mo. LIBOR US + 1.50%), 6.29%, 10/15/30 |  | 250 | 244727 |
|  ASSURANT CLO I Ltd., Series 2017-1A, Class CR, (3 mo. LIBOR US + 2.15%), 6.96%, 10/20/34 |  | 720 | 683761 |
|  Atrium XIII, Series 13A, Class B, (3 mo. LIBOR US + 1.50%), 6.32%, 11/21/30 |  | 600 | 588201 |
|  Bain Capital Credit CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-2A, Class B, (3 mo. LIBOR US + 1.60%), 6.40%, 07/19/31 |  | 750 | 728760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-2A, Class BR, (3 mo. LIBOR US + 1.70%), 6.50%, 07/19/34 |  | 2425 | 2351961 |
|  Battalion CLO VIII Ltd., Series 2015-8A, Class A1R2, (3 mo. LIBOR US + 1.07%), 5.86%, 07/18/30 |  | 490 | 483960 |
|  Battalion CLO X Ltd., Series 2016-10A, Class A2R2, (3 mo. LIBOR US + 1.55%), 6.37%, 01/25/35 |  | 1465 | 1377470 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Cayman Islands (continued)** |  |  |  |
|  Battalion CLO XI Ltd., Series 2017-11A, Class BR, (3 mo. LIBOR US + 1.72%), 6.54%, 04/24/34 | USD | 712 | $684581 |
|  Battalion CLO XX Ltd., Series 2021-20A, Class A, (3 mo. LIBOR US + 1.18%), 5.97%, 07/15/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806313 |
|  Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A2R2, (3 mo. LIBOR US + 1.45%), 6.24%, 07/15/29 |  | 1845 | 1816315 |
|  Benefit Street Partners CLO III Ltd., Series 2013-IIIA, Class A2R2, (3 mo. LIBOR US + 1.65%), 6.46%, 07/20/29 |  | 667 | 656980 |
|  Benefit Street Partners CLO Ltd., Series 2015-VIBR, Class A, (3 mo. LIBOR US + 1.19%), 6.00%, 07/20/34 |  | 250 | 246415 |
|  Benefit Street Partners CLO XIX Ltd., Series 2019-19A, Class B, (3 mo. LIBOR US + 2.00%), 6.79%, 01/15/33 |  | 250 | 245468 |
|  Birch Grove CLO Ltd., Series 19A, Class BR, (3 mo. LIBOR US + 1.75%), 6.52%, 06/15/31 |  | 500 | 481891 |
|  BlueMountain CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-2A, Class BR, (3 mo. LIBOR US + 1.60%), 6.42%, 10/22/30 |  | 500 | 490717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-2A, Class BR2, (3 mo. LIBOR US + 1.75%), 6.56%, 10/20/30 |  | 465 | 450042 |
|  BlueMountain CLO XXII Ltd., Series 2018-22A, Class B, (3 mo. LIBOR US + 1.50%), 6.29%, 07/15/31 |  | 1495 | 1453931 |
|  BlueMountain CLO XXIII Ltd., Series 2018-23A, Class A1, (3 mo. LIBOR US + 1.15%), 5.96%, 10/20/31 |  | 250 | 247848 |
|  BlueMountain CLO XXIX Ltd., Series 2020-29A, Class BR, (3 mo. LIBOR US + 1.75%), 6.57%, 07/25/34 |  | 625 | 608170 |
|  Canyon Capital CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1A, Class CR, (3 mo. LIBOR US + 1.90%), 6.69%, 07/15/31 |  | 250 | 236292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class A1R, (3 mo. LIBOR US + 1.10%), 5.89%, 04/15/32 |  | 250 | 245880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class BR, (3 mo. LIBOR US + 1.70%), 6.49%, 04/15/32 |  | 300 | 290497 |
|  Canyon CLO Ltd., Series 2020-3A, Class B, (3 mo. LIBOR US + 1.70%), 6.49%, 01/15/34 |  | 250 | 243264 |
|  Catskill Park CLO Ltd., Series 2017-1A, Class A1B, (3 mo. LIBOR US + 1.35%), 6.16%, 04/20/29 |  | 892 | 883555 |
|  CBAM Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-7A, Class A, (3 mo. LIBOR US + 1.10%), 5.91%, 07/20/31 |  | 250 | 246468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-9A, Class B2, (3 mo. LIBOR US + 1.90%), 6.69%, 02/12/30 |  | 450 | 442107 |
|  Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1, (3 mo. LIBOR US + 0.98%), 5.79%, 04/20/31 |  | 1050 | 1040594 |
|  Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R, (3 mo. LIBOR US + 1.10%), 5.89%, 07/17/31 |  | 250 | 247892 |
|  Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R, (3 mo. LIBOR US + 1.35%), 6.09%, 05/29/32 |  | 250 | 244192 |
|  CIFC Funding Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-4A, Class BRR, (3 mo. LIBOR US + 1.60%), 6.41%, 04/27/31 |  | 450 | 441446 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Cayman Islands (continued)** |  |  |  |
|  CIFC Funding Ltd. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-5A, Class A1R2, (3 mo. LIBOR US + 1.20%), 5.99%, 10/17/31 | USD | 250 | $247900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-3A, Class BR, (3 mo. LIBOR US + 1.15%), 5.95%, 04/19/29 |  | 712 | 689715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-2A, Class A2, (3 mo. LIBOR US + 1.60%), 6.41%, 04/20/31 |  | 250 | 244871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class BR, (3 mo. LIBOR US + 1.65%), 6.44%, 07/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-4A, Class B, (3 mo. LIBOR US + 1.58%), 6.37%, 07/15/33 |  | 250 | 242073 |
|  Dryden 45 Senior Loan Fund, Series 2016-45A, Class BR, (3 mo. LIBOR US + 1.70%), 6.49%, 10/15/30 |  | 250 | 244608 |
|  Dryden 65 CLO Ltd., Series 2018-65A, Class B, (3 mo. LIBOR US + 1.60%), 6.39%, 07/18/30 |  | 250 | 244904 |
|  Elmwood CLO I Ltd., Series 2019-1A, Class AR, (3 mo. LIBOR US + 1.45%), 6.26%, 10/20/33 |  | 500 | 497513 |
|  Elmwood CLO II Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class AR, (3 mo. LIBOR US + 1.15%), 5.96%, 04/20/34 |  | 650 | 641226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class BR, (3 mo. LIBOR US + 1.65%), 6.46%, 04/20/34 |  | 975 | 959301 |
|  Elmwood CLO IV Ltd., Series 2020-1A, Class A, (3 mo. LIBOR US + 1.24%), 6.03%, 04/15/33 |  | 300 | 298160 |
|  FS Rialto, Series 2021-FL3, Class A, (1 mo. LIBOR US + 1.25%), 5.71%, 11/16/36 |  | 389 | 369771 |
|  Galaxy XV CLO Ltd., Series 2013-15A, Class ARR, (3 mo. LIBOR US + 0.97%), 5.76%, 10/15/30 |  | 592 | 582723 |
|  Galaxy XXVIII CLO Ltd., Series 2018-28A, Class A1, (3 mo. LIBOR US + 1.10%), 5.89%, 07/15/31 |  | 250 | 246067 |
|  Generate CLO 3 Ltd., Series 2016-1A, Class BR, (3 mo. LIBOR US + 1.75%), 6.56%, 10/20/29 |  | 2025 | 1999855 |
|  GoldenTree Loan Management U.S. CLO 3 Ltd., Series 2018-3A, Class B1, (3 mo. LIBOR US + 1.55%), 6.36%, 04/20/30 |  | 250 | 247311 |
|  GoldenTree Loan Opportunities IX Ltd., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-9A, Class BR2, (3 mo. LIBOR US + 1.60%), 6.40%, 10/29/29 |  | 500 | 492681 |
|  GoldenTree Loan Opportunities XI Ltd., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-11A, Class AR2, (3 mo. LIBOR US + 1.07%), 5.86%, 01/18/31 |  | 250 | 248386 |
|  Greystone CRE Notes Ltd., Series 2021-FL3, Class A, (1 mo. LIBOR US + 1.02%), 5.47%, 07/15/39 |  | 3594 | 3449601 |
|  Greywolf CLO III Ltd., Series 2020-3RA, Class A1R, (3 mo. SOFR + 1.55%), 6.20%, 04/15/33 |  | 500 | 492763 |
|  Gulf Stream Meridian 4 Ltd., Series 2021-4A, Class A2, (3 mo. LIBOR US + 1.85%), 6.64%, 07/15/34 |  | 500 | 487176 |
|  Gulf Stream Meridian 5 Ltd., Series 2021-5A, Class A2, (3 mo. LIBOR US + 1.80%), 6.59%, 07/15/34 |  | 350 | 338408 |
|  HPS Loan Management Ltd., Series 6A-2015, Class A1R, (3 mo. LIBOR US + 1.00%), 5.53%, 02/05/31 |  | 497 | 492790 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Cayman Islands (continued)** |  |  |  |
|  Jamestown CLO XII Ltd., Series 2019-1A, Class A2, (3 mo. LIBOR US + 2.15%), 6.96%, 04/20/32 | USD | 442 | $429116 |
|  Jamestown CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.34%), 6.13%, 04/15/33 |  | 250 | 245405 |
|  KKR CLO 17 Ltd., Series 17, Class AR, (3 mo. LIBOR US + 1.08%), 5.87%, 04/15/34 |  | 500 | 491993 |
|  Longfellow Place CLO Ltd., Series 2013-1A, Class BR3, (3 mo. LIBOR US + 1.75%), 6.54%, 04/15/29 |  | 500 | 493893 |
|  Madison Park Funding XLI Ltd., Series 12A, Class BR, (3 mo. LIBOR US + 1.35%), 6.17%, 04/22/27 |  | 695 | 682426 |
|  Madison Park Funding XXV Ltd., Series 2017-25A, Class A2R, (3 mo. LIBOR US + 1.65%), 6.47%, 04/25/29 |  | 712 | 700772 |
|  Madison Park Funding XXVI Ltd., Series 2007-4A, Class AR, (3 mo. LIBOR US + 1.20%), 6.00%, 07/29/30 |  | 459 | 455913 |
|  Madison Park Funding XXXI Ltd., Series 2018-31A, Class B, (3 mo. LIBOR US + 1.70%), 6.52%, 01/23/31 |  | 250 | 244972 |
|  Mariner CLO LLC, Series 2016-3A, Class BR2, (3 mo. LIBOR US + 1.50%), 6.32%, 07/23/29 |  | 500 | 490006 |
|  MF1 Ltd., Series 2021-FL6, Class A, (1 mo. LIBOR US + 1.10%), 5.57%, 07/16/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2886549 |
|  Myers Park CLO Ltd., Series 2018-1A, Class B1, (3 mo. LIBOR US + 1.60%), 6.41%, 10/20/30 |  | 250 | 245013 |
|  Neuberger Berman CLO XIV Ltd., Series 14A, Class AR2, (3 mo. LIBOR US + 1.03%), 5.83%, 01/28/30 |  | 240 | 238237 |
|  Neuberger Berman CLO XX Ltd., Series 20A, Class BRR, (3 mo. LIBOR US + 1.65%), 6.44%, 07/15/34 |  | 250 | 244605 |
|  Neuberger Berman CLO XXII Ltd., Series 2016- 22A, Class BR, (3 mo. LIBOR US + 1.65%), 6.44%, 10/17/30 |  | 250 | 246053 |
|  Neuberger Berman Loan Advisers CLO 37 Ltd., Series 2020-37A, Class BR, (3 mo. LIBOR US + 1.45%), 6.26%, 07/20/31 |  | 333 | 326192 |
|  Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021- 46A, Class B, (3 mo. LIBOR US + 1.65%), 6.46%, 01/20/36 |  | 250 | 244568 |
|  OCP CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-5A, Class A2R, (3 mo. LIBOR US + 1.40%), 6.22%, 04/26/31 |  | 450 | 434615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-7A, Class A2RR, (3 mo. LIBOR US + 1.65%), 6.46%, 07/20/29 |  | 250 | 246633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-11A, Class A2R, (3 mo. LIBOR US + 1.75%), 6.57%, 10/26/30 |  | 500 | 492492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-19A, Class BR, (3 mo. LIBOR US + 1.70%), 6.51%, 10/20/34 |  | 500 | 484661 |
|  Octagon Investment Partners 29 Ltd., Series 2016-1A, Class AR, (3 mo. LIBOR US + 1.18%), 6.00%, 01/24/33 |  | 250 | 247646 |
|  Octagon Investment Partners 37 Ltd., Series 2018-2A, Class A2, (3 mo. LIBOR US + 1.58%), 6.40%, 07/25/30 |  | 250 | 244453 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Cayman Islands (continued)** |  |  |  |
|  Octagon Investment Partners 46 Ltd., Series 2020-2A, Class BR, (3 mo. LIBOR US + 1.65%), 6.44%, 07/15/36 | USD | 800 | $773477 |
|  Octagon Investment Partners XV Ltd., Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.35%), 6.15%, 07/19/30 |  | 487 | 484666 |
|  Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A2R2, (3 mo. LIBOR US + 1.10%), 5.92%, 01/25/31 |  | 300 | 290920 |
|  OHA Credit Funding 3 Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.65%), 6.46%, 07/02/35 |  | 936 | 917817 |
|  OHA Credit Funding 7 Ltd., Series 2020-7A, Class AR, (3 mo. SOFR + 1.3%), 5.93%, 02/24/37 |  | 250 | 246088 |
|  OHA Credit Partners XIII Ltd., Series 2016-13A, Class BR, (3 mo. LIBOR US + 1.70%), 6.52%, 10/25/34 |  | 250 | 245353 |
|  OHA Loan Funding Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-2A, Class AR, (3 mo. LIBOR US + 1.04%), 5.73%, 05/23/31 |  | 500 | 495496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1A, Class B1R, (3 mo. LIBOR US + 1.60%), 6.41%, 01/20/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244674 |
|  Palmer Square CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-2A, Class A2R3, (3 mo. LIBOR US + 1.50%), 6.30%, 10/17/31 |  | 250 | 245110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-1A, Class A2R4, (3 mo. LIBOR US + 1.70%), 6.38%, 05/21/34 |  | 500 | 488627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1A, Class A1, (3 mo. LIBOR US + 1.03%), 5.82%, 04/18/31 |  | 250 | 248019 |
|  Park Avenue Institutional Advisers CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1A, Class A1R, (3 mo. LIBOR US + 1.20%), 5.89%, 08/23/31 |  | 500 | 494076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1A, Class A2R, (3 mo. LIBOR US + 1.55%), 6.20%, 02/14/34 |  | 500 | 479544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class A2A, (3 mo. LIBOR US + 2.00%), 6.61%, 05/15/32 |  | 250 | 241681 |
|  Pikes Peak CLO 1, Series 2018-1A, Class A, (3 mo. LIBOR US + 1.18%), 6.00%, 07/24/31 |  | 555 | 547980 |
|  Pikes Peak CLO 11, Series 2021-11A, Class A1, (3 mo. SOFR + 1.95%), 6.61%, 07/25/34 |  | 1000 | 993839 |
|  Pikes Peak CLO 8, Series 2021-8A, Class A, (3 mo. LIBOR US + 1.17%), 5.98%, 07/20/34 |  | 600 | 589556 |
|  Rad CLO 3 Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.55%), 6.34%, 04/15/32 |  | 250 | 243275 |
|  Rad CLO 7 Ltd., Series 2020-7A, Class A1, (3 mo. LIBOR US + 1.20%), 5.99%, 04/17/33 |  | 250 | 247680 |
|  Recette CLO Ltd., Series 2015-1A, Class BRR, (3 mo. LIBOR US + 1.40%), 6.21%, 04/20/34 |  | 250 | 240761 |
|  Regatta VII Funding Ltd., Series 2016-1A, Class A1R2, (3 mo. LIBOR US + 1.15%), 5.90%, 06/20/34 |  | 450 | 442534 |
|  Regatta XVIII Funding Ltd., Series 2021-1A, Class B, (3 mo. LIBOR US + 1.45%), 6.24%, 01/15/34 |  | 350 | 339904 |
|  Rockford Tower CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-1A, Class BR2A, (3 mo. LIBOR US + 1.65%), 6.46%, 04/20/34 |  | 500 | 484165 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Cayman Islands (continued)** |  |  |  |
|  Rockford Tower CLO Ltd. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-2A, Class BR, (3 mo. LIBOR US + 1.50%), 6.29%, 10/15/29 | USD | 500 | $493669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1A, Class A, (3 mo. LIBOR US + 1.10%), 5.78%, 05/20/31 |  | 250 | 247247 |
|  Romark CLO II Ltd., Series 2018-2A, Class A1, (3 mo. LIBOR US + 1.18%), 5.99%, 07/25/31 |  | 250 | 246988 |
|  Signal Peak CLO 5 Ltd., Series 2018-5A, Class A, (3 mo. LIBOR US + 1.11%), 5.93%, 04/25/31 |  | 300 | 296362 |
|  Signal Peak CLO 8 Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-8A, Class A, (3 mo. LIBOR US + 1.27%), 6.08%, 04/20/33 |  | 250 | 246411 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-8A, Class B, (3 mo. LIBOR US + 1.65%), 6.46%, 04/20/33 |  | 300 | 291499 |
|  Sixth Street CLO XVI Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-16A, Class A1A, (3 mo. LIBOR US + 1.32%), 6.13%, 10/20/32 |  | 948 | 938364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-16A, Class B, (3 mo. LIBOR US + 1.85%), 6.66%, 10/20/32 |  | 710 | 703462 |
|  Sound Point CLO XV Ltd., Series 2017-1A, Class BR, (3 mo. LIBOR US + 1.50%), 6.32%, 01/23/29 |  | 250 | 245439 |
|  Symphony CLO XVI Ltd., Series 2015-16A, Class AR, (3 mo. LIBOR US + 1.15%), 5.94%, 10/15/31 |  | 250 | 246562 |
|  TICP CLO VI Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-6A, Class AR2, (3 mo. LIBOR US + 1.12%), 5.91%, 01/15/34 |  | 500 | 491175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-6A, Class BR2, (3 mo. LIBOR US + 1.50%), 6.29%, 01/15/34 |  | 500 | 489710 |
|  TICP CLO XII Ltd., Series 2018-12A, Class BR, (3 mo. LIBOR US + 1.65%), 6.44%, 07/15/34 |  | 700 | 681218 |
|  TRESTLES CLO III Ltd., Series 2020-3A, Class A1, (3 mo. LIBOR US + 1.33%), 6.14%, 01/20/33 |  | 2489 | 2469478 |
|  Trimaran CAVU Ltd., Series 2019-1A, Class B, (3 mo. LIBOR US + 2.20%), 7.01%, 07/20/32 |  | 500 | 492087 |
|  Trinitas CLO XIV Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-14A, Class B, (3 mo. LIBOR US + 2.00%), 6.82%, 01/25/34 |  | 473 | 462478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-14A, Class C, (3 mo. LIBOR US + 3.00%), 7.82%, 01/25/34 |  | 1023 | 993549 |
|  Voya CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-3A, Class A1RR, (3 mo. SOFR + 1.41%), 6.04%, 10/18/31 |  | 249 | 247367 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-3A, Class A1R, (3 mo. LIBOR US + 1.04%), 5.85%, 04/20/34 |  | 250 | 244489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-4A, Class B, (3 mo. LIBOR US + 1.45%), 6.24%, 10/15/30 |  | 250 | 244440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-3A, Class A1A, (3 mo. LIBOR US + 1.15%), 5.94%, 10/15/31 |  | 250 | 248117 |
|  Whitebox CLO II Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-2A, Class A1R, (3 mo. LIBOR US + 1.22%), 6.04%, 10/24/34 |  | 1390 | 1364554 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-2A, Class BR, (3 mo. LIBOR US + 1.75%), 6.57%, 10/24/34 |  | 726 | 706331 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84228032 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Ireland<sup>(a)</sup> — 0.0%** |  |  |  |
|  Avoca CLO XV DAC, Series 15X, Class B2R, (3 mo. EURIBOR + 1.05%), 3.34%, 04/15/31<sup>(c)</sup> | EUR | 134 | $138130 |
|  CIFC European Funding CLO II DAC, Series 2X, Class B1, (3 mo. EURIBOR + 1.60%), 3.89%, 04/15/33<sup>(c)</sup> |  | 593 | 611724 |
|  Harvest CLO XVIII DAC, Series 18X, Class B, 3.49%, 10/15/30<sup>(c)(d)</sup> |  | 662 | 689955 |
|  Holland Park CLO DAC, Series 1X, Class A1RR, (3 mo. EURIBOR + 0.92%), 2.72%, 11/14/32<sup>(c)</sup> |  | 390 | 413390 |
|  OAK Hill European Credit Partners V Designated Activity Co., Series 2016-5A, Class BR, (3 mo. EURIBOR + 1.90%), 4.29%, 01/21/35<sup>(b)</sup> |  | 590 | 607827 |
|  OAK Hill European Credit Partners VI DAC, Series 2017-6X, Class B1, (3 mo. EURIBOR + 1.20%), 3.54%, 01/20/32<sup>(c)</sup> |  | 456 | 472726 |
|  OCP Euro CLO DAC, Series 2017-2X, Class B, (3 mo. EURIBOR + 1.35%), 3.64%, 01/15/32<sup>(c)</sup> |  | 456 | 478652 |
|  Prodigy Finance DAC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class B, (1 mo. LIBOR US + 2.50%), 7.01%, 07/25/51 | USD | 1734 | 1722603 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class C, (1 mo. LIBOR US + 3.75%), 8.26%, 07/25/51 |  | 1100 | 1090419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class D, (1 mo. LIBOR US + 5.90%), 10.41%, 07/25/51 |  | 720 | 710462 |
|  Rockford Tower Europe CLO DAC, Series 2018-1X, Class B, (3 mo. EURIBOR + 1.85%), 3.90%, 12/20/31<sup>(c)</sup> | EUR | 343 | 362195 |
|  |  |  | 7298083 |
|  **United States — 1.0%** |  |  |  |
|  AccessLex Institute, Series 2007-A, Class A3, (3 mo. LIBOR US + 0.30%), 5.06%, 05/25/36<sup>(a)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978 | 1921330 |
|  AIMCO CLO, Series 2018-AA, Class B,<br>(3 mo. LIBOR US + 1.40%), 6.19%, 04/17/31<sup>(a)(b)</sup> |  | 466 | 455836 |
|  Ajax Mortgage Loan Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-E, Class A1, 1.74%, 12/25/60 |  | 23223 | 20151690 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-E, Class A2, 2.69%, 12/25/60 |  | 3304 | 2746830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-E, Class B1, 3.73%, 12/25/60 |  | 2184 | 1783963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-E, Class M1, 2.94%, 12/25/60 |  | 1332 | 1067958 |
|  Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class A, (3 mo. LIBOR US + 1.05%), 5.85%, 01/28/31<sup>(a)(b)</sup> |  | 245 | 242997 |
|  Apidos CLO XII, Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.08%), 5.87%, 04/15/31<sup>(a)(b)</sup> |  | 550 | 545050 |
|  Apidos CLO XV, Series 2013-15A, Class A1RR, (3 mo. LIBOR US + 1.01%), 5.82%, 04/20/31<sup>(a)(b)</sup> |  | 1770 | 1753937 |
|  Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL2, Class A, (1 mo. SOFR + 1.85%), 6.33%, 05/15/37<sup>(a)(b)</sup> |  | 8034 | 7913099 |
|  Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C, 5.17%, 09/17/31<sup>(b)</sup> |  | 730 | 707683 |
|  Brex Commercial Charge Card Master Trust, Series 2021-1, Class A, 2.09%, 07/15/24<sup>(b)</sup> |  | 5560 | 5508870 |
|  Chenango Park CLO Ltd., Series 2018-1A, Class A2, (3 mo. LIBOR US + 1.55%), 6.34%, 04/15/30<sup>(a)(b)</sup> |  | 1143 | 1121970 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **United States (continued)** |  |  |  |
|  CIFC Funding Ltd.<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.75%), 6.54%, 07/16/30 | USD | 250 | $245509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-3A, Class A2, (3 mo. LIBOR US + 1.80%), 6.61%, 07/20/30 |  | 637 | 617358 |
|  Clear Creek CLO, Series 2015-1A, Class AR, (3 mo. LIBOR US + 1.20%), 6.01%, 10/20/30<sup>(a)(b)</sup> |  | 294 | 291260 |
|  College Ave Student Loans LLC, Series 2021-B, Class D, 3.78%, 06/25/52<sup>(b)</sup> |  | 230 | 195855 |
|  Cook Park CLO Ltd., Series 2018-1A, Class B, (3 mo. LIBOR US + 1.40%), 6.19%, 04/17/30<sup>(a)(b)</sup> |  | 1148 | 1123475 |
|  FS Rialto Issuer LLC, Series 2022-FL6, Class A, (1 mo. SOFR + 2.58%), 7.07%, 08/17/37<sup>(a)(b)</sup> |  | 8341 | 8340790 |
|  GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A, 2.10%, 05/20/48<sup>(b)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605528 |
|  Gracie Point International Funding<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class B, (1 mo. LIBOR US + 1.40%), 5.77%, 11/01/23 |  | 1240 | 1237427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class C, (1 mo. LIBOR US + 2.40%), 6.77%, 11/01/23 |  | 1640 | 1634479 |
|  Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class A1, (3 mo. LIBOR US + 1.37%), 6.16%, 04/15/33<sup>(a)(b)</sup> |  | 5718 | 5638159 |
|  Lendmark Funding Trust, Series 2021-2A, Class D, 4.46%, 04/20/32<sup>(b)</sup> |  | 2210 | 1696564 |
|  Madison Park Funding XIII Ltd., Series 2014-13A, Class BR2, (3 mo. LIBOR US + 1.50%), 6.30%, 04/19/30<sup>(a)(b)</sup> |  | 900 | 883127 |
|  Mariner Finance Issuance Trust, Series 2020-AA, Class A, 2.19%, 08/21/34<sup>(b)</sup> |  | 5860 | 5618472 |
|  Navient Private Education Refi Loan Trust<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class A, (Prime - 1.99%), 5.51%, 04/15/60<sup>(a)</sup> |  | 11900 | 11067706 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class B, 2.61%, 04/15/60 |  | 2900 | 2696733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class C, 3.48%, 04/15/60 |  | 7450 | 6410764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class D, 4.00%, 04/15/60 |  | 2370 | 2052066 |
|  Nelnet Student Loan Trust<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A, Class D, 4.93%, 04/20/62 |  | 6030 | 5063243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-BA, Class C, 3.57%, 04/20/62 |  | 6450 | 5444966 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CA, Class C, 3.36%, 04/20/62 |  | 850 | 700734 |
|  Oportun Issuance Trust<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B, Class A, 1.47%, 05/08/31 |  | 7060 | 6372744 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B, Class B, 1.96%, 05/08/31 |  | 1340 | 1202413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B, Class C, 3.65%, 05/08/31 |  | 630 | 564452 |
|  Pagaya AI Debt Selection Trust, Series 2021-2, Class NOTE, 3.00%, 01/25/29<sup>(b)</sup> |  | 6773 | 6329360 |
|  Park Avenue Institutional Advisers CLO Ltd., Series 2016-1A, Class A2R, (3 mo. LIBOR US + 1.80%), 6.49%, 08/23/31<sup>(a)(b)</sup> |  | 610 | 591923 |
|  Progress Residential, Series 2021-SFR3, Class F, 3.44%, 05/17/26<sup>(b)</sup> |  | 2736 | 2396093 |
|  Ready Capital Mortgage Financing LLC, (1 mo. SOFR + 2.55%), 7.09%, 10/25/39<sup>(a)(b)</sup> |  | 12457 | 12432435 |
|  Regional Management Issuance Trust, 3.88%, 10/17/33<sup>(b)(e)</sup> |  | 27070 | 23198990 |
|  SLM Private Education Loan Trust, Series 2010-C, Class A5, (1 mo. LIBOR US + 4.75%), 9.21%, 10/15/41<sup>(a)(b)</sup> |  | 13560 | 14572450 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **United States (continued)** |  |  |  |
|  SMB Private Education Loan Trust<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A, Class C, 2.99%, 01/15/53 | USD | 14420 | $12521169 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-C, Class B, 2.30%, 01/15/53 |  | 1490 | 1300095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-C, Class C, 3.00%, 01/15/53<sup>(e)</sup> |  | 1240 | 1020940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-C, Class D, 3.93%, 01/15/53 |  | 590 | 528780 |
|  York CLO 1 Ltd., Series 2014-1A, Class BRR, (3 mo. LIBOR US + 1.65%), 6.47%, 10/22/29<sup>(a)(b)</sup> |  | 466 | 458304 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194975576 |
|  **Total Asset-Backed Securities — 1.5%<br>(Cost: $306,820,680)** | **Total Asset-Backed Securities — 1.5%<br>(Cost: $306,820,680)** | **Total Asset-Backed Securities — 1.5%<br>(Cost: $306,820,680)** | 286501691 |
|  |  | *Shares* |  |
|  **Common Stocks** |  |  |  |
| **Argentina — 0.0%** |  |  |  |
|  MercadoLibre, Inc.<sup>(f)</sup> |  | 1957 | 2312567 |
| **Australia — 0.8%** |  |  |  |
|  AGL Energy Ltd. |  | 642122 | 3482402 |
|  BHP Group Ltd. |  | 556556 | 19520413 |
|  BHP Group Ltd., Class DI |  | 116328 | 4074055 |
|  CSL Ltd. |  | 5793 | 1223194 |
|  Endeavour Group Ltd. |  | 432597 | 2031285 |
|  Glencore PLC |  | 13045598 | 87364827 |
|  Medibank Pvt Ltd. |  | 612683 | 1276392 |
|  Origin Energy Ltd. |  | 256026 | 1359388 |
|  Qantas Airways Ltd.<sup>(f)</sup> |  | 424871 | 1917795 |
|  QBE Insurance Group Ltd. |  | 207177 | 2021408 |
|  Quintis HoldCo. Pty. Ltd.<sup>(e)(g)</sup> |  | 43735802 | 309 |
|  Rio Tinto PLC |  | 208071 | 16292214 |
|  South32 Ltd. |  | 2289847 | 7347956 |
|  Treasury Wine Estates Ltd. |  | 143154 | 1474598 |
|  Woodside Energy Group Ltd. |  | 122173 | 3163600 |
|  Woolworths Group Ltd. |  | 27153 | 693961 |
|  |  |  | 153243797 |
| **Belgium — 0.0%** |  |  |  |
|  KBC Group NV |  | 61720 | 4571432 |
| **Brazil — 0.1%** |  |  |  |
|  Ambev SA |  | 962774 | 2590763 |
|  Embraer SA<sup>(f)</sup> |  | 676744 | 2179691 |
|  Engie Brasil Energia SA |  | 173959 | 1348480 |
|  Lojas Renner SA |  | 610189 | 2600002 |
|  Sendas Distribuidora SA |  | 239721 | 927943 |
|  Suzano SA |  | 69747 | 636974 |
|  |  |  | 10283853 |
| **Canada — 1.2%** |  |  |  |
|  Barrick Gold Corp. |  | 85001 | 1662264 |
|  Brookfield Asset Management Ltd., Class A<sup>(f)</sup> |  | 45740 | 1493327 |
|  Brookfield Corp. |  | 82479 | 3068438 |
|  Cameco Corp.<sup>(h)</sup> |  | 777523 | 21778419 |
|  Canadian Imperial Bank of Commerce |  | 97240 | 4439035 |
|  Canadian National Railway Co. |  | 8319 | 990240 |
|  Enbridge, Inc. |  | 3215674 | 131667295 |
|  George Weston Ltd. |  | 10214 | 1313991 |
|  Imperial Oil Ltd. |  | 40663 | 2222399 |
|  Lululemon Athletica, Inc.<sup>(f)</sup> |  | 27647 | 8484311 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares* | *Value* |
| **Canada (continued)** |  |  |
|  National Bank of Canada | 45327 | $3404933 |
|  Nutrien Ltd. | 71760 | 5940135 |
|  Suncor Energy, Inc. | 110436 | 3832952 |
|  TC Energy Corp. | 394729 | 17007864 |
|  TELUS Corp. | 699747 | 15077785 |
|  |  | 222383388 |
| **Cayman Islands — 0.1%** |  |  |
|  Crown PropTech Acquisitions | 487104 | 4948977 |
|  Salt Pay Co. Ltd., Series C, (Acquired 11/16/21, Cost: $10,172,087)<sup>(e)(i)</sup> | 5237 | 5159597 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10108574 |
| **Chile — 0.0%** |  |  |
|  Sociedad Quimica y Minera de Chile SA, ADR | 52872 | 5157135 |
| **China — 1.7%** |  |  |
|  Agricultural Bank of China Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555000 | 1999428 |
|  Aier Eye Hospital Group Co. Ltd., Class A | 817551 | 3994220 |
|  Amoy Diagnostics Co. Ltd., Class A | 1088430 | 4647963 |
|  Anhui Gujing Distillery Co. Ltd., Class B | 14700 | 251360 |
|  Bank of Chengdu Co. Ltd., Class A | 2440600 | 5261201 |
|  BYD Co. Ltd., Class A | 665900 | 28451779 |
|  BYD Co. Ltd., Class H | 164500 | 5209311 |
|  BYD Electronic International Co. Ltd. | 29000 | 100518 |
|  China Construction Bank Corp., Class H | 8610000 | 5573174 |
|  China Merchants Bank Co. Ltd., Class H | 413500 | 2682014 |
|  China Tourism Group Duty Free Corp. Ltd., Class A | 116000 | 3674022 |
|  Contemporary Amperex Technology Co. Ltd., Class A | 469100 | 32548542 |
|  Dali Foods Group Co. Ltd.<sup>(b)</sup> | 406000 | 181047 |
|  Datang International Power Generation Co. Ltd., Class A<sup>(f)</sup> | 1236400 | 507766 |
|  Dongfeng Motor Group Co. Ltd., Class H | 666000 | 397080 |
|  Foshan Haitian Flavouring & Food Co. Ltd., Class A | 482630 | 5687856 |
|  Ganfeng Lithium Group Co. Ltd., Class H<sup>(b)</sup> | 1204960 | 11005118 |
|  Glodon Co. Ltd., Class A | 555630 | 5391380 |
|  Great Wall Motor Co. Ltd., Class H | 955000 | 1348414 |
|  Gree Electric Appliances, Inc. of Zhuhai, Class A | 1796200 | 9233816 |
|  Guangzhou Baiyun International Airport Co. Ltd., Class A<sup>(f)</sup> | 2430771 | 5044755 |
|  Haidilao International Holding Ltd.<sup>(b)(f)</sup> | 1213000 | 3307502 |
|  Hangzhou Robam Appliances Co. Ltd., Class A | 2278133 | 10155998 |
|  Hangzhou Tigermed Consulting Co. Ltd., Class H<sup>(b)</sup> | 166900 | 2189339 |
|  Hundsun Technologies, Inc., Class A | 1134788 | 7959262 |
|  Hygeia Healthcare Holdings Co. Ltd.<sup>(b)(f)</sup> | 435400 | 3455605 |
|  Industrial & Commercial Bank of China Ltd., Class H | 11950000 | 6392279 |
|  JD Health International, Inc.<sup>(b)(f)</sup> | 874350 | 7260893 |
|  JD.com, Inc., Class A | 164647 | 4888921 |
|  Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A | 827700 | 5186424 |
|  Jinxin Fertility Group Ltd.<sup>(b)</sup> | 3547500 | 3305108 |
|  Kindstar Globalgene Technology, Inc.<sup>(b)(f)</sup> | 7490500 | 2201518 |
|  Kingsoft Corp. Ltd. | 1317000 | 4849246 |
|  Kweichow Moutai Co. Ltd., Class A | 20900 | 5731763 |
|  Lenovo Group Ltd. | 1264000 | 1013815 |
|  Li Auto, Inc., Class A<sup>(f)</sup> | 54900 | 671769 |
|  LONGi Green Energy Technology Co. Ltd., Class A | 341500 | 2448708 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **China (continued)** |  |  |
|  Meituan, Class B<sup>(b)(f)(j)</sup> | 339070 | $7580207 |
|  Microport Cardioflow Medtech Corp.<sup>(b)(f)(h)</sup> | 10261000 | 4235907 |
|  Ming Yuan Cloud Group Holdings Ltd. | 791000 | 743413 |
|  Ningbo Deye Technology Co. Ltd., Class A | 46100 | 2388973 |
|  Nongfu Spring Co. Ltd., Class H<sup>(b)</sup> | 152600 | 863839 |
|  PetroChina Co. Ltd., Class H | 2322000 | 1242154 |
|  Pharmaron Beijing Co. Ltd., Class H<sup>(b)</sup> | 143650 | 1052942 |
|  Ping An Insurance Group Co. of China Ltd., Class A | 708100 | 5369414 |
|  Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H<sup>(h)</sup> | 336500 | 1085022 |
|  Shanghai Jinjiang International Hotels Co. Ltd., Class A | 403200 | 3444022 |
|  StarPower Semiconductor Ltd., Class A | 115300 | 5418074 |
|  Tencent Holdings Ltd. | 1147400 | 55911551 |
|  Venustech Group, Inc., Class A | 1101788 | 4878410 |
|  Want Want China Holdings Ltd. | 590000 | 384267 |
|  Wuhan Raycus Fiber Laser Technologies Co. Ltd., Class A<sup>(f)</sup> | 862763 | 3289257 |
|  Wuliangye Yibin Co. Ltd., Class A | 184900 | 5755091 |
|  Yifeng Pharmacy Chain Co. Ltd., Class A | 250256 | 2107002 |
|  Yonyou Network Technology Co. Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651709 | 6017962 |
|  Yum China Holdings, Inc. | 47950 | 2905193 |
|  Zijin Mining Group Co. Ltd., Class H | 610000 | 1008971 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319890585 |
| **Denmark — 0.2%** |  |  |
|  AP Moller - Maersk A/S, Class B | 587 | 1276896 |
|  Coloplast A/S, Class B | 11565 | 1396294 |
|  Novo Nordisk A/S, Class B | 183560 | 25402826 |
|  Novozymes A/S, B Shares | 49914 | 2597352 |
|  Orsted A/S<sup>(b)</sup> | 27718 | 2468343 |
|  Pandora A/S | 12894 | 1073695 |
|  |  | 34215406 |
| **Finland — 0.0%** |  |  |
|  Kone OYJ, Class B | 58973 | 3216156 |
|  Wartsila OYJ Abp | 69001 | 656269 |
|  |  | 3872425 |
| **France — 3.3%** |  |  |
|  BNP Paribas SA | 1534397 | 105385274 |
|  Carrefour SA | 75656 | 1439050 |
|  Cie de Saint-Gobain | 916714 | 52647953 |
|  Danone SA | 429476 | 23552144 |
|  Dassault Systemes SE | 77762 | 2892038 |
|  EssilorLuxottica SA | 252701 | 46365411 |
|  Hermes International | 17332 | 32436996 |
|  Kering SA | 135159 | 84333363 |
|  La Francaise des Jeux SAEM<sup>(b)</sup> | 82581 | 3533475 |
|  L'Oreal SA | 28044 | 11579693 |
|  LVMH Moet Hennessy Louis Vuitton SE | 181458 | 158408410 |
|  Remy Cointreau SA | 6005 | 1130676 |
|  Schneider Electric SE | 18589 | 3015425 |
|  SCOR SE | 39153 | 966383 |
|  Societe Generale SA | 186776 | 5559681 |
|  Teleperformance | 4825 | 1341286 |
|  TotalEnergies SE | 1520584 | 94003653 |
|  Ubisoft Entertainment SA<sup>(f)</sup> | 82817 | 1714854 |
|  Unibail-Rodamco-Westfield<sup>(f)</sup> | 13050 | 844535 |
|  |  | 631150300 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Germany — 2.3%** |  |  |
|  Adidas AG | 15920 | $2563378 |
|  BASF SE | 29166 | 1672245 |
|  Bayer AG, Registered Shares | 325091 | 20235268 |
|  Brenntag SE | 48849 | 3646481 |
|  Commerzbank AG<sup>(f)</sup> | 1122579 | 12832686 |
|  Deutsche Telekom AG, Registered Shares | 3267887 | 72804600 |
|  Fresenius SE & Co. KGaA | 69582 | 2016546 |
|  Infineon Technologies AG | 368244 | 13260634 |
|  Mercedes-Benz Group AG, Registered Shares | 1091474 | 81218792 |
|  SAP SE | 845002 | 100166505 |
|  SAP SE, ADR<sup>(h)</sup> | 64922 | 7695205 |
|  Siemens AG, Registered Shares | 655716 | 102426297 |
|  Symrise AG | 85981 | 9140611 |
|  Telefonica Deutschland Holding AG | 545576 | 1606924 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431286172 |
| **Hong Kong — 0.3%** |  |  |
|  AIA Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4691600 | 53050945 |
|  ASMPT Ltd. | 126900 | 1048146 |
|  Orient Overseas International Ltd. | 123500 | 2052920 |
|  SITC International Holdings Co. Ltd. | 712000 | 1555435 |
|  Super Hi International Holding Ltd.<sup>(f)</sup> | 130699 | 250359 |
|  |  | 57957805 |
| **India — 0.1%** |  |  |
|  HCL Technologies Ltd. | 98310 | 1355656 |
|  Indian Oil Corp. Ltd. | 577611 | 577797 |
|  Think & Learn Private Ltd., (Acquired 12/11/20, Cost: $8,580,000)<sup>(e)(i)</sup> | 5720 | 13866194 |
|  Vedanta Ltd. | 231418 | 945562 |
|  |  | 16745209 |
| **Indonesia — 0.0%** |  |  |
|  Bank Central Asia Tbk PT | 1655500 | 935981 |
| **Ireland — 0.1%** |  |  |
|  Allegion PLC | 53689 | 6311142 |
|  Experian PLC | 79053 | 2890927 |
|  Kingspan Group PLC | 96492 | 6205983 |
|  Seagate Technology Holdings PLC | 29457 | 1996595 |
|  Trane Technologies PLC | 27892 | 4996015 |
|  |  | 22400662 |
| **Israel — 0.3%** |  |  |
|  Nice Ltd., ADR<sup>(f)(h)</sup> | 245955 | 51018446 |
| **Italy — 0.3%** |  |  |
|  Enel SpA | 545790 | 3213677 |
|  Ferrari NV | 65559 | 16382156 |
|  FinecoBank Banca Fineco SpA | 129909 | 2332106 |
|  Intesa Sanpaolo SpA | 13491596 | 35473046 |
|  Snam SpA | 448635 | 2285136 |
|  |  | 59686121 |
| **Japan — 1.6%** |  |  |
|  AGC, Inc. | 9200 | 338981 |
|  Astellas Pharma, Inc. | 314250 | 4625801 |
|  BayCurrent Consulting, Inc. | 24700 | 1049986 |
|  Capcom Co. Ltd. | 900 | 29163 |
|  East Japan Railway Co. | 38800 | 2163418 |
|  FANUC Corp. | 401100 | 70870181 |
|  Food & Life Cos. Ltd. | 52700 | 1172917 |
|  Hino Motors Ltd.<sup>(f)</sup> | 378900 | 1620759 |
|  Honda Motor Co. Ltd. | 97200 | 2404389 |
|  Hoya Corp. | 302850 | 33304995 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Japan (continued)** |  |  |
|  Inpex Corp. | 73900 | $812060 |
|  Japan Post Bank Co. Ltd. | 213900 | 1900474 |
|  Jeol Ltd. | 73900 | 2170002 |
|  Keyence Corp. | 121329 | 55856081 |
|  Kobayashi Pharmaceutical Co. Ltd. | 31000 | 2225555 |
|  Konami Group Corp. | 20500 | 1008056 |
|  Kose Corp. | 165600 | 18271123 |
|  Kyowa Kirin Co. Ltd. | 37900 | 845206 |
|  Mazda Motor Corp. | 188700 | 1502049 |
|  Mitsubishi Corp. | 134200 | 4493815 |
|  Mitsubishi Electric Corp. | 79500 | 876150 |
|  Mitsubishi UFJ Financial Group, Inc. | 6087300 | 44588747 |
|  MS&AD Insurance Group Holdings, Inc. | 58300 | 1869898 |
|  Nippon Yusen KK | 74200 | 1765133 |
|  Nomura Research Institute Ltd. | 117900 | 2830493 |
|  Oracle Corp. Japan | 13000 | 890589 |
|  Recruit Holdings Co. Ltd. | 151363 | 4867874 |
|  Sega Sammy Holdings, Inc. | 218900 | 3466174 |
|  Shionogi & Co. Ltd. | 38100 | 1815636 |
|  Sysmex Corp. | 520900 | 34579977 |
|  Terumo Corp. | 191800 | 5583366 |
|  ZOZO, Inc. | 95400 | 2473074 |
|  |  | 312272122 |
| **Jordan — 0.0%** |  |  |
|  Hikma Pharmaceuticals PLC | 49069 | 1038011 |
| **Mexico — 0.1%** |  |  |
|  Fomento Economico Mexicano SAB de CV | 556834 | 4877417 |
|  Grupo Aeroportuario del Sureste SAB de CV, Class B | 47999 | 1303688 |
|  Grupo Financiero Banorte SAB de CV, Class O | 229064 | 1899976 |
|  Wal-Mart de Mexico SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2564920 | 10046918 |
|  |  | 18127999 |
| **Netherlands — 2.3%** |  |  |
|  Adyen NV<sup>(b)(f)</sup> | 27154 | 41054323 |
|  ASML Holding NV | 185329 | 122622495 |
|  Heineken NV | 12805 | 1279718 |
|  ING Groep NV, Series N<sup>(d)(f)</sup> | 9114587 | 131981595 |
|  Koninklijke Ahold Delhaize NV | 234895 | 7010902 |
|  Koninklijke Philips NV | 64252 | 1109340 |
|  Koninklijke Vopak NV | 56107 | 1690536 |
|  Shell PLC | 2856785 | 83784234 |
|  Shell PLC, ADR | 645325 | 37951563 |
|  Wolters Kluwer NV | 10724 | 1169163 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429653869 |
| **Norway — 0.0%** |  |  |
|  Equinor ASA | 70523 | 2149304 |
|  Norsk Hydro ASA | 510950 | 4142705 |
|  |  | 6292009 |
| **Poland — 0.0%** |  |  |
|  Polski Koncern Naftowy ORLEN SA | 46829 | 703354 |
| **Saudi Arabia — 0.0%** |  |  |
|  Dr Sulaiman Al Habib Medical Services Group Co. | 5497 | 343579 |
| **Singapore — 0.0%** |  |  |
|  DBS Group Holdings Ltd. | 35100 | 956180 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **South Africa — 0.1%** |  |  |
|  Anglo American Platinum Ltd. | 22358 | $1662788 |
|  Anglo American PLC | 513319 | 22139642 |
|  Kumba Iron Ore Ltd. | 84377 | 2583627 |
|  |  | 26386057 |
| **South Korea — 0.6%** |  |  |
|  Amorepacific Corp. | 146319 | 17392439 |
|  Celltrion Healthcare Co. Ltd.<sup>(h)</sup> | 26651 | 1247279 |
|  Fila Holdings Corp. | 17810 | 562528 |
|  Hana Financial Group, Inc. | 48675 | 1933722 |
|  Hanwha Aerospace Co. Ltd. | 33563 | 2201332 |
|  KB Financial Group, Inc. | 27360 | 1246860 |
|  Kia Corp. | 24173 | 1316991 |
|  LG Chem Ltd. | 30830 | 17400544 |
|  LG Display Co. Ltd.<sup>(f)</sup> | 68904 | 767257 |
|  LG Energy Solution Ltd.<sup>(f)</sup> | 86246 | 36684745 |
|  Samsung Electronics Co. Ltd. | 61395 | 3058099 |
|  Samsung Fire & Marine Insurance Co. Ltd. | 6039 | 995750 |
|  Samsung SDI Co. Ltd. | 43444 | 24346107 |
|  SK Telecom Co. Ltd. | 61914 | 2346237 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111499890 |
| **Spain — 0.5%** |  |  |
|  Cellnex Telecom SA<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368223 | 92805886 |
|  Endesa SA | 48107 | 959096 |
|  Industria de Diseno Textil SA | 102014 | 3184960 |
|  |  | 96949942 |
| **Sweden — 0.2%** |  |  |
|  Atlas Copco AB, A Shares | 546116 | 6480246 |
|  Epiroc AB, Class A | 421862 | 8208066 |
|  Evolution AB<sup>(b)</sup> | 10109 | 1136161 |
|  H & M Hennes & Mauritz AB, B Shares | 123479 | 1520802 |
|  Hexagon AB, B Shares | 749156 | 8587951 |
|  Husqvarna AB, B Shares | 94148 | 801000 |
|  Nibe Industrier AB, B Shares | 131654 | 1422425 |
|  Swedbank AB, A Shares | 358290 | 6892215 |
|  Telefonaktiebolaget LM Ericsson, B Shares | 193938 | 1124930 |
|  Telia Co. AB | 2039355 | 5266921 |
|  |  | 41440717 |
| **Switzerland — 1.2%** |  |  |
|  Cie Financiere Richemont SA, Class A, Registered Shares | 12624 | 1946081 |
|  Coca-Cola HBC AG, Class DI | 105520 | 2564280 |
|  Kuehne & Nagel International AG, Registered Shares | 5815 | 1386625 |
|  Lonza Group AG, Registered Shares | 31520 | 17980311 |
|  Nestle SA, Registered Shares | 817762 | 99774361 |
|  Novartis AG, Registered Shares | 59281 | 5359538 |
|  Partners Group Holding AG | 2188 | 2052993 |
|  Roche Holding AG | 98045 | 30606744 |
|  Sonova Holding AG, Registered Shares | 10236 | 2559733 |
|  STMicroelectronics NV | 238195 | 11216200 |
|  TE Connectivity Ltd. | 375636 | 47762117 |
|  Temenos AG, Registered Shares | 8957 | 639356 |
|  VAT Group AG<sup>(b)</sup> | 3006 | 935779 |
|  |  | 224784118 |
| **Taiwan — 0.4%** |  |  |
|  MediaTek, Inc. | 75000 | 1812072 |
|  Nan Ya Printed Circuit Board Corp. | 280000 | 2299242 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Taiwan (continued)** |  |  |
|  Taiwan Semiconductor Manufacturing Co. Ltd. | 4068000 | $71787107 |
|  Unimicron Technology Corp. | 800000 | 3683195 |
|  Wiwynn Corp. | 62000 | 1557294 |
|  |  | 81138910 |
| **United Arab Emirates<sup>(e)</sup> — 0.0%** |  |  |
|  Jawbone Health Hub, Inc., (Acquired 01/24/17, Cost: $0)<sup>(i)</sup> | 1518232 | 15 |
|  NMC Health PLC<sup>(f)</sup> | 1077976 | 13 |
|  |  | 28 |
| **United Kingdom — 2.5%** |  |  |
|  Admiral Group PLC | 54291 | 1475918 |
|  Alphawave IP Group PLC<sup>(f)</sup> | 2084903 | 2456993 |
|  AstraZeneca PLC | 498969 | 65371154 |
|  AstraZeneca PLC, ADR | 664705 | 43451766 |
|  Auto Trader Group PLC<sup>(b)</sup> | 1267951 | 9837375 |
|  BP PLC | 806923 | 4874015 |
|  BP PLC, ADR | 150207 | 5442000 |
|  British American Tobacco PLC | 79045 | 3030095 |
|  Burberry Group PLC | 85870 | 2615678 |
|  Compass Group PLC | 2797962 | 66837725 |
|  Direct Line Insurance Group PLC | 484963 | 1063351 |
|  Dr. Martens PLC | 313240 | 600342 |
|  Exscientia PLC, ADR<sup>(f)(h)</sup> | 1110300 | 7816512 |
|  Ferguson PLC | 17074 | 2405640 |
|  Genius Sports Ltd.<sup>(f)(h)</sup> | 953935 | 5237103 |
|  GSK PLC | 177484 | 3117509 |
|  Hedosophia European Growth<sup>(f)</sup> | 637585 | 6788978 |
|  Kingfisher PLC | 497779 | 1717296 |
|  Legal & General Group PLC | 407169 | 1281336 |
|  Linde PLC<sup>(f)</sup> | 47695 | 15784183 |
|  Lloyds Banking Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129851068 | 84506474 |
|  London Stock Exchange Group PLC | 91271 | 8355392 |
|  National Grid PLC | 55939 | 711147 |
|  NatWest Group PLC | 1240131 | 4731170 |
|  Spirax-Sarco Engineering PLC | 96886 | 13839384 |
|  Standard Chartered PLC | 110893 | 931458 |
|  Unilever PLC | 2102106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106995210 |
|  |  | 471275204 |
| **United States — 33.6%** |  |  |
|  3M Co. | 8196 | 943196 |
|  Abbott Laboratories<sup>(k)</sup> | 887570 | 98120863 |
|  AbbVie, Inc.<sup>(k)</sup> | 292556 | 43225149 |
|  Activision Blizzard, Inc. | 143447 | 10983737 |
|  Adobe, Inc.<sup>(f)</sup> | 63147 | 23385860 |
|  Advance Auto Parts, Inc. | 19437 | 2959866 |
|  Agilent Technologies, Inc. | 6478 | 985174 |
|  Air Products & Chemicals, Inc. | 250239 | 80204102 |
|  Airbnb, Inc., Class A<sup>(f)</sup> | 21457 | 2384087 |
|  Akamai Technologies, Inc.<sup>(f)</sup> | 14884 | 1323932 |
|  Albemarle Corp. | 149953 | 42204272 |
|  Alcoa Corp. | 247923 | 12951498 |
|  Alliant Energy Corp. | 19805 | 1070064 |
|  Alphabet, Inc., Class C<sup>(f)</sup> | 2431092 | 242793158 |
|  Altria Group, Inc. | 79414 | 3576807 |
|  Amazon.com, Inc.<sup>(f)(k)</sup> | 1811574 | 186827627 |
|  American Express Co. | 14413 | 2521266 |
|  American Tower Corp. | 339774 | 75902114 |
|  AmerisourceBergen Corp. | 42944 | 7255818 |
|  Amgen, Inc. | 45492 | 11482181 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **United States (continued)** |  |  |
|  ANSYS, Inc.<sup>(f)</sup> | 58094 | $15473918 |
|  APA Corp. | 27566 | 1222001 |
|  Apple, Inc.<sup>(k)</sup> | 1926572 | 277985074 |
|  Applied Materials, Inc. | 356385 | 39733364 |
|  Aptiv PLC<sup>(f)</sup> | 314527 | 35569858 |
|  Archer-Daniels-Midland Co. | 1017277 | 84281399 |
|  Astra Space, Inc. | 748566 | 475938 |
|  AT&T, Inc. | 142111 | 2894801 |
|  AutoZone, Inc.<sup>(f)</sup> | 1430 | 3487555 |
|  Baker Hughes Co. | 109247 | 3467500 |
|  Ball Corp. | 23107 | 1345752 |
|  Bank of America Corp.<sup>(k)</sup> | 1622814 | 57577441 |
|  Baxter International, Inc. | 102664 | 4690718 |
|  Berkshire Hathaway, Inc., Class B<sup>(f)</sup> | 27761 | 8648107 |
|  Booking Holdings, Inc.<sup>(f)</sup> | 4628 | 11265015 |
|  Boston Scientific Corp.<sup>(f)(k)</sup> | 2562427 | 118512249 |
|  Broadcom, Inc. | 7076 | 4139531 |
|  Brown-Forman Corp., Class B | 48218 | 3210354 |
|  Bunge Ltd. | 399335 | 39574098 |
|  Cadence Design Systems, Inc.<sup>(f)</sup> | 141563 | 25881963 |
|  California Resources Corp. | 96554 | 4125752 |
|  Capri Holdings Ltd.<sup>(f)</sup> | 16830 | 1119027 |
|  Cardinal Health, Inc. | 20559 | 1588183 |
|  Carrier Global Corp. | 73327 | 3338578 |
|  CDW Corp. | 30207 | 5921478 |
|  Centene Corp.<sup>(f)</sup> | 32827 | 2502730 |
|  CF Industries Holdings, Inc. | 713705 | 60450813 |
|  Charles Schwab Corp.<sup>(k)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283296 | 99352776 |
|  Charter Communications, Inc., Class A<sup>(f)(h)</sup> | 91768 | 35267360 |
|  Cheniere Energy, Inc. | 12768 | 1950823 |
|  Chesapeake Energy Corp. | 70609 | 6123212 |
|  Chevron Corp. | 25205 | 4386174 |
|  Chipotle Mexican Grill, Inc.<sup>(f)</sup> | 5475 | 9013930 |
|  Chubb Ltd. | 301532 | 68595515 |
|  Cigna Corp. | 27211 | 8616907 |
|  Cintas Corp. | 3942 | 1749223 |
|  Cisco Systems, Inc. | 159767 | 7775860 |
|  CME Group, Inc., Class A | 55665 | 9833779 |
|  Coca-Cola Co. | 80762 | 4952326 |
|  Colgate-Palmolive Co. | 42392 | 3159476 |
|  Comcast Corp., Class A | 1325018 | 52139458 |
|  ConocoPhillips<sup>(k)</sup> | 1057062 | 128824146 |
|  Copart, Inc.<sup>(f)</sup> | 66076 | 4401322 |
|  Corteva, Inc. | 63180 | 4071951 |
|  Costco Wholesale Corp. | 179783 | 91894283 |
|  Coterra Energy, Inc. | 197100 | 4933413 |
|  Crowdstrike Holdings, Inc., Class A<sup>(f)</sup> | 249897 | 26464092 |
|  Crown Castle, Inc. | 8515 | 1261157 |
|  Crown Holdings, Inc. | 20542 | 1810983 |
|  Crown PropTech Acquisitions<sup>(e)</sup> | 186720 | 2 |
|  CVS Health Corp. | 593599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52367304 |
|  Darling Ingredients, Inc.<sup>(f)</sup> | 46311 | 3069956 |
|  Datadog, Inc., Class A<sup>(f)</sup> | 183746 | 13746038 |
|  Davidson Kempner Merchant Co-investment Fund<br>LP, (Acquired 04/01/21, Cost: $4,809,288)<sup>(i)(l)</sup> | — <sup>(m)</sup> | 21879411 |
|  Deere & Co. | 122523 | 51807625 |
|  Delta Air Lines, Inc.<sup>(f)</sup> | 135263 | 5288783 |
|  Devon Energy Corp. | 81000 | 5122440 |
|  Dexcom, Inc.<sup>(f)</sup> | 335778 | 35958466 |
|  Diversey Holdings Ltd.<sup>(f)</sup> | 777182 | 4717495 |
|  Domino's Pizza, Inc. | 63871 | 22546463 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **United States (continued)** |  |  |
|  Dow, Inc. | 38190 | $2266576 |
|  Dynatrace, Inc.<sup>(f)</sup> | 143541 | 5516281 |
|  eBay, Inc. | 82190 | 4068405 |
|  Edison International | 95853 | 6604272 |
|  Edwards Lifesciences Corp.<sup>(f)</sup> | 356405 | 27336263 |
|  Element Solutions, Inc. | 183943 | 3767153 |
|  Eli Lilly & Co. | 221168 | 76114967 |
|  Energy Transfer LP | 421011 | 5591026 |
|  Epic Games, Inc., (Acquired 07/02/20, Cost: $23,484,725)<sup>(e)(i)</sup> | 40843 | 32173256 |
|  EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59542970 |
|  Essex Property Trust, Inc. | 7348 | 1661162 |
|  Eversource Energy | 79979 | 6584671 |
|  Expedia Group, Inc.<sup>(f)</sup> | 25370 | 2899791 |
|  Extra Space Storage, Inc. | 13305 | 2099928 |
|  Exxon Mobil Corp. | 160504 | 18620069 |
|  F5, Inc.<sup>(f)</sup> | 295128 | 43578600 |
|  Fanatics Holdings, Inc., (Acquired 12/15/21, Cost: $40,652,984)<sup>(e)(i)</sup> | 599248 | 45644720 |
|  Fastenal Co. | 73892 | 3735241 |
|  Fidelity National Information Services, Inc. | 36066 | 2706393 |
|  First Republic Bank | 18109 | 2551196 |
|  FleetCor Technologies, Inc.<sup>(f)</sup> | 14477 | 3022942 |
|  Floor & Decor Holdings, Inc., Class A<sup>(f)(h)</sup> | 57112 | 5184056 |
|  FMC Corp. | 30572 | 4070050 |
|  Fortinet, Inc.<sup>(f)</sup> | 455576 | 23844848 |
|  Fortive Corp. | 1279517 | 87045542 |
|  FQT Private<sup>(e)</sup> | 2439185 | 2878238 |
|  Freeport-McMoRan, Inc.<sup>(k)</sup> | 1426743 | 63661273 |
|  Gartner, Inc.<sup>(f)</sup> | 11152 | 3770937 |
|  Gen Digital, Inc. | 31157 | 716923 |
|  General Dynamics Corp. | 14435 | 3364221 |
|  General Motors Co. | 240809 | 9468610 |
|  Genuine Parts Co. | 11325 | 1900561 |
|  Gilead Sciences, Inc. | 92306 | 7748166 |
|  Goldman Sachs Group, Inc. | 7804 | 2854781 |
|  Halliburton Co. | 376389 | 15514755 |
|  HCA Healthcare, Inc. | 54102 | 13799797 |
|  Health Care Select Sector SPDR Fund<sup>(h)</sup> | 201333 | 26849769 |
|  Healthpeak Properties, Inc. | 79032 | 2171799 |
|  Hewlett Packard Enterprise Co. | 123915 | 1998749 |
|  Hilton Worldwide Holdings, Inc. | 300040 | 43532804 |
|  Honeywell International, Inc. | 22584 | 4708312 |
|  Humana, Inc. | 182549 | 93410323 |
|  iHeartMedia, Inc., Class A<sup>(f)</sup> | 10778 | 83529 |
|  Informatica, Inc., Class A<sup>(f)(h)</sup> | 409891 | 7296060 |
|  Intercontinental Exchange, Inc. | 34674 | 3729189 |
|  Intuit, Inc. | 107262 | 45336430 |
|  Intuitive Surgical, Inc.<sup>(f)</sup> | 220962 | 54288154 |
|  Invesco Municipal Opportunity Trust | 208538 | 2095807 |
|  Invesco Municipal Trust<sup>(h)</sup> | 206960 | 2102714 |
|  Invesco Quality Municipal Income Trust | 205405 | 2078699 |
|  Invesco Trust for Investment Grade Municipals | 210256 | 2192970 |
|  Invesco Value Municipal Income Trust | 175143 | 2238328 |
|  Johnson & Johnson | 451918 | 73852440 |
|  JPMorgan Chase & Co. | 29917 | 4187183 |
|  Kinder Morgan, Inc. | 105175 | 1924702 |
|  KLA Corp. | 86631 | 34000935 |
|  Kroger Co. | 53858 | 2403683 |
|  Latch, Inc. | 520854 | 478925 |
|  Liberty Media Corp.-Liberty SiriusXM, Class A<sup>(f)(h)</sup> | 722082 | 29330971 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **United States (continued)** |  |  |
|  Liberty Media Corp.-Liberty SiriusXM, Class C<sup>(f)</sup> | 999223 | $40268687 |
|  Lincoln National Corp. | 46492 | 1647212 |
|  Lions Gate Entertainment Corp., Class A<sup>(f)(h)</sup> | 468819 | 3736487 |
|  Live Nation Entertainment, Inc.<sup>(f)</sup> | 28884 | 2324873 |
|  LKQ Corp. | 16396 | 966708 |
|  Lookout, Inc., (Acquired 03/04/15, Cost: $2,002,652)<sup>(e)(i)</sup> | 175316 | 631138 |
|  Lowe's Cos., Inc. | 50177 | 10449360 |
|  LPL Financial Holdings, Inc. | 414162 | 98206093 |
|  Lumen Technologies, Inc. | 162067 | 850852 |
|  LyondellBasell Industries NV, Class A | 277333 | 26815328 |
|  Marathon Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000773 | 54961234 |
|  Marathon Petroleum Corp. | 94982 | 12207087 |
|  Marsh & McLennan Cos., Inc. | 774946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135545805 |
|  Masco Corp. | 100826 | 5363943 |
|  Masimo Corp.<sup>(f)</sup> | 48745 | 8290550 |
|  Mastercard, Inc., Class A | 383870 | 142262222 |
|  McDonald's Corp. | 211662 | 56598419 |
|  McKesson Corp. | 43300 | 16396844 |
|  Merck & Co., Inc. | 798814 | 85800612 |
|  Meta Platforms, Inc., Class A<sup>(f)</sup> | 28551 | 4253242 |
|  MetLife, Inc. | 24457 | 1785850 |
|  Mettler-Toledo International, Inc.<sup>(f)</sup> | 1861 | 2852764 |
|  MGM Resorts International | 93175 | 3858377 |
|  Microchip Technology, Inc. | 14478 | 1123782 |
|  Micron Technology, Inc. | 854251 | 51511335 |
|  Microsoft Corp.<sup>(k)</sup> | 1293666 | 320583371 |
|  Mirion Technologies, Inc. | 2672710 | 21248044 |
|  Mirion Technologies, Inc.<sup>(f)(h)</sup> | 223121 | 1773812 |
|  Molina Healthcare, Inc.<sup>(f)</sup> | 6304 | 1965776 |
|  Morgan Stanley | 574474 | 55913554 |
|  Mosaic Co. | 55817 | 2765174 |
|  Mr. Cooper Group, Inc.<sup>(f)</sup> | 106908 | 4916699 |
|  NetApp, Inc. | 26631 | 1763771 |
|  Netflix, Inc.<sup>(f)</sup> | 6174 | 2184732 |
|  Newmont Corp. | 48044 | 2542969 |
|  NextEra Energy, Inc. | 1175837 | 87752715 |
|  NIKE, Inc., Class B | 91751 | 11682655 |
|  Northrop Grumman Corp. | 219274 | 98243523 |
|  NRG Energy, Inc. | 62566 | 2141009 |
|  Nuveen Municipal Value Fund, Inc. | 324048 | 2952077 |
|  NVIDIA Corp.<sup>(k)</sup> | 255806 | 49976818 |
|  Offerpad Solutions, Inc. | 743794 | 682431 |
|  ONEOK, Inc. | 61044 | 4180293 |
|  Opendoor Technologies, Inc.<sup>(f)(h)</sup> | 744088 | 1629553 |
|  Otis Worldwide Corp. | 175225 | 14408752 |
|  Ovintiv, Inc. | 58964 | 2902798 |
|  Palo Alto Networks, Inc.<sup>(f)</sup> | 154048 | 24438175 |
|  Park Hotels & Resorts, Inc. | 134442 | 1977642 |
|  Paycom Software, Inc.<sup>(f)</sup> | 10933 | 3541636 |
|  Peloton Interactive, Inc., Class A<sup>(f)</sup> | 511875 | 6618544 |
|  PepsiCo, Inc. | 75784 | 12960580 |
|  Pfizer, Inc. | 522298 | 23064680 |
|  Philip Morris International, Inc. | 48522 | 5057933 |
|  Phillips 66 | 51825 | 5196493 |
|  Planet Labs, Inc. | 583360 | 2887632 |
|  Playstudios, Inc. | 831348 | 3840828 |
|  PNC Financial Services Group, Inc. | 13913 | 2301628 |
|  Procter & Gamble Co. | 7848 | 1117398 |
|  Project Barkley, (Acquired 02/11/22, Cost: $31,181,561)<sup>(e)(i)</sup> | 11562554 | 13990690 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **United States (continued)** |  |  |
|  Prologis, Inc. | 22174 | $2866655 |
|  Proof Acquisition Corp.<sup>(e)</sup> | 108512 | 122619 |
|  Public Service Enterprise Group, Inc. | 13391 | 829305 |
|  Public Storage | 13391 | 4075417 |
|  Quest Diagnostics, Inc. | 7783 | 1155620 |
|  Raymond James Financial, Inc. | 282725 | 31882898 |
|  Rocket Lab USA, Inc.<sup>(f)(h)</sup> | 447252 | 2222842 |
|  Rockwell Automation, Inc. | 87501 | 24677907 |
|  Rotor Acquisition Corp. | 87039 | 50483 |
|  RXO, Inc.<sup>(f)(h)</sup> | 51978 | 952237 |
|  S&P Global, Inc. | 50388 | 18892477 |
|  Salesforce, Inc.<sup>(f)</sup> | 7980 | 1340401 |
|  Sarcos Technology & Robotics Corp.<sup>(f)</sup> | 164137 | 98482 |
|  Sarcos Technology and Robotics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3560566 | 2136340 |
|  SBA Communications Corp. | 14370 | 4275506 |
|  Schlumberger Ltd. | 1034388 | 58939428 |
|  Seagen, Inc.<sup>(f)</sup> | 210289 | 29331110 |
|  Sempra Energy | 753176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120756708 |
|  ServiceNow, Inc.<sup>(f)</sup> | 110251 | 50178538 |
|  Snorkel AI, Inc., (Acquired 06/30/21, Cost: $1,060,929)<sup>(e)(i)</sup> | 70636 | 502928 |
|  Snowflake, Inc., Class A<sup>(f)(h)</sup> | 21566 | 3373785 |
|  Sonder Holdings, Inc., Class A | 830701 | 1113139 |
|  Southwest Airlines Co. | 72733 | 2601659 |
|  SPDR S&P Metals & Mining ETF | 133696 | 7636716 |
|  Splunk, Inc.<sup>(f)</sup> | 40447 | 3873609 |
|  Starbucks Corp. | 463012 | 50533130 |
|  Sun Country Airlines Holdings, Inc. | 963151 | 17982029 |
|  Symbotic Corp., Class A | 257895 | 4036057 |
|  Symbotic, Inc.<sup>(f)(h)</sup> | 23722 | 371249 |
|  Synchrony Financial | 68371 | 2511267 |
|  Synopsys, Inc.<sup>(f)</sup> | 4826 | 1707197 |
|  Taboola.com Ltd. | 671898 | 2674154 |
|  Tapestry, Inc. | 83284 | 3795252 |
|  Tesla, Inc.<sup>(f)(k)</sup> | 236300 | 40931886 |
|  Thermo Fisher Scientific, Inc.<sup>(h)</sup> | 129957 | 74118376 |
|  TJX Cos., Inc. | 515767 | 42220687 |
|  Toll Brothers, Inc. | 23139 | 1376539 |
|  TPB Acquisition Corp. I, Class A<sup>(f)</sup> | 287026 | 2910444 |
|  TransDigm Group, Inc. | 12770 | 9165667 |
|  Travelers Cos., Inc. | 22247 | 4251847 |
|  Ulta Beauty, Inc.<sup>(f)</sup> | 3174 | 1631309 |
|  United Airlines Holdings, Inc.<sup>(f)(h)</sup> | 73697 | 3608205 |
|  United Parcel Service, Inc., Class B | 413677 | 76625391 |
|  United Rentals, Inc.<sup>(f)</sup> | 27251 | 12016328 |
|  UnitedHealth Group, Inc. | 268871 | 134217714 |
|  Univar Solutions, Inc.<sup>(f)(h)</sup> | 43067 | 1484950 |
|  Valero Energy Corp. | 603407 | 84495082 |
|  VeriSign, Inc.<sup>(f)</sup> | 94955 | 20704938 |
|  Verisk Analytics, Inc. | 79226 | 14402495 |
|  Vertex Pharmaceuticals, Inc.<sup>(f)</sup> | 8391 | 2711132 |
|  Vertiv Holdings | 2053392 | 29199234 |
|  VF Corp. | 130214 | 4028821 |
|  Visa, Inc., Class A | 88393 | 20348953 |
|  Vulcan Materials Co. | 272549 | 49966408 |
|  Walgreens Boots Alliance, Inc. | 132893 | 4898436 |
|  Walmart, Inc. | 294431 | 42359788 |
|  Walt Disney Co.<sup>(f)</sup> | 932347 | 101150326 |
|  Wells Fargo & Co. | 1076988 | 50478428 |
|  West Pharmaceutical Services, Inc. | 13821 | 3670858 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Shares* | *Value* |
| **United States (continued)** |  |  |  |
|  Willis Towers Watson PLC |  | 9391 | $2387098 |
|  Workday, Inc., Class A<sup>(f)</sup> |  | 28349 | 5143359 |
|  Zoetis, Inc. |  | 102673 | 16991355 |
|  Zscaler, Inc.<sup>(f)(h)</sup> |  | 102834 | 12767869 |
|  |  |  | 6400541488 |
|  **Total Common Stocks — 53.9%<br>(Cost: $7,721,296,827)** | **Total Common Stocks — 53.9%<br>(Cost: $7,721,296,827)** | **Total Common Stocks — 53.9%<br>(Cost: $7,721,296,827)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10260623335 |
|  |  | *Par<br>(000)* |  |
|  **Corporate Bonds** |  |  |  |
| **Australia — 0.6%** |  |  |  |
|  National Australia Bank Ltd., 3.38%, 01/14/26 | USD | 155 | 150131 |
|  Oceana Australian Fixed Income Trust<sup>(e)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 08/31/23 | AUD | 7008 | 4940660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.25%, 08/31/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13002 | 9418367 |
|  Quintis Australia Pty. Ltd.<sup>(b)(e)(g)(n)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (12.00% PIK), 0.00%, 10/01/28 | USD | 82685 | 12882249 |
| &nbsp;&nbsp;&nbsp;&nbsp; (7.50% Cash or 8.00% PIK), 7.50%, 10/01/26 |  | 92389 | 92389186 |
|  |  |  | 119780593 |
| **Austria — 0.0%** |  |  |  |
|  Klabin Austria GmbH, 3.20%, 01/12/31<sup>(b)</sup> |  | 1244 | 1013860 |
|  Suzano Austria GmbH, 3.13%, 01/15/32 |  | 1692 | 1345140 |
|  |  |  | 2359000 |
| **Bahamas — 0.0%** |  |  |  |
|  Intercorp Peru Ltd., 3.88%, 08/15/29<sup>(b)</sup> |  | 793 | 666616 |
| **Belgium<sup>(c)</sup> — 0.0%** |  |  |  |
|  Anheuser-Busch InBev SA, 4.00%, 09/24/25 | GBP | 1100 | 1353891 |
|  KBC Group NV, (1 year UK Government Bond + 0.92%), 1.25%, 09/21/27<sup>(a)</sup> |  | 1100 | 1187886 |
|  |  |  | 2541777 |
| **Bermuda — 0.0%** |  |  |  |
|  Star Energy Geothermal Darajat II/Star Energy Geothermal Salak, 4.85%, 10/14/38<sup>(c)</sup> | USD | 1360 | 1181755 |
| **Brazil — 0.0%** |  |  |  |
|  Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81<sup>(a)(b)</sup> |  | 829 | 846513 |
|  BRF SA, 4.88%, 01/24/30<sup>(c)</sup> |  | 1659 | 1398018 |
|  Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25<sup>(n)</sup> |  | 1244 | 125022 |
|  Suzano Austria GmbH, 3.75%, 01/15/31 |  | 1421 | 1212184 |
|  |  |  | 3581737 |
| **British Virgin Islands — 0.0%** |  |  |  |
|  Easy Tactic Ltd., (6.50% Cash or 7.50% PIK), 7.50%, 07/11/28<sup>(n)</sup> |  | 1625 | 487381 |
|  HKT Capital No. 6 Ltd., 3.00%, 01/18/32<sup>(c)</sup> |  | 900 | 761157 |
|  New Metro Global Ltd., 4.50%, 05/02/26<sup>(c)</sup> |  | 543 | 420825 |
|  |  |  | 1669363 |
| **Canada — 0.3%** |  |  |  |
|  Bank of Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.60%), 0.95%, 01/22/27<sup>(a)</sup> |  | 4574 | 4093638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, 4.25%, 09/14/24 |  | 5579 | 5525896 |
|  Canadian Pacific Railway Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 |  | 6030 | 5906589 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Canada (continued)** |  |  |  |
|  Canadian Pacific Railway Co. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/05/30 | USD | 2034 | $1737396 |
|  First Quantum Minerals Ltd.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/01/24 |  | 1105 | 1094641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/01/25 |  | 2760 | 2718738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 03/01/26 |  | 2310 | 2220516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 10/15/27 |  | 4329 | 4175212 |
|  Garda World Security Corp., 7.75%, 02/15/28<sup>(b)</sup> |  | 798 | 808973 |
|  Open Text Corp., 6.90%, 12/01/27<sup>(b)</sup> |  | 2875 | 2943281 |
|  Rogers Communications, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/25 |  | 7511 | 7212459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 |  | 2034 | 1830854 |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 07/29/24 |  | 175 | 164645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/07/24 |  | 451 | 422467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 04/27/26 |  | 85 | 76558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 |  | 4175 | 4035682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 08/03/27 |  | 6076 | 5991444 |
|  Thomson Reuters Corp., 3.35%, 05/15/26 |  | 97 | 92983 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 03/08/24 |  | 7002 | 6822759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/10/27 |  | 179 | 167941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/05/27<sup>(c)</sup> | GBP | 1100 | 1262997 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59305669 |
| **Cayman Islands — 0.1%** |  |  |  |
|  Agile Group Holdings Ltd., 5.50%, 04/21/25<sup>(c)</sup> | USD | 905 | 540737 |
|  China Evergrande Group, 10.00%, 04/11/23<sup>(c)(f)(o)</sup> |  | 1139 | 115181 |
|  China SCE Group Holdings Ltd.<sup>(c)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 04/09/24 |  | 339 | 211875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/02/25 |  | 314 | 167990 |
|  Fantasia Holdings Group Co. Ltd.<sup>(c)(f)(o)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 07/05/22 |  | 510 | 88154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.88%, 01/09/23 |  | 3132 | 540270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 07/28/23 |  | 902 | 155595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.88%, 10/19/23 |  | 481 | 82973 |
|  IHS Holding Ltd., 6.25%, 11/29/28<sup>(b)</sup> |  | 1244 | 1018295 |
|  Jingrui Holdings Ltd.,<br>12.00%, 07/25/22<sup>(c)(f)(o)</sup> |  | 1269 | 106332 |
|  Liberty Costa Rica Senior Secured Finance, 10.88%, 01/15/31<sup>(b)(d)</sup> |  | 837 | 815238 |
|  MAF Global Securities Ltd.<sup>(c)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/07/24 |  | 1895 | 1870483 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.54%), 6.38%<sup>(a)(p)</sup> |  | 829 | 817498 |
|  Melco Resorts Finance Ltd., 5.38%, 12/04/29<sup>(c)</sup> |  | 1234 | 1058155 |
|  MGM China Holdings Ltd., 5.38%, 05/15/24<sup>(c)</sup> |  | 400 | 388000 |
|  Modern Land China Co. Ltd.<sup>(c)(d)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 12/30/23 |  | 150 | 11559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 12/30/24 |  | 588 | 45318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 12/30/25 |  | 1072 | 81924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 12/30/26 |  | 326 | 25129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 12/30/27 |  | 1614 | 120387 |
|  Ronshine China Holdings Ltd.<sup>(c)(f)(o)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 08/05/24 |  | 200 | 24500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 01/25/25 |  | 2778 | 340305 |
|  Sands China Ltd., 4.88%, 06/18/30 |  | 800 | 724000 |
|  Seagate HDD Cayman,<br>9.63%, 12/01/32<sup>(b)(d)</sup> |  | 3050 | 3453637 |
|  Shelf Drilling North Sea Holdings Ltd., 10.25%, 10/31/25<sup>(b)</sup> |  | 4823 | 4805818 |
|  Sinic Holdings Group Co. Ltd.<sup>(c)(f)(o)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 01/24/22 |  | 490 | 4900 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Cayman Islands (continued)** |  |  |  |
|  Sinic Holdings Group Co. Ltd.<sup>(c)(f)(o)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 06/18/22 | USD | 1188 | $11880 |
|  Transocean Titan Financing Ltd., 8.38%, 02/01/28<sup>(b)(d)</sup> |  | 1405 | 1457997 |
|  Transocean, Inc., 8.75%, 02/15/30<sup>(b)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 | 1553717 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20637847 |
| **Chile — 0.0%** |  |  |  |
|  Empresa Nacional del Petroleo, 3.75%, 08/05/26<sup>(c)</sup>  |  | 1161 | 1091558 |
|  Kenbourne Invest SA, 6.88%, 11/26/24<sup>(b)</sup> |  | 1290 | 1198087 |
|  |  |  | 2289645 |
| **China<sup>(c)</sup> — 0.0%** |  |  |  |
|  China Evergrande Group, 11.50%, 01/22/23<sup>(f)(o)</sup> |  | 2277 | 233819 |
|  Fantasia Holdings Group Co. Ltd., 11.75%, 04/17/22<sup>(f)(o)</sup> |  | 2110 | 363975 |
|  Fortune Star BVI Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 07/02/24 |  | 732 | 678930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/18/26 |  | 579 | 473912 |
|  RKPF Overseas Ltd., Series 2019-A, 6.00%, 09/04/25 |  | 877 | 764525 |
|  |  |  | 2515161 |
| **Colombia — 0.1%** |  |  |  |
|  Ecopetrol SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/16/25 |  | 2269 | 2192421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/02/31 |  | 1659 | 1306546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 01/13/33 |  | 1785 | 1827483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 05/28/45 |  | 1132 | 810654 |
|  Empresas Publicas de Medellin ESP, 4.25%, 07/18/29<sup>(b)</sup> |  | 1659 | 1359654 |
|  Grupo Aval Ltd., 4.38%, 02/04/30<sup>(b)</sup> |  | 2286 | 1882978 |
|  Millicom International Cellular SA, 5.13%, 01/15/28<sup>(c)</sup> |  | 1493 | 1333338 |
|  SURA Asset Management SA, 4.88%, 04/17/24<sup>(c)</sup> |  | 2153 | 2127837 |
|  |  |  | 12840911 |
| **Dominican Republic — 0.0%** |  |  |  |
|  Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29<sup>(b)</sup> |  | 1244 | 1227672 |
| **France — 0.1%** |  |  |  |
|  BNP Paribas SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/23/26<sup>(c)</sup> | GBP | 1100 | 1307246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 12/14/27<sup>(c)</sup> |  | 1100 | 1180767 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.56%),<br>3.13%, 01/20/33<sup>(a)(b)</sup> | USD | 3375 | 2852404 |
|  BPCE SA, (1 day SOFR + 1.31%), 2.28%, 01/20/32<sup>(a)(b)</sup> |  | 2063 | 1628005 |
|  Faurecia SE, 2.75%, 02/15/27<sup>(c)</sup> | EUR | 2466 | 2373144 |
|  Sabena Technics Sas, (3 mo. EURIBOR + 5.00%), (Acquired 10/28/22, Cost: $8,135,159), 6.58%, 09/30/29<sup>(a)(e)(i)</sup> |  | 8303 | 9026609 |
|  Societe Generale SA, 1.88%, 10/03/24<sup>(c)</sup> | GBP | 1100 | 1294214 |
|  TotalEnergies Capital International SA, 1.66%, 07/22/26<sup>(c)</sup> |  | 1100 | 1246328 |
|  |  |  | 20908717 |
| **Germany — 0.3%** |  |  |  |
|  Adler Pelzer Holding GmbH, 4.13%, 04/01/24<sup>(b)</sup> | EUR | 18415 | 16516395 |
|  APCOA Parking Holdings GmbH, (3 mo.<br>EURIBOR + 5.00%),<br>7.29%, 01/15/27<sup>(a)(b)</sup> |  | 9529 | 9841483 |
|  Deutsche Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 12/16/24<sup>(c)</sup> | GBP | 1100 | 1283798 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Germany (continued)** |  |  |  |
|  Deutsche Bank AG (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.04%), 3.55%, 09/18/31<sup>(a)</sup> | USD | 3499 | $3040196 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.18%), 6.72%, 01/18/29<sup>(a)</sup> |  | 926 | 974369 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR GBP + 1.94%), 4.00%, 06/24/26<sup>(a)(c)</sup> | GBP | 1100 | 1300606 |
|  Douglas GmbH, 6.00%, 04/08/26<sup>(b)</sup> | EUR | 8152 | 7646078 |
|  Kirk Beauty SUN GmbH, (8.25% Cash or 9.00% PIK), 8.25%, 10/01/26<sup>(b)(n)</sup> |  | 3295 | 2471341 |
|  TK Elevator Midco GmbH, 4.38%, 07/15/27<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9622 | 9446932 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52521198 |
| **Hong Kong — 0.0%** |  |  |  |
|  AIA Group Ltd., (5 year CMT + 1.76%), 2.70%<sup>(a)(c)(p)</sup> | USD | 1000 | 902500 |
|  Bank of East Asia Ltd., (5 year CMT + 4.26%), 5.88%<sup>(a)(c)(p)</sup> |  | 733 | 711606 |
|  Wanda Group Overseas Ltd., 8.88%, 03/21/23<sup>(c)</sup> |  | 360 | 359100 |
|  Yango Justice International Ltd.<sup>(f)(o)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.25%, 09/15/22 |  | 503 | 10060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/15/23<sup>(c)</sup> |  | 1154 | 23080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 09/04/24<sup>(c)</sup> |  | 1223 | 24460 |
|  Yanlord Land HK Co. Ltd., 5.13%, 05/20/26<sup>(c)</sup> |  | 464 | 422240 |
|  |  |  | 2453046 |
| **India — 0.0%** |  |  |  |
|  GMR Hyderabad International Airport Ltd., 5.38%, 04/10/24 |  | 397 | 391492 |
|  HDFC Bank Ltd., (5 year CMT + 2.93%), 3.70%<sup>(a)(c)(p)</sup> |  | 549 | 479002 |
|  Indian Railway Finance Corp. Ltd., 3.25%, 02/13/30<sup>(c)</sup> |  | 660 | 579067 |
|  Power Finance Corp. Ltd., 4.50%, 06/18/29<sup>(c)</sup> |  | 500 | 465094 |
|  REC Ltd., 2.75%, 01/13/27<sup>(c)</sup> |  | 500 | 449965 |
|  REI Agro Ltd.<sup>(f)(o)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/13/21 |  | 44430 | 368535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/13/21<sup>(c)(e)</sup> |  | 8271 | 1 |
|  ReNew Power Pvt Ltd., 5.88%, 03/05/27<sup>(c)</sup> |  | 313 | 297908 |
|  Shriram Finance Ltd., 4.40%, 03/13/24<sup>(c)</sup> |  | 703 | 674880 |
|  |  |  | 3705944 |
| **Indonesia<sup>(c)</sup> — 0.0%** |  |  |  |
|  Bank Negara Indonesia Persero Tbk PT, 3.75%, 03/30/26 |  | 722 | 676955 |
|  Freeport Indonesia PT, 4.76%, 04/14/27 |  | 2217 | 2150734 |
|  Pertamina Persero PT, 3.65%, 07/30/29 |  | 2307 | 2128461 |
|  Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33 |  | 392 | 380164 |
|  Theta Capital Pte. Ltd., 8.13%, 01/22/25 |  | 998 | 862833 |
|  |  |  | 6199147 |
| **Ireland — 0.1%** |  |  |  |
|  Shire Acquisitions Investments Ireland DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/23/23 |  | 8049 | 7928679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/23/26 |  | 15525 | 14837618 |
|  |  |  | 22766297 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Isle of Man — 0.0%** |  |  |  |
|  AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 | USD | 1869 | $1654065 |
|  Gohl Capital Ltd., 4.25%, 01/24/27<sup>(c)</sup> |  | 1362 | 1251337 |
|  |  |  | 2905402 |
| **Israel<sup>(b)(c)</sup> — 0.0%** |  |  |  |
|  Bank Leumi Le-Israel BM, (5 year CMT + 3.47%), 7.13%, 07/18/33<sup>(a)</sup> |  | 929 | 954547 |
|  Leviathan Bond Ltd., 5.75%, 06/30/23 |  | 919 | 914865 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869412 |
| **Italy<sup>(b)</sup> — 0.3%** |  |  |  |
|  Castor SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 | 2814674 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. EURIBOR + 5.25%), 7.30%, 02/15/29<sup>(a)</sup> |  | 8819 | 9443765 |
|  Fiber Bidco Spa |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.00%, 10/25/27 |  | 4906 | 5772035 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. EURIBOR + 6.00%), 7.95%, 10/25/27<sup>(a)</sup> |  | 3228 | 3496600 |
|  Forno d'Asolo SpA, (3 mo. EURIBOR + 5.50%), 7.70%, 04/30/27<sup>(a)</sup> |  | 21390 | 20056700 |
|  Marcolin SpA, 6.13%, 11/15/26 |  | 10346 | 9616747 |
|  Shiba Bidco SpA, 4.50%, 10/31/28 |  | 9744 | 9073070 |
|  |  |  | 60273591 |
| **Japan — 0.1%** |  |  |  |
|  NTT Finance Corp., 4.14%, 07/26/24<sup>(b)</sup> | USD | 3686 | 3644700 |
|  Rakuten Group, Inc., 10.25%, 11/30/24<sup>(b)</sup> |  | 1960 | 1984444 |
|  Takeda Pharmaceutical Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/26/23 |  | 418 | 416349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 |  | 2714 | 2757619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 |  | 2055 | 1736220 |
|  |  |  | 10539332 |
| **Jersey — 0.0%** |  |  |  |
|  Aptiv PLC/Aptiv Corp., 3.25%, 03/01/32 |  | 2034 | 1755997 |
| **Luxembourg — 0.1%** |  |  |  |
|  Atento Luxco 1 SA, 8.00%, 02/10/26<sup>(b)</sup> |  | 829 | 451067 |
|  FEL Energy VI SARL, 5.75%, 12/01/40<sup>(c)(d)</sup> |  | 1757 | 1523734 |
|  Garfunkelux Holdco 3 SA, 6.75%, 11/01/25<sup>(b)</sup> | EUR | 1572 | 1298840 |
|  Herens Midco SARL, 5.25%, 05/15/29<sup>(b)</sup> |  | 12016 | 8866646 |
|  MC Brazil Downstream Trading SARL |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/30/31<sup>(c)</sup> | USD | 1323 | 1175909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/30/31<sup>(b)</sup> |  | 801 | 723054 |
|  Sani/Ikos Financial Holdings 1 SARL, 5.63%, 12/15/26<sup>(b)</sup> | EUR | 8042 | 8083826 |
|  |  |  | 22123076 |
| **Macau<sup>(c)</sup> — 0.0%** |  |  |  |
|  Champion Path Holdings Ltd., 4.50%, 01/27/26 | USD | 371 | 334827 |
|  MGM China Holdings Ltd., 5.88%, 05/15/26 |  | 796 | 752369 |
|  Studio City Finance Ltd., 5.00%, 01/15/29 |  | 1334 | 1073030 |
|  |  |  | 2160226 |
| **Malaysia<sup>(c)</sup> — 0.0%** |  |  |  |
|  CIMB Bank Bhd, 2.13%, 07/20/27 |  | 700 | 625538 |
|  Dua Capital Ltd., 2.78%, 05/11/31 |  | 1000 | 840640 |
|  TNB Global Ventures Capital Bhd, 4.85%, 11/01/28 |  | 1000 | 987687 |
|  |  |  | 2453865 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **Mauritius — 0.0%** |  |  |  |
|  CA Magnum Holdings, 5.38%, 10/31/26<sup>(c)</sup> | USD | 475 | $437000 |
|  HTA Group Ltd., 7.00%, 12/18/25<sup>(b)</sup> |  | 459 | 431259 |
|  India Green Energy Holdings, 5.38%, 04/29/24<sup>(b)</sup> |  | 829 | 802058 |
|  India Green Power Holdings, 4.00%, 02/22/27<sup>(c)</sup> |  | 600 | 516750 |
|  UPL Corp. Ltd., (5 year CMT + 3.87%), 5.25%<sup>(a)(c)(p)</sup> |  | 530 | 387496 |
|  |  |  | 2574563 |
| **Mexico — 0.1%** |  |  |  |
|  Alpek SAB de CV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/25/31<sup>(c)</sup> |  | 1471 | 1225343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/25/31<sup>(b)</sup> |  | 379 | 315707 |
|  Braskem Idesa SAPI, 6.99%, 02/20/32<sup>(b)</sup> |  | 1753 | 1289507 |
|  Comision Federal de Electricidad, 4.88%, 01/15/24<sup>(c)</sup> |  | 2190 | 2172617 |
|  Grupo Bimbo SAB de C.V.<sup>(a)(p)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.28%), 5.95%<sup>(c)</sup> |  | 1269 | 1262433 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.28%), 5.95%<sup>(b)</sup> |  | 829 | 824710 |
|  Mexico City Airport Trust, 5.50%, 07/31/47<sup>(c)</sup> |  | 1902 | 1532632 |
|  Petroleos Mexicanos |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/13/27 |  | 2074 | 1954278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/02/29 |  | 2221 | 2162699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/28/31 |  | 2489 | 1987218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/16/32 |  | 2863 | 2369132 |
|  Trust Fibra Uno, 4.87%, 01/15/30<sup>(c)</sup> |  | 1515 | 1389141 |
|  |  |  | 18485417 |
| **MultiNational — 0.2%** |  |  |  |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/27<sup>(b)</sup> |  | 347 | 346029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/01/28<sup>(c)</sup> | EUR | 4801 | 4339677 |
|  Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26<sup>(b)</sup> | USD | 9875 | 9442969 |
|  NXP BV/NXP Funding LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5666 | 5630304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/01/26 |  | 1157 | 1161674 |
|  NXP BV/NXP Funding LLC/NXP USA, Inc., 5.00%, 01/15/33 |  | 3728 | 3640784 |
|  Promigas SA ESP/Gases del Pacifico SAC, 3.75%, 10/16/29<sup>(b)</sup> |  | 902 | 747893 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25309330 |
| **Netherlands — 0.2%** |  |  |  |
|  Cooperatieve Rabobank UA, (1 year UK Government Bond + 1.05%), 1.88%, 07/12/28<sup>(a)(c)</sup> | GBP | 1100 | 1193799 |
|  Deutsche Telekom International Finance BV, 2.49%, 09/19/23<sup>(b)</sup> | USD | 1838 | 1809741 |
|  Equate Petrochemical BV<br>4.25%, 11/03/26<sup>(c)</sup> |  | 1097 | 1070782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/28/28<sup>(b)</sup> |  | 1188 | 1055687 |
|  Greenko Dutch BV, 3.85%, 03/29/26<sup>(c)</sup> |  | 477 | 424378 |
|  ING Groep NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/18/26<sup>(c)</sup> | GBP | 1100 | 1291094 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.64%), 3.87%, 03/28/26<sup>(a)</sup> | USD | 1085 | 1053780 |
|  LYB International Finance II BV, 3.50%, 03/02/27 |  | 11414 | 10833485 |
|  LyondellBasell Industries NV, 5.75%, 04/15/24 |  | 748 | 751860 |
|  Metinvest BV, 7.65%, 10/01/27<sup>(c)</sup> |  | 829 | 435225 |
|  Minejesa Capital BV, 4.63%, 08/10/30<sup>(c)</sup> |  | 1000 | 924000 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **Netherlands (continued)** |  |  |  |
|  Mondelez International Holdings Netherlands BV, 1.25%, 09/24/26<sup>(b)</sup> | USD | 124 | $109482 |
|  NXP BV/NXP Funding LLC/NXP USA, Inc., 3.40%, 05/01/30 |  | 2034 | 1814877 |
|  Trivium Packaging Finance BV, 5.50%, 08/15/26<sup>(b)</sup>  |  | 2265 | 2174264 |
|  Vivo Energy Investments BV, 5.13%, 09/24/27<sup>(b)</sup> |  | 2292 | 2135571 |
|  Volkswagen Financial Services NV<sup>(c)</sup><br>1.88%, 12/03/24 | GBP | 600 | 697922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/09/25 |  | 500 | 600781 |
|  |  |  | 28376728 |
| **Oman — 0.0%** |  |  |  |
|  OQ SAOC, 5.13%, 05/06/28<sup>(b)</sup> | USD | 829 | 797291 |
| **Panama — 0.0%** |  |  |  |
|  Aeropuerto Internacional de Tocumen SA, 5.13%, 08/11/61<sup>(b)</sup> |  | 829 | 672423 |
| **Paraguay — 0.0%** |  |  |  |
|  Frigorifico Concepcion SA, 7.70%, 07/21/28<sup>(b)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | 515525 |
| **Peru — 0.0%** |  |  |  |
|  Inkia Energy Ltd., 5.88%, 11/09/27<sup>(c)</sup> |  | 576 | 534600 |
|  Nexa Resources SA, 5.38%, 05/04/27<sup>(b)</sup> |  | 622 | 601474 |
|  |  |  | 1136074 |
| **Republic of Korea — 0.0%** |  |  |  |
|  Hanwha Life Insurance Co. Ltd., (5 year CMT + 1.85%), 3.38%, 02/04/32<sup>(a)(c)</sup> |  | 600 | 527738 |
|  LG Chem Ltd., 2.38%, 07/07/31(c) |  | 1100 | 891550 |
|  POSCO<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 01/17/26 |  | 593 | 600027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/17/33 |  | 200 | 210305 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229620 |
| **Singapore — 0.0%** |  |  |  |
|  BOC Aviation Ltd., 3.50%, 09/18/27<sup>(c)</sup> |  | 1000 | 936437 |
|  DBS Group Holdings Ltd., (5 year CMT + 1.92%), 3.30%<sup>(a)(c)(p)</sup> |  | 1000 | 945000 |
|  LLPL Capital Pte. Ltd., 6.88%, 02/04/39<sup>(c)</sup> |  | 1254 | 1141326 |
|  LMIRT Capital Pte. Ltd., 7.50%, 02/09/26<sup>(c)</sup> |  | 1139 | 775090 |
|  Puma International Financing SA, 5.13%, 10/06/24<sup>(b)</sup> |  | 1659 | 1599276 |
|  TML Holdings Pte. Ltd., 4.35%, 06/09/26<sup>(c)</sup> |  | 239 | 219103 |
|  |  |  | 5616232 |
| **South Africa — 0.0%** |  |  |  |
|  Sasol Financing USA LLC, 6.50%, 09/27/28 |  | 1609 | 1544640 |
| **South Korea — 0.1%** |  |  |  |
|  Hanwha Life Insurance Co. Ltd., (5 year CMT + 2.00%), 4.70%<sup>(a)(c)(p)</sup> |  | 1733 | 1702672 |
|  Kookmin Bank, (5 year CMT + 2.64%),<br>4.35%<sup>(a)(c)(p)</sup> |  | 400 | 385950 |
|  POSCO, 5.75%, 01/17/28<sup>(b)</sup> |  | 641 | 659717 |
|  SK Hynix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/17/26<sup>(c)</sup> |  | 400 | 403620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 01/17/28<sup>(b)</sup> |  | 2360 | 2393689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 01/17/28<sup>(c)</sup> |  | 200 | 202855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/19/31<sup>(c)</sup> |  | 1000 | 753313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/17/33<sup>(c)</sup> |  | 250 | 252603 |
|  |  |  | 6754419 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **Spain<sup>(c)</sup> — 0.1%** |  |  |  |
|  AI Candelaria Spain SA, 7.50%, 12/15/28 | USD | 1055 | $1001933 |
|  Banco Santander SA, (1 year UK Government Bond + 1.80%), 3.13%, 10/06/26<sup>(a)</sup> | GBP | 4000 | 4659925 |
|  Telefonica Emisiones SA, 5.38%, 02/02/26 |  | 2200 | 2754580 |
|  |  |  | 8416438 |
| **Sweden — 0.1%** |  |  |  |
|  Swedbank AB, (1 year UK Government Bond + 1.00%), 1.38%, 12/08/27<sup>(a)(c)</sup> |  | 1100 | 1187214 |
|  Verisure Holding AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/15/26<sup>(c)</sup> | EUR | 2087 | 2097514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/27<sup>(c)</sup> |  | 1880 | 1803773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 10/15/27<sup>(b)</sup> |  | 4248 | 4941767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 02/01/28<sup>(b)(d)</sup> |  | 2088 | 2272898 |
|  Verisure Midholding AB, 5.25%, 02/15/29<sup>(c)</sup> |  | 2723 | 2443908 |
|  |  |  | 14747074 |
| **Switzerland<sup>(a)(b)</sup> — 0.2%** |  |  |  |
|  UBS Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 0.83%), 1.01%, 07/30/24 | USD | 24443 | 23931333 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.55%), 4.49%, 05/12/26 |  | 3026 | 2981015 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.05%), 4.70%, 08/05/27 |  | 2509 | 2476445 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 2.40%), 4.99%, 08/05/33 |  | 2055 | 2011951 |
|  |  |  | 31400744 |
| **Thailand<sup>(c)</sup> — 0.0%** |  |  |  |
|  Bangkok Bank PCL<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 1.90%), 3.73%, 09/25/34 |  | 832 | 732160 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 4.73%), 5.00%<sup>(d)(p)</sup> |  | 412 | 396035 |
|  GC Treasury Center Co. Ltd., 2.98%, 03/18/31 |  | 820 | 684598 |
|  Kasikornbank PCL, (5 year CMT + 1.70%), 3.34%, 10/02/31<sup>(a)</sup> |  | 369 | 329786 |
|  Krung Thai Bank PCL, (5 year CMT + 3.53%), 4.40%<sup>(a)(p)</sup> |  | 396 | 363652 |
|  Muang Thai Life Assurance PCL, (10 year CMT + 2.40%), 3.55%, 01/27/37<sup>(a)</sup> |  | 1000 | 878750 |
|  |  |  | 3384981 |
| **Turkey — 0.1%** |  |  |  |
|  Bio City Development Co. B.V, 8.00%, 07/06/21<sup>(b)(e)(f)(g)(o)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13563855 |
| **United Arab Emirates — 0.0%** |  |  |  |
|  DP World Salaam, (5 year CMT + 5.75%), 6.00%<sup>(a)(c)(p)</sup> |  | 1659 | 1660037 |
| **United Kingdom — 0.7%** |  |  |  |
|  AstraZeneca PLC, 1.38%, 08/06/30 |  | 8390 | 6886847 |
|  Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/08/26<sup>(c)</sup> | GBP | 1100 | 1270299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/12/27<sup>(c)</sup> |  | 1100 | 1257981 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 3.50%), 7.44%, 11/02/33<sup>(a)</sup> | USD | 4118 | 4639785 |
|  BCP V Modular Services Finance II PLC, 6.13%, 11/30/28<sup>(b)</sup> | GBP | 12036 | 12772305 |
|  BCP V Modular Services Finance PLC, 6.75%, 11/30/29<sup>(b)</sup> | EUR | 16262 | 14010797 |
|  BG Energy Capital PLC, 5.13%, 12/01/25<sup>(c)</sup> | GBP | 2009 | 2539908 |
|  Boparan Finance PLC, 7.63%, 11/30/25<sup>(c)</sup> |  | 7310 | 6668976 |
|  Deuce Finco PLC, 5.50%, 06/15/27<sup>(b)</sup> |  | 23588 | 24559005 |
|  Diageo Capital PLC, 2.00%, 04/29/30 | USD | 3275 | 2793926 |
|  GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 |  | 2938 | 2786946 |
|  HSBC Holdings PLC<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.53%), 0.73%, 08/17/24 |  | 6308 | 6138975 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.71%), 0.98%, 05/24/25 |  | 1870 | 1756361 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United Kingdom (continued)** |  |  |  |
|  HSBC Holdings PLC<sup>(a)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.41%), 2.87%, 11/22/32 | USD | 3513 | $2877831 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR GBP + 1.31%), 1.75%, 07/24/27 | GBP | 1300 | 1423670 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.61%), 3.97%, 05/22/30 | USD | 2063 | 1902503 |
|  INEOS Finance PLC, 3.38%, 03/31/26<sup>(c)</sup> | EUR | 1632 | 1614307 |
|  Informa PLC, 3.13%, 07/05/26<sup>(c)</sup> | GBP | 1100 | 1266236 |
|  Inspired Entertainment Financing PLC, 7.88%, 06/01/26<sup>(b)</sup> |  | 7442 | 8562444 |
|  Kane Bidco Ltd.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/27 | EUR | 6662 | 6553941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/15/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8008 | 8593320 |
|  Lloyds Banking Group PLC, 2.25%, 10/16/24<sup>(c)</sup> |  | 2200 | 2602368 |
|  NatWest Group PLC<sup>(a)(c)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year GBP Swap + 1.49%), 2.88%, 09/19/26 |  | 1100 | 1276996 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year GBP Swap + 2.01%), 3.13%, 03/28/27 |  | 1100 | 1269350 |
|  Royalty Pharma PLC, 2.15%, 09/02/31 | USD | 2355 | 1871680 |
|  Santander U.K. Group Holdings PLC, 3.63%, 01/14/26<sup>(c)</sup> | GBP | 1100 | 1294227 |
|  Sky Ltd., 3.75%, 09/16/24<sup>(b)</sup> | USD | 1082 | 1063520 |
|  Vedanta Resources Finance II PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/23/23<sup>(c)</sup> |  | 524 | 498553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.95%, 03/11/25<sup>(b)</sup> |  | 1477 | 1155753 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131908810 |
| **United States — 9.2%** |  |  |  |
|  AbbVie, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/21/24 |  | 7769 | 7487050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25 |  | 6092 | 5975036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/14/25 |  | 14400 | 14035592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/14/26 |  | 202 | 193941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 |  | 6159 | 5726852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 |  | 2864 | 2795785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 |  | 4917 | 4672863 |
|  Affinity Gaming, 6.88%, 12/15/27<sup>(b)</sup> |  | 1580 | 1414495 |
|  Air Lease Corp., 5.30%, 02/01/28<sup>(d)</sup> |  | 2770 | 2765414 |
|  Alexandria Real Estate Equities, Inc., 1.88%, 02/01/33 |  | 3588 | 2773709 |
|  Allegiant Travel Co.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 02/05/24 |  | 19212 | 19212000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 08/15/27 |  | 2340 | 2287613 |
|  Amazon.com, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 |  | 3010 | 2564355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/01/32 |  | 8629 | 8833524 |
|  American Express Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/04/25 |  | 171 | 162688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/25 |  | 4127 | 4063627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 |  | 2034 | 1986614 |
|  American International Group, Inc., 3.90%, 04/01/26 |  | 1537 | 1505578 |
|  American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/15/24 |  | 8040 | 7866480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/15/26 |  | 3139 | 3102490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 |  | 2034 | 1666463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 |  | 6795 | 5729245 |
|  American Water Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 |  | 4365 | 3903559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/01/32 |  | 2063 | 2056890 |
|  Amgen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/21/25 |  | 167 | 157511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/01/25 |  | 967 | 933736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/07/26<sup>(c)</sup> | GBP | 1100 | 1404803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/22/29 | USD | 1655 | 1519768 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Amgen, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | USD | 3970 | $3834774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/25/31 |  | 2063 | 1735869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/15/32 |  | 2034 | 1645579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 |  | 6162 | 5593960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 |  | 8933 | 6169734 |
|  Amkor Technology, Inc., 6.63%, 09/15/27<sup>(b)</sup> |  | 1245 | 1250129 |
|  Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 3.65%, 02/01/26 |  | 7178 | 7014421 |
|  Anheuser-Busch InBev Worldwide, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 |  | 6160 | 5809827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/23/31 |  | 4126 | 4273041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 |  | 2084 | 2738120 |
|  Aon Corp./Aon Global Holdings PLC, 2.60%, 12/02/31 |  | 3307 | 2803883 |
|  Apple, Inc., 3.35%, 08/08/32 |  | 4126 | 3855366 |
|  AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 03/25/26 |  | 5890 | 5405939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/04/26 | GBP | 2200 | 2555717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/27<sup>(c)</sup> |  | 1100 | 1392072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 | USD | 7121 | 6952225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 |  | 3287 | 2834809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 |  | 6160 | 5029961 |
|  Autodesk, Inc., 2.85%, 01/15/30 |  | 2985 | 2644206 |
|  AvalonBay Communities, Inc., 5.00%, 02/15/33 |  | 2718 | 2824500 |
|  Azul Investments LLP, 7.25%, 06/15/26<sup>(b)</sup> |  | 829 | 499628 |
|  Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/19/26 |  | 199 | 193626 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.65%), 1.53%, 12/06/25<sup>(a)</sup> |  | 385 | 359797 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.67%), 1.84%, 02/04/25<sup>(a)</sup> |  | 3979 | 3840474 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.11%), 3.84%, 04/25/25<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10228071 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.21%), 2.57%, 10/20/32<sup>(a)</sup> |  | 2352 | 1944744 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.32%), 2.69%, 04/22/32<sup>(a)</sup> |  | 5176 | 4369852 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.33%), 3.38%, 04/02/26<sup>(a)</sup> |  | 6264 | 6059247 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.37%), 1.92%, 10/24/31<sup>(a)</sup> |  | 2979 | 2396480 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.53%), 1.90%, 07/23/31<sup>(a)</sup> |  | 1007 | 814010 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.75%), 4.83%, 07/22/26<sup>(a)</sup> |  | 5145 | 5132045 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.15%), 2.59%, 04/29/31<sup>(a)</sup> |  | 3281 | 2806021 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.81%), 3.37%, 01/23/26<sup>(a)</sup> |  | 1479 | 1428153 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.87%), 2.46%, 10/22/25<sup>(a)</sup> |  | 621 | 593678 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.97%), 3.46%, 03/15/25<sup>(a)</sup> |  | 257 | 252023 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.99%), 2.50%, 02/13/31<sup>(a)</sup> |  | 4681 | 3981777 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.51%), 3.71%, 04/24/28<sup>(a)</sup> |  | 182 | 173545 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.58%), 3.82%, 01/20/28<sup>(a)</sup> |  | 427 | 411071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, (1 day SOFR + 0.91%), 1.66%, 03/11/27<sup>(a)</sup> |  | 187 | 168875 |
|  Bank of New York Mellon Corp.<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.35%), 4.41%, 07/24/26 |  | 7435 | 7383628 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.42%), 4.29%, 06/13/33 |  | 2893 | 2799273 |
|  Baxter International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 |  | 3762 | 3290469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 |  | 3369 | 2760856 |
|  Becton Dickinson and Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/06/27<sup>(h)</sup> |  | 12332 | 11992685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 |  | 3150 | 2802030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.96%, 02/11/31 |  | 3403 | 2801653 |
|  Beeper CO, (6 mo. SOFR + 6.88%, 1.50% Floor), 10.46%, 12/21/27 |  | 11120 | 11008800 |
|  Berry Global, Inc., 4.88%, 07/15/26<sup>(b)</sup> |  | 396 | 385704 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  BP Capital Markets America, Inc., 2.72%, 01/12/32 | USD | 5411 | $4729104 |
|  Bristol-Myers Squibb Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 |  | 2063 | 1685990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/32 |  | 1241 | 1124473 |
|  Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27 |  | 7230 | 6966421 |
|  Broadcom, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/25 |  | 5291 | 5058241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 |  | 3320 | 3283707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 |  | 2063 | 1924433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/15/31<sup>(b)</sup> |  | 2415 | 1982442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 |  | 5825 | 5364077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 04/15/33<sup>(b)</sup> |  | 8144 | 6832390 |
|  Caesars Entertainment, Inc., 7.00%, 02/15/30<sup>(b)(j)</sup> |  | 2653 | 2699428 |
|  Caresyntax, Inc., 15.00%, 12/31/24<sup>(e)</sup> |  | 1102 | 1134228 |
|  Carrols Restaurant Group, Inc., 5.88%, 07/01/29<sup>(b)</sup>  |  | 2712 | 2083709 |
|  CDI Escrow Issuer, Inc., 5.75%, 04/01/30<sup>(b)</sup> |  | 2252 | 2133770 |
|  Charter Communications Operating LLC/Charter Communications Operating Capital, 2.25%, 01/15/29 |  | 2269 | 1901936 |
|  Citigroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/01/26 |  | 68 | 65493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/23/26 | GBP | 1677 | 1865392 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.15%), 2.67%, 01/29/31<sup>(a)</sup> | USD | 3830 | 3296500 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.17%), 2.56%, 05/01/32<sup>(a)</sup> |  | 2761 | 2299303 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.35%), 3.06%, 01/25/33<sup>(a)</sup> |  | 2063 | 1767234 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.37%), 4.14%, 05/24/25<sup>(a)</sup> |  | 2000 | 1977394 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.53%), 3.29%, 03/17/26<sup>(a)</sup> |  | 8186 | 7879959 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.55%), 5.61%, 09/29/26<sup>(a)</sup> |  | 4157 | 4223741 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.94%), 3.79%, 03/17/33<sup>(a)</sup> |  | 2063 | 1868932 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.11%), 2.57%, 06/03/31<sup>(a)</sup> |  | 4064 | 3448760 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.34%), 6.27%, 11/17/33<sup>(a)</sup> |  | 4126 | 4493315 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 0.90%), 3.35%, 04/24/25<sup>(a)</sup> |  | 1030 | 1007749 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.34%), 3.98%, 03/20/30<sup>(a)</sup> |  | 1032 | 970518 |
|  Clorox Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/29 |  | 3347 | 3305994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/01/32 |  | 2792 | 2794683 |
|  Cloud Software Group Holdings, Inc., 6.50%, 03/31/29<sup>(b)</sup> |  | 1435 | 1259340 |
|  Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10881363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 |  | 2433 | 2036301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/15/32 |  | 2958 | 3184295 |
|  Conagra Brands, Inc., 4.30%, 05/01/24 |  | 313 | 309758 |
|  Corebridge Global Funding, 0.65%, 06/17/24<sup>(b)</sup> |  | 3058 | 2887627 |
|  Cox Communications, Inc., 3.85%, 02/01/25<sup>(b)</sup> |  | 5025 | 4891816 |
|  Crown Castle, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/26 |  | 5302 | 5115288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/11/28<sup>(d)</sup> |  | 2249 | 2275518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 |  | 2871 | 2784944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 |  | 4154 | 3776042 |
|  CSX Corp., 4.10%, 11/15/32 |  | 4925 | 4783425 |
|  CVS Health Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/20/25 |  | 2836 | 2778258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/01/26 |  | 6439 | 6093497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 |  | 5712 | 4954627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 |  | 4968 | 4883880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 |  | 2063 | 1932938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/21/30 |  | 5412 | 4381536 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  CVS Health Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/15/31 | USD | 4139 | $3396067 |
|  Dell International LLC/EMC Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/23 |  | 3648 | 3652427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 06/15/26 |  | 4932 | 5072549 |
|  Discovery Communications LLC, 3.80%, 03/13/24 |  | 3014 | 2962521 |
|  DocuSign, Inc., 0.00%, 01/15/24<sup>(d)(q)</sup> |  | 1335 | 1268918 |
|  Dollar General Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/20/24 |  | 2067 | 2048137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/27 |  | 5019 | 4870074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 |  | 6723 | 6818342 |
|  Earthstone Energy Holdings LLC, 8.00%, 04/15/27<sup>(b)</sup> |  | 8929 | 8705775 |
|  Eaton Corp., 4.15%, 03/15/33 |  | 2857 | 2762884 |
|  Ecolab, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 |  | 5252 | 5387308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 |  | 4218 | 3522056 |
|  Edison International, 6.95%, 11/15/29 |  | 2063 | 2239765 |
|  Elevance Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/15/25 |  | 120 | 114670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 |  | 7143 | 6889293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/32 |  | 2034 | 1955434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 |  | 9054 | 9618083 |
|  Energy Transfer LP, 4.20%, 09/15/23 |  | 1982 | 1966975 |
|  Enterprise Products Operating LLC<br>3.13%, 07/31/29 |  | 2034 | 1857334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/31/33<sup>(d)</sup> |  | 3638 | 3781268 |
|  EQM Midstream Partners LP<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/01/27 |  | 810 | 809982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/01/30 |  | 405 | 404494 |
|  Equinix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 07/15/25 |  | 7074 | 6476280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 05/15/26 |  | 4600 | 4127044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 |  | 4999 | 4177473 |
|  Expedia Group, Inc., 3.25%, 02/15/30 |  | 3159 | 2776987 |
|  Fifth Third Bancorp, (1 day SOFR + 1.36%), 4.06%, 04/25/28<sup>(a)</sup> |  | 3624 | 3503994 |
|  Fiserv, Inc., 3.80%, 10/01/23 |  | 1992 | 1975915 |
|  Flyr Convertible Notes, 8.00%, 08/10/27<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14214817 |
|  Flyr Secured Notes, (1 mo. SOFR + 5.00%, 0.50% Floor), 9.24%, 05/10/27<sup>(e)</sup> |  | 6580 | 6102950 |
|  Freed Corp., 10.00%, 12/02/23<sup>(e)</sup> |  | 16723 | 16137717 |
|  Freedom Mortgage Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 11/15/24 |  | 5170 | 5002130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 04/15/25 |  | 4519 | 4296815 |
|  Freeport-McMoRan, Inc., 5.40%, 11/14/34 |  | 2833 | 2819090 |
|  FreeWire Technologies, Inc., (3 mo. SOFRTE CME + 9.00%), 13.60%, 03/31/25<sup>(a)(e)</sup> |  | 8499 | 7925244 |
|  Frontier Communications Holdings LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/15/27 |  | 7630 | 7286040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/28 |  | 3719 | 3381129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 05/01/29 |  | 5384 | 4616780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 05/15/30 |  | 8393 | 8697246 |
|  Frontier Florida LLC, Series E, 6.86%, 02/01/28 |  | 7660 | 7108403 |
|  Frontier North, Inc., Series G, 6.73%, 02/15/28 |  | 5875 | 5421861 |
|  Full House Resorts, Inc., 8.25%, 02/15/28<sup>(b)</sup> |  | 349 | 325338 |
|  GCI LLC, 4.75%, 10/15/28<sup>(b)</sup> |  | 1436 | 1264455 |
|  GE HealthCare Technologies, Inc.<sup>(b)</sup> 5.86%, 03/15/30 |  | 3542 | 3758968 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  GE HealthCare Technologies, Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.91%, 11/22/32 | USD | 2063 | $2235553 |
|  Gen Digital, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/30/27 |  | 1375 | 1394319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 09/30/30 |  | 3888 | 3947486 |
|  General Mills, Inc., 2.88%, 04/15/30 |  | 2034 | 1817391 |
|  General Motors Co., 4.88%, 10/02/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16509599 |
|  General Motors Financial Co., Inc.<br>2.90%, 02/26/25 |  | 6359 | 6071266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 |  | 4097 | 3605882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 |  | 8490 | 6843439 |
|  Georgia-Pacific LLC, 3.60%, 03/01/25<sup>(b)</sup> |  | 148 | 144725 |
|  Gilead Sciences, Inc.<br>0.75%, 09/29/23 |  | 4724 | 4593974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/24 |  | 4737 | 4675909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/26 |  | 2087 | 2032927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 |  | 6208 | 5121429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 |  | 7693 | 5711428 |
|  Global Payments, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/15/25 |  | 647 | 617137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/27 |  | 923 | 924477 |
|  Goldman Sachs Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/03/24 |  | 4634 | 4589538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/24 |  | 9434 | 9246649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/25 |  | 5792 | 5622430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 04/10/28 | GBP | 1100 | 1494810 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.61%), 0.86%, 02/12/26<sup>(a)</sup> | USD | 234 | 214450 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.09%), 1.99%, 01/27/32<sup>(a)</sup> |  | 4064 | 3252870 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.25%), 2.38%, 07/21/32<sup>(a)</sup> |  | 3477 | 2846960 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.26%), 2.65%, 10/21/32<sup>(a)</sup> |  | 645 | 532057 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.28%), 2.62%, 04/22/32<sup>(a)</sup> |  | 3095 | 2586047 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series VAR, (1 day SOFR + 0.79%), 1.09%, 12/09/26<sup>(a)</sup> |  | 6909 | 6175927 |
|  GoTo Group, Inc., 5.50%, 09/01/27<sup>(b)</sup> |  | 4945 | 2488744 |
|  Green Plains SPE LLC, 11.75%, 02/09/26<sup>(b)(e)</sup> |  | 91561 | 86067340 |
|  Greenland Global Investment Ltd., 6.75%, 09/26/25<sup>(c)</sup> |  | 349 | 171010 |
|  GSK Consumer Healthcare Capital U.S. LLC, 3.02%, 03/24/24 |  | 1577 | 1540984 |
|  HCA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/24 |  | 416 | 415022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/01/25 |  | 5572 | 5593047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/25 |  | 6007 | 6013156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/26 |  | 5798 | 5901871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 |  | 5722 | 5885485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 |  | 5232 | 4689587 |
|  Healthpeak Properties, Inc., 5.25%, 12/15/32<sup>(d)</sup> |  | 1200 | 1223816 |
|  Home Depot, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 |  | 2063 | 1914599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 |  | 13522 | 10882069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 |  | 2709 | 2243784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 |  | 11485 | 11624696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 |  | 5199 | 3692017 |
|  Homes By West Bay LLC, 9.50%, 04/30/27<sup>(e)</sup> |  | 19399 | 17653090 |
|  Humana, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 08/03/23 |  | 14802 | 14474214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 |  | 106 | 93333 |
|  Huntington Bancshares, Inc. 2.55%, 02/04/30 |  | 2034 | 1744742 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Huntington Bancshares, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.97%), 4.44%, 08/04/28<sup>(a)</sup> | USD | 7729 | $7528936 |
|  Huntington National Bank, 5.65%, 01/10/30 |  | 1032 | 1073770 |
|  Intercontinental Exchange, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 |  | 4097 | 4042838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 |  | 4126 | 4089918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 |  | 2063 | 1745174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 |  | 2063 | 1623985 |
|  International Business Machines Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/15/26 |  | 6271 | 6051403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 |  | 5981 | 5931705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 |  | 6109 | 5134195 |
|  JPMorgan Chase & Co.<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.61%), 1.56%, 12/10/25 |  | 952 | 891726 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.26%), 2.96%, 01/25/33 |  | 2063 | 1768440 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.32%), 4.08%, 04/26/26 |  | 6548 | 6431996 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.51%), 2.74%, 10/15/30 |  | 3095 | 2705069 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.56%), 4.32%, 04/26/28 |  | 6890 | 6752939 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.85%), 2.08%, 04/22/26 |  | 8526 | 8007206 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.99%), 4.85%, 07/25/28 |  | 5940 | 5938496 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.08%), 4.91%, 07/25/33 |  | 2063 | 2055444 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR GBP + 0.68%), 0.99%, 04/28/26<sup>(c)</sup> | GBP | 2800 | 3172852 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.16%), 3.70%, 05/06/30 | USD | 996 | 927558 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.38%), 3.54%, 05/01/28 |  | 1474 | 1395526 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. SOFR + 0.58%), 0.97%, 06/23/25 |  | 9121 | 8593933 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. SOFR + 1.11%), 1.76%, 11/19/31 |  | 4064 | 3233526 |
|  Keurig Dr. Pepper, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/15/24 |  | 2917 | 2787122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 |  | 3787 | 3646335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 |  | 3610 | 3262767 |
|  Kinetik Holdings LP, 5.88%, 06/15/30<sup>(b)</sup> |  | 490 | 465500 |
|  KLA Corp., 4.65%, 07/15/32 |  | 4301 | 4368177 |
|  Kraft Heinz Foods Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/26 |  | 8399 | 7994394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/01/27<sup>(c)</sup> | GBP | 670 | 807322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | USD | 5129 | 4852885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 |  | 549 | 614970 |
|  L3Harris Technologies, Inc., 3.85%, 12/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12008950 |
|  Lam Research Corp., 4.00%, 03/15/29 |  | 1342 | 1314445 |
|  Lear Corp., 4.25%, 05/15/29 |  | 3013 | 2832537 |
|  Leidos, Inc., 2.95%, 05/15/23 |  | 3000 | 2981231 |
|  Lessen, Inc., 8.76%, 01/05/28<sup>(a)(b)(e)</sup> |  | 19124 | 18359340 |
|  Lightning eMotors, Inc., 7.50%, 05/15/24<sup>(b)(d)</sup> |  | 3362 | 1756645 |
|  Lions Gate Capital Holdings LLC, 5.50%, 04/15/29<sup>(b)</sup> |  | 5785 | 3760250 |
|  Lowe's Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/25 |  | 125 | 123170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/08/25 |  | 2238 | 2228171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 |  | 3320 | 3179219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 |  | 4601 | 3966079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 |  | 3095 | 3061503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 |  | 4473 | 3638402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 |  | 2034 | 1748241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 |  | 6137 | 5692576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 |  | 3866 | 3916240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 |  | 4416 | 3032525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 |  | 4321 | 3671893 |
|  Lumen Technologies, Inc., 5.13%, 12/15/26<sup>(b)</sup> |  | 1700 | 1453500 |
|  LYB International Finance III LLC, 2.25%, 10/01/30 |  | 2063 | 1716798 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Marsh & McLennan Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/24 | USD | 4640 | $4588683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/14/26 |  | 3542 | 3473539 |
|  Marvell Technology, Inc., 4.20%, 06/22/23 |  | 1225 | 1219366 |
|  Mauser Packaging Solutions Holding Co., 7.88%, 08/15/26<sup>(b)(d)(j)</sup> |  | 17196 | 17196000 |
|  Maxar Technologies, Inc., 7.75%, 06/15/27<sup>(b)</sup> |  | 4873 | 5095209 |
|  MCM Trust, 1.00%, 01/01/59<sup>(a)(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11193 | 11080943 |
|  Medline Borrower LP, 3.88%, 04/01/29<sup>(b)</sup> |  | 1282 | 1096129 |
|  Mercedes-Benz Finance North America LLC, 0.75%, 03/01/24<sup>(b)</sup> |  | 3887 | 3714569 |
|  Merck & Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 |  | 2063 | 1709534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 |  | 3196 | 2797037 |
|  MetLife, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/23/30 |  | 2063 | 2095078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/15/32 |  | 2034 | 2355416 |
|  Metropolitan Life Global Funding I<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/11/27 |  | 81 | 72973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/19/27 |  | 3220 | 2976528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/09/30 |  | 1823 | 1644987 |
|  Microchip Technology, Inc., 0.97%, 02/15/24 |  | 4530 | 4336593 |
|  Microsoft Corp., 2.53%, 06/01/50 |  | 13283 | 9465640 |
|  Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/27/26 |  | 7432 | 7043735 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.86%), 1.51%, 07/20/27<sup>(a)</sup> |  | 198 | 176661 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.03%), 1.79%, 02/13/32<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636023 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.14%), 2.70%, 01/22/31<sup>(a)</sup> |  | 420 | 364465 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.16%), 3.62%, 04/17/25<sup>(a)</sup> |  | 8567 | 8412051 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.18%), 2.24%, 07/21/32<sup>(a)</sup> |  | 1114 | 906094 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.30%), 5.05%, 01/28/27<sup>(a)(d)</sup> |  | 5435 | 5453874 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.61%), 4.21%, 04/20/28<sup>(a)</sup> |  | 8115 | 7879349 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.67%), 4.68%, 07/17/26<sup>(a)</sup> |  | 2325 | 2305568 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 3.12%), 3.62%, 04/01/31<sup>(a)</sup> |  | 3301 | 3036326 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.63%), 4.43%, 01/23/30<sup>(a)</sup> |  | 1032 | 1005665 |
|  Motorola Solutions, Inc., 5.60%, 06/01/32 |  | 2755 | 2808885 |
|  Nationstar Mortgage Holdings, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/27 |  | 591 | 548153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/28 |  | 4584 | 4005087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/30 |  | 4013 | 3250530 |
|  New Home Co., Inc., 7.25%, 10/15/25<sup>(b)</sup> |  | 2144 | 1859920 |
|  Newmont Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/29 |  | 3135 | 2758762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 07/15/32 |  | 3095 | 2592068 |
|  NextEra Energy Capital Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 03/21/24 |  | 6792 | 6653970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 |  | 4405 | 3732287 |
|  Norfolk Southern Corp., 3.00%, 03/15/32 |  | 2034 | 1812348 |
|  NRG Energy, Inc., 5.75%, 01/15/28 |  | 2440 | 2338240 |
|  NVIDIA Corp., 2.85%, 04/01/30 |  | 4100 | 3726550 |
|  Olympus Water U.S. Holding Corp., 7.13%, 10/01/27<sup>(b)</sup> |  | 2600 | 2548000 |
|  Oncor Electric Delivery Co. LLC, 4.55%, 09/15/32<sup>(d)(j)</sup> |  | 2063 | 2083999 |
|  ONEOK Partners LP, 4.90%, 03/15/25 |  | 9738 | 9698349 |
|  Oracle Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 09/15/23 |  | 8506 | 8370113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 |  | 3205 | 2819198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 |  | 7239 | 6235089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 |  | 4097 | 4453260 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Oracle Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | USD | 4968 | $3861389 |
|  Pacific Gas and Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/15/23 |  | 4025 | 3980896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/16/24 |  | 171 | 167844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 |  | 1257 | 1262043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 |  | 3900 | 3921998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 01/15/33<sup>(d)</sup> |  | 3365 | 3458676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 |  | 3468 | 2854443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/15/53<sup>(d)</sup> |  | 4980 | 5216184 |
|  Paramount Global, (5 year CMT + 4.00%), 6.38%, 03/30/62<sup>(a)</sup> |  | 3280 | 2861702 |
|  Parker-Hannifin Corp., 3.25%, 06/14/29 |  | 6273 | 5809040 |
|  Periama Holdings LLC, 5.95%, 04/19/26<sup>(c)</sup> |  | 891 | 855249 |
|  Pioneer Midco Notes, 10.50%, 11/18/30<sup>(b)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12823590 |
|  Pitney Bowes, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 03/15/27 |  | 12648 | 10604273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/15/29 |  | 2289 | 1802588 |
|  Playtika Holding Corp., 4.25%, 03/15/29<sup>(b)</sup> |  | 2097 | 1739996 |
|  PNC Financial Services Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/23/24 |  | 2074 | 2044760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 |  | 4221 | 3708796 |
|  PPG Industries, Inc., 1.20%, 03/15/26 |  | 1782 | 1604635 |
|  Principal Life Global Funding II<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 04/12/24 |  | 125 | 118758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/16/26 |  | 116 | 102456 |
|  Prologis LP, 2.25%, 01/15/32 |  | 1372 | 1147355 |
|  QUALCOMM, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/20/32 |  | 2321 | 1868879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/20/33 |  | 11160 | 11993090 |
|  Realty Income Corp., 5.63%, 10/13/32 |  | 4023 | 4264942 |
|  Regal Rexnord Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 02/15/26 |  | 4640 | 4715281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 04/15/28<sup>(d)</sup> |  | 4065 | 4126851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 02/15/30 |  | 3325 | 3390379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 04/15/33 |  | 2135 | 2189070 |
|  Regions Financial Corp., 2.25%, 05/18/25 |  | 238 | 224852 |
|  Ryder System, Inc., 2.50%, 09/01/24 |  | 305 | 292649 |
|  S&P Global, Inc., 2.45%, 03/01/27<sup>(b)</sup> |  | 4296 | 3995197 |
|  Sabre Global, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/15/25 |  | 6826 | 7003169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 09/01/25 |  | 2490 | 2442359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.25%, 12/15/27 |  | 3392 | 3595520 |
|  Sasol Financing USA LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/18/26 |  | 414 | 380921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/18/31 |  | 974 | 847283 |
|  Sealed Air Corp., 6.13%, 02/01/28<sup>(b)</sup> |  | 473 | 477210 |
|  Service Properties Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/23 |  | 1814 | 1800486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 10/01/24 |  | 753 | 710079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/25 |  | 2096 | 1897027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/25 |  | 3200 | 3146528 |
|  Sherwin-Williams Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 |  | 2063 | 1854834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/15/30 |  | 2184 | 1866808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/15/32 |  | 2063 | 1695724 |
|  SK Battery America, Inc., 2.13%, 01/26/26<sup>(c)</sup> |  | 1326 | 1152294 |
|  Skyworks Solutions, Inc., 0.90%, 06/01/23 |  | 1355 | 1334074 |
|  Southern California Edison Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 |  | 5230 | 4527162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 |  | 2544 | 2769170 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Southern California Edison Co. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K, 0.98%, 08/01/24 | USD | 3981 | $3747388 |
|  Splunk, Inc.<sup>(d)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/15/23 |  | 1405 | 1366363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 06/15/27 |  | 4230 | 3640338 |
|  Sprint LLC, 7.88%, 09/15/23 |  | 7209 | 7316219 |
|  Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.74%, 03/20/25 |  | 838 | 831437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/20/29 |  | 970 | 968316 |
|  Starbucks Corp., 2.25%, 03/12/30 |  | 3253 | 2807585 |
|  Steel Dynamics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/25 |  | 7140 | 6721148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/15/26 |  | 428 | 424832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 |  | 5045 | 4649591 |
|  Stem, Inc., 0.50%, 12/01/28<sup>(b)(d)</sup> |  | 749 | 503455 |
|  Stillwater Mining Co., 4.00%, 11/16/26<sup>(c)</sup> |  | 1701 | 1573425 |
|  Talen Energy Supply LLC<sup>(b)(f)(o)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 05/15/27 |  | 4306 | 4481747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 |  | 7664 | 7836440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 06/01/28 |  | 2995 | 3122009 |
|  Tap Rock Resources LLC, 7.00%, 10/01/26<sup>(b)</sup> |  | 10358 | 9803847 |
|  Texas Capital Bank NA, (3 mo. LIBOR US + |  |  |  |
|  4.50%), 9.25%, 09/30/24<sup>(a)(b)</sup> |  | 11008 | 10702921 |
|  Texas Instruments, Inc., 1.75%, 05/04/30 |  | 825 | 701518 |
|  Thermo Fisher Scientific, Inc., 2.00%, 10/15/31 |  | 7694 | 6457723 |
|  T-Mobile USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/25 |  | 11537 | 11202941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 |  | 12085 | 11014642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 |  | 1032 | 966552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 |  | 3066 | 2743609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 |  | 4721 | 3993360 |
|  Toyota Motor Credit Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/22/27 |  | 306 | 290801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/12/28 |  | 1762 | 1779911 |
|  Truist Financial Corp.<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.61%), 1.27%, 03/02/27 |  | 3333 | 3014546 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.46%), 4.26%, 07/28/26 |  | 4127 | 4081024 |
|  U.S. Bancorp |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/26/28 |  | 4434 | 4372242 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 0.73%), 2.22%, 01/27/28<sup>(a)</sup> |  | 2264 | 2069390 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.66%), 4.55%, 07/22/28<sup>(a)</sup> |  | 10553 | 10537150 |
|  Union Pacific Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 |  | 2034 | 1974453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/14/32 |  | 6278 | 5559050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/20/33 |  | 4697 | 4737259 |
|  UnitedHealth Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 |  | 4097 | 4038595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 |  | 8132 | 8666549 |
|  Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 7.88%, 02/15/25<sup>(b)</sup> |  | 1675 | 1653092 |
|  Univision Communications, Inc.,<br>7.38%, 06/30/30<sup>(b)</sup> |  | 2413 | 2366316 |
|  Ventas Realty LP, 3.50%, 02/01/25 |  | 4772 | 4623649 |
|  Verizon Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.07%, 06/18/24 | GBP | 291 | 357849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4068729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 11/03/28 | GBP | 1100 | 1124952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 | USD | 1032 | 989449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 |  | 6190 | 5621574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 |  | 13005 | 11100372 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Verizon Communications, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | USD | 4097 | $3375128 |
|  Vertiv Group Corp., 4.13%, 11/15/28<sup>(b)</sup> |  | 4286 | 3716562 |
|  Viasat, Inc., 5.63%, 04/15/27<sup>(b)</sup> |  | 4624 | 4312990 |
|  VICI Properties LP/VICI Note Co., Inc., 5.63%, 05/01/24<sup>(b)</sup> |  | 810 | 808306 |
|  Vistra Operations Co. LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/13/25 |  | 2060 | 2020379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/15/27 |  | 10588 | 10225168 |
|  VMware, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 08/15/28 |  | 8304 | 7001935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 |  | 2034 | 1612034 |
|  Walt Disney Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/22/30 |  | 8031 | 7718123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 |  | 2063 | 1820741 |
|  Warnermedia Holdings, Inc., 3.43%, 03/15/24<sup>(b)</sup> |  | 2196 | 2149304 |
|  Waste Management, Inc., 3.15%, 11/15/27 |  | 4147 | 3954986 |
|  Wells Fargo & Co., (1 day SOFR + 2.10%), 4.90%, 07/25/33<sup>(a)</sup> |  | 4064 | 4048243 |
|  Welltower OP LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/24 |  | 4962 | 4930617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/24 |  | 4794 | 4715088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/15/27 |  | 4284 | 3928580 |
|  Western Digital Corp., 1.50%, 02/01/24<sup>(d)</sup> |  | 8760 | 8409600 |
|  Workday, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 |  | 8235 | 7881254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 |  | 1962 | 1846579 |
|  WRKCo, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/25 |  | 2292 | 2232246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/26 |  | 1536 | 1530566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 |  | 2063 | 2045917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/33 |  | 2034 | 1722751 |
|  Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.50%, 03/01/25<sup>(b)</sup> |  | 565 | 549046 |
|  Xerox Holdings Corp., 5.00%, 08/15/25<sup>(b)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11594 | 10784749 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756266538 |
|  **Total Corporate Bonds — 13.1%<br>(Cost: $2,833,784,223)** | **Total Corporate Bonds — 13.1%<br>(Cost: $2,833,784,223)** |  | 2498593735 |
|  **Floating Rate Loan Interests<sup>(a)</sup>** | **Floating Rate Loan Interests<sup>(a)</sup>** | **Floating Rate Loan Interests<sup>(a)</sup>** | **Floating Rate Loan Interests<sup>(a)</sup>** |
| **Australia<sup>(e)</sup> — 0.0%** |  |  |  |
|  Oceana Australian Fixed Income Trust, A Note Upsize |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 01/21/24 | AUD | 1940 | 1345385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/28/26 |  | 10036 | 6898310 |
|  |  |  | 8243695 |
| **Belgium — 0.1%** |  |  |  |
|  Apollo Finco, 2021 EUR Term Loan B, (6 mo. EURIBOR + 4.85%), 7.60%, 10/01/28 | EUR | 20021 | 16759694 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **Canada — 0.1%** |  |  |  |
|  KDC/ONE Development Corp., Inc., 2020 EUR Term Loan B, (1 mo. EURIBOR + 5.00%), 7.13%, 12/22/25 | EUR | 23005 | $24634437 |
|  Kronos Acquisition Holdings, Inc., 2021 1st Lien Term Loan, (3 mo. SOFRTE + 6.00%, 1.00% Floor), 10.51%, 12/22/26 | USD | 1909 | 1887042 |
|  |  |  | 26521479 |
| **France — 0.1%** |  |  |  |
|  Babilou Group, 2021 EUR Term Loan B, (3 mo. EURIBOR + 4.00%), 6.13%, 11/17/27 | EUR | 26693 | 28438917 |
| **Germany — 0.1%** |  |  |  |
|  Iris BidCo GmbH, EUR Term Loan B, (3 mo. EURIBOR + 5.00%), 7.49%, 06/29/28 |  | 12289 | 11031478 |
| **Jersey<sup>(e)</sup> — 0.1%** |  |  |  |
|  Vita Global Finco Ltd., EUR Term Loan B, (6 mo. EURIBOR + 7.00%), 9.44%, 07/06/27 |  | 8657 | 8870820 |
|  Vita Global FinCo Ltd., GBP Incremental Term Loan, (1 day SONIA + 7.00%), 8.69%, 07/06/27 | GBP | 5301 | 6175326 |
|  |  |  | 15046146 |
| **Luxembourg — 0.2%** |  |  |  |
|  Jazz Financing Lux SARL, USD Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 8.07%, 05/05/28 | USD | 4571 | 4564282 |
|  Luxembourg Life Fund<sup>(e)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 1st Lien Term Loan, (3 mo. LIBOR + 9.25%), 13.98%, 05/27/26 |  | 12479 | 12508861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (3 mo. LIBOR + 9.25%), 13.93%, 04/01/23 |  | 11132 | 11945122 |
|  |  |  | 29018265 |
| **Netherlands — 0.3%** |  |  |  |
|  Median B V, 2021 EUR Term Loan B, (6 mo. EURIBOR + 5.00%), 7.75%, 10/14/27 | EUR | 14250 | 12955095 |
|  Ziggo BV, 2019 EUR Term Loan H, (6 mo. EURIBOR + 3.00%), 3.76%, 01/31/29 |  | 39843 | 40897283 |
|  |  |  | 53852378 |
| **Spain — 0.1%** |  |  |  |
|  Promontoria Challenger I SA, EUR Term Loan, (1 mo. EURIBOR + 3.25%), 5.23%, 12/20/24<sup>(e)</sup> |  | 20226 | 21577083 |
| **Sweden — 0.1%** |  |  |  |
|  OptiGroup, EUR Term Loan B1, (3 mo. EURIBOR + 5.25%), 7.30% |  | 9165 | 9502910 |
| **United Kingdom<sup>(e)</sup> — 0.2%** |  |  |  |
|  Mercia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GBP Term Loan A1, (1 day SONIA + 2.40%), 5.33%, 04/09/26 | GBP | 9465 | 11551801 |
| &nbsp;&nbsp;&nbsp;&nbsp; GBP Term Loan A2, (1 day SONIA + 2.40%), 5.33%, 04/09/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23830472 |
| &nbsp;&nbsp;&nbsp;&nbsp; GBP Term Loan B1, (1 day SONIA + 2.40%), 5.33%, 04/09/26 |  | 1099 | 1341762 |
|  |  |  | 36724035 |
| **United States — 2.0%** |  |  |  |
|  Aimbridge Acquisition Co., Inc., 2020 Incremental Term Loan B, (1 mo. LIBOR + 4.75%, 0.75% Floor), 9.26%, 02/24/26 | USD | 9117 | 8407038 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Altar Bidco, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (12 mo. SOFR CME + 5.6%, 0.50% Floor), 10.51%, 02/01/30 | USD | 7240 | $6353100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (12 mo. SOFRTE + 3.10%), 6.61%, 02/01/29 |  | 2726 | 2659613 |
|  American Auto Auction Group LLC, 2021 Term Loan B, (3 mo. SOFRTE + 5.00%, 0.75% Floor), 9.73%, 12/30/27 |  | 10924 | 9196411 |
|  Avaya, Inc., 2022 Term Loan, (1 mo. SOFR CME + 10.00%, 1.00% Floor), 14.48%, 12/15/27 |  | 1207 | 683464 |
|  City Brewing Co. LLC, Closing Date Term Loan, (3 mo. LIBOR + 3.50%, 0.75% Floor), 8.33%, 04/05/28 |  | 2650 | 1179322 |
|  CML Hyatt Lost Pines, Term Loan, (1 mo. LIBOR + 3.43%), 7.70%, 09/09/26<sup>(e)</sup> |  | 16300 | 15936081 |
|  CML La Quinta Resort, Term Loan, (3 mo. LIBOR + 3.20%), 7.97%, 12/09/26<sup>(e)</sup> |  | 15500 | 14999061 |
|  CML Lake Tahoe Resort Hotel, Term Loan, (2 mo. LIBOR + 3.01%), 3.16%, 10/25/26<sup>(e)</sup> |  | 11574 | 11266086 |
|  CML Paradise Plaza, Term Loan, (3 mo. LIBOR + 3.60%), 8.41%, 12/07/26<sup>(e)</sup> |  | 16828 | 16265485 |
|  CML ST Regis Aspen, Term Loan, (1 mo. LIBOR + 2.90%), 7.36%, 02/10/25<sup>(e)</sup> |  | 18600 | 17840303 |
|  CML Trigrams, Term Loan, (3 mo. LIBOR + 2.25%), 7.04%, 09/15/24<sup>(e)</sup> |  | 27602 | 27699652 |
|  Cypher Bidco, EUR Term Loan, (6 mo. EURIBOR + 4.50%), 6.61%, 12/30/27<sup>(e)</sup> | EUR | 19970 | 20082032 |
|  Digital Room Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 5.25%, 0.50% Floor), 9.82%, 12/21/28 | USD | 3605 | 3181201 |
|  DirecTV Financing LLC, Term Loan, (1 mo. LIBOR + 5.00%, 0.75% Floor), 9.57%, 08/02/27 |  | 5719 | 5615984 |
|  DS Parent, Inc., Term Loan, (3 mo. LIBOR + 5.75%, 0.75% Floor), 10.48%, 12/10/28 |  | 5596 | 5392180 |
|  ECL Entertainment LLC, Term Loan, (1 mo. LIBOR + 7.50%, 0.75% Floor), 12.06%, 05/01/28 |  | 8010 | 7985418 |
|  Emerald Electronics Manufacturing Services, Term Loan, (1 mo. SOFRTE + 6.25%, 1.00% Floor), 10.91%, 12/29/27 |  | 4299 | 3987189 |
|  Galaxy Universal LLC, 1st Lien Term Loan, (3 mo. LIBOR + 5.75%, 1.00% Floor), 9.07%, 11/12/26<sup>(e)</sup> |  | 18688 | 18267394 |
|  Genesys Cloud Services Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR + 4.00%, 0.75% Floor), 8.57%, 12/01/27 |  | 1514 | 1484198 |
|  GoTo Group, Inc., Term Loan B, (1 mo. LIBOR + 4.75%), 9.30%, 08/31/27 |  | 12434 | 6838860 |
|  Green Plains Operating Co. LLC, Term Loan, (3 mo. LIBOR + 8.00%), 10.51%, 07/20/26<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15820302 |
|  Hilton Worldwide Finance LLC, 2019 Term Loan B2, (1 mo. SOFR CME + 1.75%), 6.38%, 06/22/26 |  | 19245 | 19211784 |
|  Hydrofarm Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 5.50%, (4.50)% Floor), 10.07%, 09/27/28<sup>(e)</sup> |  | 2725 | 2343053 |
|  Informatica LLC, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%), 7.38%, 10/27/28 |  | 1332 | 1327424 |
|  J&J Ventures Gaming LLC, Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 8.73%, 04/26/28 |  | 4103 | 3976496 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Jack Ohio Finance LLC, Term Loan, (1 mo. LIBOR + 4.75%, 0.75% Floor), 9.32%, 10/04/28<sup>(e)</sup> | USD | 2116 | $2094880 |
|  Maverick Gaming LLC, Term Loan B, (3 mo. LIBOR + 7.50%, 1.00% Floor), 12.23%, 09/03/26 |  | 3517 | 2755344 |
|  Naked Juice LLC, 2nd Lien Term Loan, (3 mo. SOFRTE + 6.00%, 0.50% Floor), 10.68%, 01/24/30 |  | 523 | 429514 |
|  Opendoor GP II LLC, Mezzanine Term Loan, 10.00%, 04/01/26<sup>(e)</sup> |  | 28024 | 26538632 |
|  OVG Business Services LLC, Initial Term Loan, (1 mo. LIBOR + 6.25%, 1.00% Floor), 10.80%, 11/19/28<sup>(e)</sup> |  | 7159 | 6908341 |
|  Profrac Services LLC, 2022 Term Loan, (3 mo. SOFRTE + 7.25%, 1.00% Floor), 12.10%, 03/04/25 |  | 5876 | 6022673 |
|  Redstone Holdco 2 LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (3 mo. LIBOR + 7.75%, 0.75% Floor), 12.56%, 04/27/29 |  | 6772 | 3809250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 9.57%, 04/27/28 |  | 9281 | 7476142 |
|  SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 8.83%, 03/16/27 |  | 5756 | 5633453 |
|  Sheraton Austin, CML Term Loan, (3 mo. LIBOR + 3.48%), 8.24%, 06/01/24<sup>(e)</sup> |  | 18180 | 17502255 |
|  Signal Parent, Inc., Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 8.07%, 04/03/28 |  | 4193 | 2994567 |
|  Sonder Secured Notes, 01/19/27<sup>(e)(r)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21900 | 19144533 |
|  Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.50%, 0.75% Floor), 8.33%, 06/08/28 |  | 1257 | 1233604 |
|  Starwood Property Trust, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.11%, 0.50% Floor), 5.50%, 06/09/26<sup>(e)</sup> |  | 19120 | 18268553 |
|  Talen Energy Supply LLC, 2022 DIP Term Loan, (3 mo. SOFR CME + 4.75%, 0.75% Floor), 9.06%, 11/10/23 |  | 10446 | 10519122 |
|  Vaco Holdings, LLC, 2022 Term Loan, (3 mo. SOFR CME + 5.00%), 9.73%, 01/21/29 |  | 4282 | 4199669 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383529663 |
|  **Floating Rate Loan Interests — 3.4%<br>(Cost: $691,293,587)** | **Floating Rate Loan Interests — 3.4%<br>(Cost: $691,293,587)** |  | 640245743 |
|  **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Argentina — 0.2%** |  |  |  |
|  Argentine Republic Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/09/29 |  | 3751 | 1278981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 07/09/30<sup>(s)</sup> |  | 35805 | 12675054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 07/09/35<sup>(s)</sup> |  | 44033 | 13562372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/09/38<sup>(s)</sup> |  | 14865 | 5433055 |
|  |  |  | 32949462 |
| **Bahrain — 0.0%** |  |  |  |
|  Bahrain Government International Bond, 5.45%, 09/16/32<sup>(c)</sup> |  | 1402 | 1268810 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
|  **Brazil — 0.7%** |  |  |
|  Brazil Letras do Tesouro Nacional, 0.00%, 07/01/24<sup>(q)</sup> | 591234 | $97932631 |
|  Brazil Notas do Tesouro Nacional |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 01/01/25 | 121274 | 22815921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, 10.00%, 01/01/27 | 53773 | 9731612 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130480164 |
| **Canada — 0.5%** |  |  |
|  Canadian Government Bond, 0.25%, 03/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142065 | 97203830 |
| **Chile — 0.0%** |  |  |
|  Chile Government International Bond, 4.34%, 03/07/42 | 2267 | 2009554 |
| **Colombia — 0.1%** |  |  |
|  Colombia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/28/26 | 3572 | 3410814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/25/27 | 1811 | 1639295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/15/31 | 4564 | 3449528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/20/33 | 2105 | 2160651 |
|  Colombian TES |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58200000 | 8895063 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 7.00%, 03/26/31 | 23205400 | 3682754 |
|  |  | 23238105 |
| **Czech Republic — 0.2%** |  |  |
|  Czech Republic Government Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/30/30 | 438690 | 20422168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 03/13/31 | 252540 | 8844290 |
|  |  | 29266458 |
| **Dominican Republic — 0.1%** |  |  |
|  Dominican Republic International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 01/29/26<sup>(c)</sup> | 1477 | 1517894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/25/27<sup>(c)</sup> | 2074 | 2066611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/22/29<sup>(b)</sup> | 1244 | 1167650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/30/30<sup>(b)</sup> | 2367 | 2057515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 02/03/31<sup>(b)(d)</sup> | 655 | 655000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/23/32<sup>(b)</sup> | 3821 | 3248567 |
|  |  | 10713237 |
| **Egypt<sup>(b)</sup> — 0.0%** |  |  |
|  Egypt Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 01/31/47 | 1099 | 774795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 02/16/61 | 1244 | 805490 |
|  |  | 1580285 |
| **Guatemala — 0.0%** |  |  |
|  Guatemala Government Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/03/26<sup>(c)</sup> | 1188 | 1148499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/10/29<sup>(c)</sup> | 2070 | 2006994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/10/29<sup>(b)</sup> | 1082 | 1049067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/07/33<sup>(c)</sup> | 1977 | 1660433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/07/41<sup>(b)</sup> | 259 | 215261 |
|  |  | 6080254 |
| **Hong Kong<sup>(c)</sup> — 0.0%** |  |  |
|  Hong Kong Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/11/28 | 250 | 256078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/11/33 | 200 | 211302 |
|  |  | 467380 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
|  **Hungary — 0.0%** |  |  |
|  Hungary Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/25/24 | 368 | $368644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/16/29<sup>(b)</sup> | 2199 | 2174261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/25/52<sup>(b)</sup> | 720 | 760500 |
|  |  | 3303405 |
| **Indonesia — 0.2%** |  |  |
|  Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/20/32 | 4355 | 4350035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/11/53<sup>(d)</sup> | 200 | 209522 |
|  Indonesia Treasury Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 05/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108989000 | 8082054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 06/15/38 | 215611000 | 14638966 |
|  Perusahaan Penerbit SBSN Indonesia III, 4.40%, 06/06/27<sup>(b)</sup> | 1151 | 1146811 |
|  Republic of Indonesia International Bond<sup>(d)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/11/28 | 200 | 199772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/11/33 | 200 | 201272 |
|  |  | 28828432 |
| **Ivory Coast — 0.0%** |  |  |
|  Ivory Coast Government International Bond, 6.38%, 03/03/28<sup>(c)</sup> | 3867 | 3741322 |
| **Mexico — 0.3%** |  |  |
|  Mex Bonos Desarr Fixed Rate Bond, 7.50%, 05/26/33 | 240858 | 11737135 |
|  Mexican Bonos, Series M, 7.75%, 05/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542223 | 27170658 |
|  Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/28 | 2037 | 1952464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 | 4408 | 3696108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 | 871 | 836160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 02/09/35 | 395 | 419293 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45811818 |
| **Nigeria — 0.0%** |  |  |
|  Nigeria Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.38%, 03/24/29<sup>(b)</sup> | 1336 | 1112220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 02/16/32<sup>(c)</sup> | 829 | 625895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 11/28/47<sup>(c)</sup> | 2004 | 1310115 |
|  |  | 3048230 |
| **Oman<sup>(c)</sup> — 0.0%** |  |  |
|  Oman Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/08/47 | 2074 | 1978078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/17/48 | 2489 | 2442331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/25/51 | 1180 | 1193275 |
|  |  | 5613684 |
| **Panama — 0.1%** |  |  |
|  Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 | 4043 | 3856769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 | 5381 | 4722837 |
|  |  | 8579606 |
| **Paraguay — 0.0%** |  |  |
|  Paraguay Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/28/31<sup>(b)</sup> | 435 | 421352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/13/48<sup>(c)</sup> | 1757 | 1586022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/30/50<sup>(c)</sup> | 2626 | 2337632 |
|  |  | 4345006 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
|  **Peru — 0.0%** |  |  |
|  Corp. Financiera de Desarrollo SA, 4.75%, 07/15/25<sup>(c)</sup> | 2203 | $2135258 |
|  Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | 2043 | 1725441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 | 3894 | 2905411 |
|  |  | 6766110 |
| **Philippines — 0.0%** |  |  |
|  Philippines Government International Bond, 2.65%, 12/10/45 | 1200 | 835632 |
| **Romania — 0.0%** |  |  |
|  Romanian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/25/27<sup>(b)</sup> | 2190 | 2154412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/11/29<sup>(c)</sup> | 2273 | 2108614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/08/30<sup>(c)</sup> | 2392 | 2086872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.12%, 07/16/31<sup>(c)</sup> | 1323 | 1053555 |
|  |  | 7403453 |
| **Saudi Arabia — 0.0%** |  |  |
|  Saudi Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/18/28<sup>(b)</sup> | 1445 | 1461618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/17/30<sup>(c)</sup> | 2553 | 2555074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/02/33<sup>(c)</sup> | 1896 | 1548558 |
|  |  | 5565250 |
| **Senegal — 0.0%** |  |  |
|  Senegal Government International Bond, 6.25%, 05/23/33<sup>(c)</sup> | 1300 | 1124500 |
| **South Africa — 0.2%** |  |  |
|  Republic of South Africa Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 09/30/29 | 1804 | 1641640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 03/31/32 | 119266 | 6023392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/20/32 | 1742 | 1613528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 01/31/40 | 125090 | 5925390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 01/31/44 | 62191 | 2818080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/12/46 | 2881 | 2095927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2030, 8.00%, 01/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254556 | 13396880 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33514837 |
| **Spain<sup>(b)(c)</sup> — 2.1%** |  |  |
|  Bonos Y Oblig Del Estado, 3.15%, 04/30/33 | 71859 | 76731836 |
|  Spain Government Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 10/31/32 | 268463 | 274304279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/31/46 | 22348 | 21667187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/30/66 | 24603 | 25001105 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397704407 |
| **Ukraine<sup>(f)(o)</sup> — 0.0%** |  |  |
|  Ukraine Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/01/25<sup>(c)</sup> | 1244 | 284021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/01/26<sup>(c)</sup> | 3515 | 755285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/15/35<sup>(b)</sup> | 3049 | 594174 |
|  |  | 1633480 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **Uruguay — 0.0%** |  |  |  |
|  Uruguay Government International Bond, 5.75%, 10/28/34 |  | 2256 | $2500776 |
|  **Total Foreign Agency Obligations — 4.7%<br>(Cost: $950,791,298)** | **Total Foreign Agency Obligations — 4.7%<br>(Cost: $950,791,298)** | **Total Foreign Agency Obligations — 4.7%<br>(Cost: $950,791,298)** | 895577487 |
|  |  | *Shares* |  |
|  **Investment Companies** |  |  |  |
| **United States — 1.8%** |  |  |  |
|  Industrial Select Sector SPDR Fund<sup>(h)</sup> |  | 112009 | 11408117 |
|  Invesco QQQ Trust, Series 1<sup>(h)</sup> |  | 308000 | 90742960 |
|  iShares 0-5 Year TIPS Bond ETF<sup>(g)</sup> |  | 190821 | 18652753 |
|  iShares Biotechnology ETF<sup>(g)(h)</sup> |  | 19698 | 2689762 |
|  iShares China Large-Cap ETF<sup>(g)(h)</sup> |  | 338194 | 10754569 |
|  iShares iBoxx $ High Yield Corporate Bond ETF<sup>(g)(h)</sup> |  | 353167 | 26957237 |
|  iShares JP Morgan USD Emerging Markets Bond ETF<sup>(g)</sup> |  | 273736 | 24064132 |
|  iShares Latin America 40 ETF<sup>(g)</sup> |  | 371046 | 9454252 |
|  iShares MSCI Brazil ETF<sup>(g)(h)</sup> |  | 436853 | 13254120 |
|  iShares MSCI Emerging Markets ETF<sup>(g)(h)</sup> |  | 56435 | 2334152 |
|  KraneShares Bosera MSCI China A 50 Connect Index ETF, Class A |  | 142472 | 4078973 |
|  KraneShares CSI China Internet ETF<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362905 | 46161592 |
|  SPDR Bloomberg High Yield Bond ETF |  | 95958 | 8984547 |
|  SPDR Gold Shares, B Shares<sup>(f)(l)</sup> |  | 228889 | 41064975 |
|  U.S. Oil Fund LP<sup>(f)(h)</sup> |  | 203215 | 14086864 |
|  VanEck Semiconductor ETF<sup>(f)(h)</sup> |  | 29977 | 7107547 |
|  VanEck Vectors J.P. Morgan EM Local Currency Bond ETF |  | 403122 | 10186893 |
|  **Total Investment Companies — 1.8%<br>(Cost: $328,126,572)** | **Total Investment Companies — 1.8%<br>(Cost: $328,126,572)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341983445 |
|  |  | *Par*<br> *(000)* |  |
|  **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |  |
| **United States — 3.5%** |  |  |  |
|  1211 Avenue of the Americas Trust, Series 2015-1211, Class D, 4.14%, 08/10/35<sup>(a)(b)</sup> | USD | 4330 | 3865925 |
|  Alen Mortgage Trust, Series 2021-ACEN, Class D, (1 mo. LIBOR US + 3.10%), 7.56%, 04/15/34<sup>(a)(b)</sup> |  | 5222 | 4143425 |
|  Arbor Multifamily Mortgage Securities Trust, Series E, Class E, 1.75%, 05/15/53<sup>(b)</sup> |  | 1650 | 948872 |
|  BAMLL Commercial Mortgage Securities Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A, (1 mo. LIBOR US + 0.85%), 5.31%, 09/15/34 |  | 2468 | 2446268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-200P, Class D, 3.60%, 04/14/33 |  | 730 | 658940 |
|  Bank, Series 2017-BNK9, Class A4, 3.54%, 11/15/54 |  | 1990 | 1887931 |
|  Bayview Commercial Asset<br>Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2005-3A, Class M6, (1 mo. LIBOR US + 1.05%), 5.44%, 11/25/35 |  | 344 | 309904 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Bayview Commercial Asset Trust<sup>(a)(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-3A, Class M1, (1 mo. LIBOR US + 0.51%), 5.02%, 10/25/36 | USD | 393 | $369378 |
|  BBCMS Mortgage Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-DELC, Class E, (1 mo. LIBOR US + 2.63%), 7.08%, 08/15/36 |  | 1677 | 1654829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-TALL, Class C, (1 mo. LIBOR US + 1.12%), 5.58%, 03/15/37<sup>(e)</sup> |  | 4880 | 4126040 |
|  Beast Mortgage Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SSCP, Class A, (1 mo. LIBOR US + 0.75%), 5.21%, 04/15/36 |  | 1955 | 1888976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SSCP, Class B, (1 mo. LIBOR US + 1.10%), 5.56%, 04/15/36 |  | 4812 | 4563995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SSCP, Class C, (1 mo. LIBOR US + 1.35%), 5.81%, 04/15/36 |  | 5803 | 5487554 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SSCP, Class D, (1 mo. LIBOR US + 1.60%), 6.06%, 04/15/36 |  | 5329 | 4980396 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SSCP, Class E, (1 mo. LIBOR US + 2.10%), 6.56%, 04/15/36 |  | 4614 | 4283405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SSCP, Class F, (1 mo. LIBOR US + 2.90%), 7.36%, 04/15/36 |  | 4410 | 4138830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SSCP, Class G, (1 mo. LIBOR US + 3.80%), 8.26%, 04/15/36 |  | 4993 | 4683659 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SSCP, Class H, (1 mo. LIBOR US + 4.90%), 9.36%, 04/15/36 |  | 3541 | 3325548 |
|  Benchmark Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B23, Class XA, 1.27%, 02/15/54<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B25, Class A5, 2.58%, 04/15/54 |  | 5050 | 4311506 |
|  BHMS Mortgage Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-ATLS, Class A, (1 mo. LIBOR US + 1.25%), 5.71%, 07/15/35 |  | 6720 | 6547563 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-ATLS, Class C, (1 mo. LIBOR US + 1.90%), 6.36%, 07/15/35 |  | 1583 | 1507682 |
|  BOCA Commercial Mortgage Trust, Series 2022- BOCA, Class A, (1 mo. SOFR + 1.77%), 6.25%, 05/15/39<sup>(a)(b)</sup> |  | 2411 | 2385505 |
|  BWAY Mortgage Trust, Series 2013-1515, Class D, 3.63%, 03/10/33<sup>(b)</sup> |  | 3735 | 3252329 |
|  BX Commercial Mortgage Trust<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-XL, Class A, (1 mo. SOFR + 1.03%), 5.51%, 10/15/36<sup>(a)</sup> |  | 2322 | 2311745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-XL, Class G, (1 mo. SOFR + 2.41%), 6.89%, 10/15/36<sup>(a)</sup> |  | 8011 | 7795330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-XL, Class J, (1 mo. SOFR + 2.76%), 7.24%, 10/15/36<sup>(a)</sup> |  | 13304 | 12872451 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-VIV4, Class A, 2.84%, 03/09/44 |  | 1425 | 1220040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-VKNG, Class G, (1 mo. SOFR + 3.36%), 7.84%, 10/15/37<sup>(a)</sup> |  | 1050 | 992440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-21M, Class E, (1 mo. LIBOR US + 2.17%), 6.63%, 10/15/36<sup>(a)</sup> |  | 6374 | 6206378 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CIP, Class E, (1 mo. LIBOR US + 2.82%), 7.28%, 12/15/38<sup>(a)</sup> |  | 11134 | 10493340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NWM, Class A, (1 mo. LIBOR US + 0.91%), 5.37%, 02/15/33<sup>(a)(e)</sup> |  | 18808 | 17867211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NWM, Class B, (1 mo. LIBOR US + 2.15%), 6.61%, 02/15/33<sup>(a)(e)</sup> |  | 11028 | 10476813 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NWM, Class C, (1 mo. LIBOR US + 4.25%), 8.71%, 02/15/33<sup>(a)(e)</sup> |  | 7282 | 6917826 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  BX Commercial Mortgage Trust<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SOAR, Class G, (1 mo. LIBOR US + 2.80%), 7.26%, 06/15/38<sup>(a)</sup> | USD | 14513 | $13827770 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-VINO, Class F, (1 mo. LIBOR US + 2.80%), 7.26%, 05/15/38<sup>(a)</sup> |  | 10351 | 9754742 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-XL2, Class A, (1 mo. LIBOR US + 0.69%), 5.15%, 10/15/38<sup>(a)</sup> |  | 2809 | 2730652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-XL2, Class F, (1 mo. LIBOR US + 2.24%), 6.70%, 10/15/38<sup>(a)</sup> |  | 15203 | 14479763 |
|  BX Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-OC11, Class D, 3.94%, 12/09/41 |  | 8408 | 7009577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-OC11, Class E, 3.94%, 12/09/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9490844 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ARIA, Class E, (1 mo. LIBOR US + 2.24%), 6.70%, 10/15/36 |  | 9187 | 8566232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MFM1, Class E, (1 mo. LIBOR US + 2.25%), 6.71%, 01/15/34 |  | 3160 | 3009785 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MFM1, Class F, (1 mo. LIBOR US + 3.00%), 7.46%, 01/15/34 |  | 4900 | 4645622 |
|  CAMB Commercial Mortgage Trust, Series 2019- LIFE, Class E, (1 mo. LIBOR US + 2.15%), 6.61%, 12/15/37<sup>(a)(b)</sup> |  | 2182 | 2132287 |
|  CD Mortgage Trust, Series 2017-CD6, Class B, 3.91%, 11/13/50<sup>(a)</sup> |  | 864 | 775603 |
|  CFCRE Commercial Mortgage Trust, Series 2018- TAN, Class C, 5.29%, 02/15/33<sup>(b)</sup> |  | 1060 | 1042987 |
|  Citigroup Commercial Mortgage Trust, Series 2018- C6, Class A4, 4.41%, 11/10/51 |  | 2000 | 1955170 |
|  Cold Storage Trust, Class A, (1 mo. LIBOR US + 0.90%), 5.36%, 11/15/37<sup>(a)(b)</sup> |  | 6007 | 5916746 |
|  Commercial Mortgage Trust, Series 2014-CR21, Class A3, 3.53%, 12/10/47 |  | 3802 | 3694090 |
|  Credit Suisse Mortgage Capital Certificates Trust<sup>(a)(b)</sup><br>3.95%, 02/15/27 |  | 11900 | 11638736 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-ICE4, Class B, (1 mo. LIBOR US + 1.23%), 5.69%, 05/15/36 |  | 1765 | 1747243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-ICE4, Class C, (1 mo. LIBOR US + 1.43%), 5.89%, 05/15/36 |  | 1829 | 1805999 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-ICE4, Class D, (1 mo. LIBOR US + 1.60%), 6.06%, 05/15/36 |  | 5897 | 5822842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-ICE4, Class E, (1 mo. LIBOR US + 2.15%), 6.61%, 05/15/36 |  | 5411 | 5315739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-ICE4, Class F, (1 mo. LIBOR US + 2.65%), 7.11%, 05/15/36 |  | 8135 | 7909957 |
|  CSAIL Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, 03/15/53 |  | 11759 | 10114542 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, Class C5, 4.64%, 11/15/48<sup>(a)</sup> |  | 1260 | 1167126 |
|  Csmc Trust<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-FACT, Class E, (1 mo. LIBOR US + 4.86%), 9.32%, 10/15/37<sup>(a)(e)</sup> |  | 1935 | 1743435 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-NET, Class A, 2.26%, 08/15/37 |  | 3944 | 3580641 |
|  DBGS Mortgage Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-BIOD, Class A, (1 mo. LIBOR US + 0.80%), 5.26%, 05/15/35 |  | 786 | 778924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-BIOD, Class D, (1 mo. LIBOR US + 1.30%), 5.76%, 05/15/35 |  | 1865 | 1823010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-BIOD, Class F, (1 mo. LIBOR US + 2.00%), 6.46%, 05/15/35 |  | 7767 | 7477574 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  DBWF Mortgage Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-GLKS, Class B, (1 mo. LIBOR US + 1.45%), 5.92%, 12/19/30 | USD | 2175 | $2114628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-GLKS, Class C, (1 mo. LIBOR US + 1.85%), 6.32%, 12/19/30 |  | 1650 | 1600384 |
|  ELP Commercial Mortgage Trust, Series 2021-ELP, Class F, (1 mo. LIBOR US + 2.67%), 7.13%, 11/15/38<sup>(a)(b)</sup> |  | 6593 | 6279482 |
|  Extended Stay America Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ESH, Class D, (1 mo. LIBOR US + 2.25%), 6.71%, 07/15/38 |  | 13923 | 13566122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ESH, Class E, (1 mo. LIBOR US + 2.85%), 7.31%, 07/15/38 |  | 9733 | 9440240 |
|  Federal Home Loan Mortgage Corp. STACR REMIC Trust, Series 2022-DNA1, Class B1, (30 day SOFR + 3.40%), 7.71%, 01/25/42<sup>(a)(b)</sup> |  | 2121 | 1988743 |
|  GCT Commercial Mortgage Trust, Series 2021- GCT D, Class D, (1 mo. LIBOR US + 2.35%), 6.81%, 02/15/38<sup>(a)(b)</sup> |  | 810 | 623921 |
|  GS Mortgage Securities Corp. Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DM, Class E, (1 mo. LIBOR US + 2.94%), 7.40%, 11/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12110155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ROSS, Class A, (1 mo. LIBOR US + 1.15%), 5.61%, 05/15/26 |  | 1480 | 1394042 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-ECI, Class A, (1 mo. SOFR + 2.19%), 6.67%, 08/15/39 |  | 1358 | 1359782 |
|  GS Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-GC47, Class AS, 2.73%, 05/12/53 |  | 4426 | 3716732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-GSA2, Class XA, 1.73%, 12/12/53<sup>(a)(b)</sup> |  | 2194 | 203520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-IP, Class A, (1 mo. LIBOR US + 0.95%), 5.41%, 10/15/36<sup>(a)(b)</sup> |  | 1493 | 1410871 |
|  Hudson Yards Mortgage Trust, Series 2016-10HY, Class E, 2.98%, 08/10/38<sup>(a)(b)</sup> |  | 897 | 762588 |
|  Independence Plaza Trust, Series 2018-INDP, Class B, 3.91%, 07/10/35<sup>(b)</sup> |  | 2215 | 2097036 |
|  JP Morgan Chase Commercial Mortgage Securities Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A, (1 mo. SOFR + 2.18%), 6.66%, 08/15/39 |  | 1795 | 1794427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class C, 3.45%, 01/05/39 |  | 3082 | 2451678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-WPT, Class DFL, (1 mo. LIBOR US + 2.50%), 6.90%, 07/05/33 |  | 1253 | 1145605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-INV5, Class F, (1 mo. LIBOR US + 2.95%), 7.41%, 04/15/38 |  | 3330 | 3171519 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MHC, Class E, (1 mo. LIBOR US + 2.45%), 6.91%, 04/15/38 |  | 7630 | 7348393 |
|  JP Morgan Mortgage Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-INV7, Class A2A, 2.50%, 12/25/51 |  | 70129 | 58434567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-INV7, Class A3A, 2.50%, 02/25/52 |  | 27824 | 24600448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-INV7, Class A4A, 2.50%, 02/25/52 |  | 10574 | 7438849 |
|  JPMCC Commercial Mortgage Securities Trust, Series 2019-COR4, Class A5, 4.03%, 03/10/52 |  | 4308 | 4039212 |
|  KKR Industrial Portfolio Trust, Series 2021-KDIP, Class A, (1 mo. SOFR + 0.66%), 5.14%, 12/15/37<sup>(a)(b)</sup> |  | 1900 | 1857430 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Life Mortgage Trust, Series 2021-BMR, Class F, (1 mo. LIBOR US + 2.35%), 6.81%, 03/15/38<sup>(a)(b)</sup> | USD | 7927 | $7589192 |
|  LUXE Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-TRIP, Class A, (1 mo. LIBOR US + 1.05%), 5.51%, 10/15/38 |  | 561 | 546490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-TRIP, Class E, (1 mo. LIBOR US + 2.75%), 7.21%, 10/15/38 |  | 1215 | 1145801 |
|  MCM Trust, 3.00%, 08/25/28<sup>(e)</sup> |  | 6479 | 4277908 |
|  MED Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021, (1 mo. LIBOR US + 0.95%), 5.41%, 11/15/38 |  | 1587 | 1547555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021, Class F, (1 mo. LIBOR US + 4.00%), 8.46%, 11/15/38 |  | 16361 | 15378513 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021, Class G, (1 mo. LIBOR US + 5.25%), 9.71%, 11/15/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16239845 |
|  MF1 Trust, Series 2021-W10, Class F, (1 mo. SOFR + 3.37%), 7.85%,<br>12/15/34<sup>(a)(b)</sup> |  | 8512 | 7904038 |
|  MHC Commercial Mortgage Trust<sup>(a)(b)</sup> Series 2021-MHC, Class E, (1 mo. LIBOR US + 2.10%), 6.56%, 04/15/38 |  | 13785 | 13336611 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MHC, Class F, (1 mo. LIBOR US + 2.60%), 7.06%, 04/15/38 |  | 2225 | 2147061 |
|  MHP Trust, Series 2021-STOR, Class G, (1 mo. LIBOR US + 2.75%), 7.21%, 07/15/38<sup>(a)(b)</sup> |  | 3936 | 3738870 |
|  Morgan Stanley Bank of America Merrill Lynch Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C24, Class C, 4.33%, 05/15/48<sup>(a)</sup> |  | 647 | 593298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C32, Class A4, 3.72%, 12/15/49 |  | 3377 | 3220000 |
|  Morgan Stanley Capital I Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-MP, Class A, 4.28%, 07/11/40<sup>(a)(b)</sup> |  | 2110 | 1894099 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-L4, Class A3, 2.70%, 02/15/53 |  | 2855 | 2487154 |
|  PKHL Commercial Mortgage Trust, Series 2021- MF, Class F, (1 mo. LIBOR US + 3.35%), 7.81%, 07/15/38<sup>(a)(b)</sup> |  | 1881 | 1715696 |
|  RIAL Issuer Ltd., Series 2022-FL8, Class A, (1 mo. SOFR + 2.25%), 6.73%, 01/19/37<sup>(a)(b)</sup> |  | 5707 | 5621452 |
|  SREIT Trust<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MFP, Class A, (1 mo. LIBOR US + 0.73%), 5.19%, 11/15/38 |  | 1605 | 1565265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MFP, Class F, (1 mo. LIBOR US + 2.62%), 7.08%, 11/15/38 |  | 9828 | 9385244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MFP2, Class F, (1 mo. LIBOR US + 2.62%), 7.08%, 11/15/36 |  | 4565 | 4347920 |
|  Starwood Trust, Series 2021-FLWR, Class E, (1 mo. LIBOR US + 1.92%), 6.38%, 07/15/36<sup>(a)(b)</sup> |  | 3290 | 3141737 |
|  TVC DSCR<sup>(e)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 02/01/51 |  | 6340 | 5538965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/01/51 |  | 25362 | 23614144 |
|  UBS Commercial Mortgage Trust, Series 2019- C17, Class A4, 2.92%, 10/15/52 |  | 1175 | 1043638 |
|  VNDO Trust, Series 2016-350P, Class D, 3.90%, 01/10/35<sup>(a)(b)</sup> |  | 2150 | 1795738 |
|  Wells Fargo Commercial Mortgage Trust<sup>(a)</sup> Series 2015-C28, Class AS, 3.87%, 05/15/48 |  | 3230 | 3076923 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **United States (continued)** |  |  |  |
|  Wells Fargo Commercial Mortgage Trust<sup>(a)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C38, Class C, 3.90%, 07/15/50 | USD | 1305 | $1098993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C41, Class B, 4.19%, 11/15/50 |  | 3149 | 2808348 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1745, Class A, 3.75%, 06/15/36<sup>(b)</sup> |  | 2162 | 1903619 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-C58, Class XA, 1.86%, 07/15/53 |  | 31357 | 3089057 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-C59, Class XA, 1.54%, 04/15/54 |  | 24937 | 2073330 |
|  Western Alliance Bank, 9.14%, 12/30/24<sup>(a)(b)</sup> |  | 33610 | 33584175 |
|  **Total Non-Agency Mortgage-Backed Securities — 3.5%<br>(Cost: $719,448,832)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660980858 |
|  |  | *Benefical<br>Interest (000)* |  |
|  **Other Interests** |  |  |  |
| **Canada — 0.1%** |  |  |  |
|  Sprott Private Resource Streaming<sup>(e)(t)</sup> | USD | 21280 | 26780434 |
|  **Total Other Interests — 0.1%<br>(Cost: $21,471,327)** |  |  | 26780434 |
|  |  | *Par*<br> *(000)* |  |
|  **Preferred Securities** |  |  |  |
| **Capital Trusts — 0.1%<sup>(a)</sup>** |  |  |  |
| **Mexico — 0.0%** |  |  |  |
|  Banco Mercantil del Norte SA, 5.88%<sup>(b)(p)</sup> | USD | 1037 | 956179 |
| **Philippines — 0.0%** |  |  |  |
|  Rizal Commercial Banking Corp., 6.50%<sup>(c)(p)</sup> |  | 1000 | 893750 |
| **Thailand — 0.0%** |  |  |  |
|  Kasikornbank PCL, 5.28%<sup>(c)(p)</sup> |  | 300 | 289500 |
| **United States — 0.1%** |  |  |  |
|  Prudential Financial, Inc., 5.63%, 06/15/43 |  | 5623 | 5594885 |
|  USB Capital IX, 5.81%<sup>(p)</sup> |  | 3935 | 3247952 |
|  |  |  | 8842837 |
|  |  |  | 10982266 |
|  |  | *Shares* |  |
| **Preferred Stocks — 2.8%** |  |  |  |
| **Brazil — 0.1%** |  |  |  |
|  Neon Pagamentos SA<sup>(e)</sup> |  | 39435 | 19939125 |
| **Finland — 0.0%** |  |  |  |
|  Aiven<sup>(e)</sup> |  | 86562 | 8791237 |
| **Germany — 0.3%** |  |  |  |
|  Dr Ing hc F Porsche AG<sup>(f)(h)</sup> |  | 197579 | 23491892 |
|  Volocopter GMBH, (Acquired 03/03/21, Cost: $22,418,516)<sup>(e)(i)</sup> |  | 4218 | 26875468 |
|  |  |  | 50367360 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares* | *Value* |
|  **India — 0.1%** |  |  |
|  Think & Learn Private Ltd., Series F, (Acquired 12/11/20, Cost:<br>$13,030,114)<sup>(e)(i)</sup> | 4047 | $9810575 |
| **Sweden — 0.0%** |  |  |
|  Volta, Series C, (Acquired 02/22/22, Cost:<br>$3,635,023)<sup>(e)(i)</sup> | 30817 | 3996538 |
| **United Kingdom — 0.0%** |  |  |
|  10X Future Technologies Holdings Ltd., (Acquired 05/13/21, Cost:<br>$24,142,699)<sup>(e)(i)</sup> | 637808 | 9066284 |
| **United States — 2.3%** |  |  |
|  2020 Cash Mandatory Exchangeable Trust, 06/01/23<sup>(b)(d)(f)</sup> | 34289 | 41357334 |
|  Aptiv PLC, Series A, 06/15/23<sup>(d)(f)</sup> | 132372 | 16677548 |
|  Boston Scientific Corp., Series A, 06/01/23<sup>(d)(f)</sup> | 88689 | 10122076 |
|  Breeze Aviation Group, Inc., Series B, (Acquired 07/30/21, Cost:<br>$17,069,096)<sup>(e)(i)</sup> | 31603 | 10071244 |
|  ByteDance Ltd., Series E-1, (Acquired 11/11/20, Cost: $33,821,714)<sup>(e)(i)</sup> | 308665 | 50331536 |
|  Caresyntax, Inc.<sup>(e)</sup> | 39141 | 2714428 |
|  Cruise, Series GClass G, (Acquired 03/25/21, Cost: $9,841,593)<sup>(e)(i)</sup> | 373495 | 5871341 |
|  Databricks, Inc.<sup>(e)(i)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, (Acquired 10/22/19, Cost: $11,769,837) | 822138 | 41616626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G, (Acquired 02/01/21, Cost: $13,141,188) | 222270 | 11251307 |
|  Deep Instinct Ltd.<sup>(e)(i)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D-2, (Acquired 03/19/21, Cost: $11,638,040) | 1914819 | 13154806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D-4, (Acquired 09/20/22, Cost: $10,933,893) | 1550832 | 10654216 |
|  Dream Finders Homes, Inc.<sup>(e)</sup> | 38156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35103520 |
|  Exo Imaging, Inc., Series C, (Acquired 06/24/21, Cost: $8,339,244)<sup>(e)(i)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423565 | 4199517 |
|  Farmer's Business Network, Inc.<sup>(e)(i)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, (Acquired 07/31/20, Cost: $8,907,002) | 269447 | 13394210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G, (Acquired 09/15/21, Cost: $2,533,428) | 40758 | 2026080 |
|  Jumpcloud, Inc.<sup>(e)(i)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E-1, (Acquired 10/30/20, Cost: $11,778,091) | 6458349 | 19052130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, (Acquired 09/03/21, Cost: $2,543,928) | 424788 | 1253125 |
|  Lesson Nine GmbH<sup>(e)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, | 841086 | 10892064 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, | 259727 | 3363465 |
|  Loadsmart, Inc.<sup>(e)(i)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, (Acquired 10/05/20, Cost: $10,694,460) | 1250814 | 18111787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, (Acquired 01/27/22, Cost: $2,628,040) | 131402 | 1902701 |
|  Lookout, Inc., Series F, (Acquired 09/19/14, Cost: $50,945,689)<sup>(e)(i)</sup> | 4459883 | 24395560 |
|  MNTN Digital, Inc., Series D, (Acquired 11/05/21, Cost: $7,559,970)<sup>(e)(i)</sup> | 329191 | 3400543 |
|  Mythic AI, Inc., Series C, (Acquired 01/26/21, Cost: $6,129,221)<sup>(e)(i)</sup> | 892159 | 151667 |
|  Noodle Partners, Inc., Series C, (Acquired 08/26/21, Cost: $9,816,152)<sup>(e)(i)</sup> | 1099886 | 7061268 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | <br> *Shares* | *Value* |
| **United States (continued)** |  |  |  |
|  PsiQuantum Corp., Series D, (Acquired 05/21/21, Cost: $5,269,814)<sup>(e)(i)</sup> |  | 200937 | $5009359 |
|  Relativity Space, Inc., Series E, (Acquired 05/27/21, Cost: $9,126,025)<sup>(e)(i)</sup> |  | 399649 | 6961886 |
|  SambaNova Systems, Inc.<sup>(e)(i)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, (Acquired 02/19/20, Cost: $11,739,902) |  | 220503 | 13999735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, (Acquired 04/09/21, Cost: $6,878,356) |  | 72390 | 4596041 |
|  Snorkel AI, Inc., Series C, (Acquired 06/30/21, Cost: $3,799,839)<sup>(e)(i)</sup> |  | 252991 | 1801296 |
|  Ursa Major Technologies, Inc.<sup>(e)(i)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, (Acquired 09/13/21, Cost: $9,742,600) |  | 1633349 | 12576787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, (Acquired 10/14/22, Cost: $1,326,169) |  | 200098 | 1540755 |
|  Verge Genomics, Inc., Series B, (Acquired 11/05/21, Cost: $9,084,160)<sup>(e)(i)</sup> |  | 1705369 | 8970241 |
|  Versa Networks, Inc., Series E, (Acquired 10/14/22, Cost: $5,641,940)<sup>(e)(i)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1933359 | 5220069 |
|  Zero Mass Water, Inc.<sup>(e)(i)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C-1, (Acquired 05/07/20, Cost: $8,796,956) |  | 558055 | 14939132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, (Acquired 07/05/22, Cost: $1,648,279) |  | 40240 | 1466346 |
|  |  |  | 435211746 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537182865 |
| **Trust Preferreds — 0.1%** |  |  |  |
| **United States — 0.1%** |  |  |  |
|  Citigroup Capital XIII, 10/30/40<sup>(a)</sup> |  | 629905 | 18090872 |
|  Wells Fargo & Co., Series L<sup>(d)(p)</sup> |  | 5825 | 7327792 |
|  |  |  | 25418664 |
|  **Total Preferred Securities — 3.0%<br>(Cost: $552,124,494)** | **Total Preferred Securities — 3.0%<br>(Cost: $552,124,494)** |  | 573583795 |
|  |  | *Par*<br> *(000)* |  |
| **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** |
| **Mortgage-Backed Securities — 12.3%** |  |  |  |
|  Fannie Mae, Series 2018-M13, Class A2, 3.74%, 09/25/30<sup>(a)</sup> | USD | 1761 | 1707566 |
|  Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K116, Class X1, 1.43%, 07/25/30 |  | 7764 | 627794 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series KL06, Class XFX, 1.36%, 12/25/29 |  | 8414 | 548466 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series KW09, Class X1, 0.80%, 05/25/29 |  | 57932 | 2197153 |
|  Freddie Mac Structured Pass-Through Certificates<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K105, Class X1, 1.52%, 01/25/30 |  | 35957 | 2994602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K109, Class X1, 1.58%, 04/25/30 |  | 15107 | 1320444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K110, Class X1, 1.70%, 04/25/30 |  | 8657 | 798190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K120, Class X1, 1.04%, 10/25/30 |  | 50187 | 3033162 |
|  Uniform Mortgage-Backed Securities<sup>(u)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/13/53 - 03/13/53 |  | 799366 | 749661029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/13/53 - 03/13/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596461 | 1576404642 |
|  **Total U.S. Government Sponsored Agency Securities — 12.3%<br>(Cost: $2,330,750,398)** | **Total U.S. Government Sponsored Agency Securities — 12.3%<br>(Cost: $2,330,750,398)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339293048 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **U.S. Treasury Obligations** |  |  |  |
|  U.S. Treasury Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 | USD | 31131 | $25184493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/42<sup>(v)</sup> |  | 74241 | 68881450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/42 |  | 41131 | 38887602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/52<sup>(v)</sup> |  | 54328 | 58097219 |
|  U.S. Treasury Inflation-Indexed Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 01/15/24 - 07/15/32<sup>(v)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368020370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 04/15/24 |  | 171139 | 166860798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 04/15/27 |  | 51792 | 48910507 |
|  U.S. Treasury Notes, 0.75%, 12/31/23<sup>(l)</sup> |  | 39431 | 38022997 |
| **Total U.S. Treasury Obligations — 4.3%<br> (Cost: $820,100,361)** |  |  | 812865436 |
|  |  | *Shares* |  |
| **Warrants** |  |  |  |
| **Israel<sup>(f)</sup> — 0.0%** |  |  |  |
|  Deep Instinct Ltd., (Acquired 09/20/22, Cost: $0), (1 Share for 1 Warrant, Expires 09/20/32) <sup>(e)(i)</sup> |  | 109339 | 635260 |
|  Innovid Corp., (Issued/Exercisable 01/28/21, 1 Share for 1 Warrant, Expires 12/31/27, Strike Price USD 11.50) |  | 49253 | 18962 |
|  |  |  | 654222 |
| **Switzerland — 0.0%** |  |  |  |
|  Cie Financiere Richemont SA, (Issued 11/27/20, Exercisable 11/22/23, 0.01 Share for 1 Warrant, Expires 11/22/23, Strike Price CHF 67.00)<sup>(f)</sup> |  | 4654 | 5389 |
| **United Kingdom — 0.0%** |  |  |  |
|  Hedosophia European Growth, (Issued 05/13/21, Exercisable 05/13/22, 1 Share for 1 Warrant, Expires 05/13/27, Strike Price EUR 11.50)<sup>(f)</sup> |  | 260415 | 3397 |
| **United States<sup>(f)</sup> — 0.2%** |  |  |  |
|  Cano Health, Inc., (Issued 07/06/20, Exercisable 07/06/21, 1 Share for 1 Warrant, Expires 06/03/26, Strike Price USD 11.50) |  | 268681 | 93232 |
|  Crown PropTech Acquisitions, (Issued 02/05/21, 1 Share for 1 Warrant, Expires 02/01/26, Strike Price USD 11.50)<sup>(e)</sup> |  | 271336 | 3 |
|  Crown PropTech Acquisitions, (Issued/Exercisable 01/25/21, 1 Share for 1 Warrant, Expires 12/31/27, Strike Price USD 11.50) |  | 162368 | 14613 |
|  Embark Technology, Inc., (Issued/Exercisable 12/28/20, 0.05 Share for 1 Warrant, Expires 12/31/27, Strike Price USD 230.00) |  | 126570 | 8860 |
|  EVgo, Inc., (Issued/Exercisable 11/10/20, 1 Share for 1 Warrant, Expires 09/15/25, Strike Price USD 11.50) |  | 146070 | 133362 |
|  Flyr Warrants, (Issued 05/10/22, 1 Share for 1 Warrant, Expires 05/10/32, Strike Price USD 3.95)<sup>(e)</sup> |  | 35428 | 521146 |
|  FreeWire Technologies, Inc., (Issued 04/27/22, 1 Share for 1 Warrant, Expires 04/26/27, Strike Price USD 3.35)<sup>(e)</sup> |  | 927998 | 695999 |
|  Green Plains, Inc., (Issued 02/05/21, 1 Share for 1 Warrant, Expires 04/28/26, Strike Price USD 22.00) |  | 1464976 | 28928280 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | <br> *Shares* | *Value* |
| **United States (continued)** |  |  |  |
|  Hippo Holdings, Inc., (Issued/Exercisable 01/04/21, 0.04 Share for 1 Warrant, Expires 08/02/26, Strike Price USD 287.50) |  | 123393 | $7416 |
|  Latch, Inc., (Issued/Exercisable 12/29/20, 1 Share for 1 Warrant, Expires 06/04/26, Strike Price USD 11.50)<sup>(h)</sup> |  | 111795 | 8161 |
|  Lightning eMotors, Inc., (Issued/Exercisable 05/13/20, 1 Share for 1 Warrant, Expires 05/18/25, Strike Price USD 11.50) |  | 292348 | 102953 |
|  Offerpad Solutions, Inc., (Issued/Exercisable 10/13/20, 1 Share for 1 Warrant, Expires 09/01/26, Strike Price USD 11.50) |  | 226443 | 16689 |
|  Proof Acquisition Corp. I, (1 Share for 1 Warrant, Expires 12/23/28, Strike Price USD 11.50)<sup>(e)</sup> |  | 271281 | 8138 |
|  Rotor Acquisition Corp., (Issued/Exercisable 01/14/21, 1 Share for 1 Warrant, Expires 06/15/27, Strike Price USD 11.50) |  | 92406 | 8317 |
|  Sarcos Technology & Robotics Corp., Class A, (Issued/Exercisable 12/21/20, 1 Share for 1 Warrant, Expires 09/24/26, Strike Price USD 11.50) |  | 254485 | 37002 |
|  Sonder Holdings, Inc., (Issued 11/19/20, Exercisable 01/19/21, 1 Share for 1 Warrant, Expires 11/19/26, Strike Price USD 12.50)<sup>(e)</sup> |  | 295710 | 2957 |
|  TPB Acquisition Corp. I, Class A, (Issued 02/19/21, Exercisable 02/19/22, 1 Share for 1 Warrant, Expires 02/19/23, Strike Price USD 11.50) |  | 95675 | 45627 |
|  Versa Networks, Inc., (Acquired 10/14/22, Cost: $0), (1 Share for 1 Warrant, Expires 10/07/32) <sup>(e)(i)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238291 | 614791 |
|  Volta, Inc., Series C, (Issued/Exercisable 10/22/20, 1 Share for 1 Warrant, Expires 08/26/26, Strike Price USD 11.50) |  | 150460 | 30513 |
|  |  |  | 31278059 |
|  **Total Warrants — 0.2%<br>(Cost: $4,821,352)** | **Total Warrants — 0.2%<br>(Cost: $4,821,352)** | **Total Warrants — 0.2%<br>(Cost: $4,821,352)** | 31941067 |
|  **Total Long-Term Investments — 101.8%<br>(Cost: $17,280,829,951)** | **Total Long-Term Investments — 101.8%<br>(Cost: $17,280,829,951)** | **Total Long-Term Investments — 101.8%<br>(Cost: $17,280,829,951)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19368970074 |
|  |  | *Par<br>(000)* |  |
|  **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |  |
| **Certificates of Deposit — 0.1%** |  |  |  |
| **United States — 0.1%** |  |  |  |
|  Citibank N.A., 5.00%, 09/21/23 | USD | 29540 | 29466702 |
| **Foreign Agency<br> Obligations — 8.2%** |  |  |  |
| **Japan — 8.2%** |  |  |  |
|  Japan Treasury Discount Bills<sup>(w)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (0.20%), 02/27/23 | JPY | 24706050 | 189822503 |
| &nbsp;&nbsp;&nbsp;&nbsp; (0.17%), 03/06/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110466650 | 848767860 |
| &nbsp;&nbsp;&nbsp;&nbsp; (0.25%), 04/04/23 |  | 30228450 | 232290672 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Japan (continued)** |  |  |  |
|  Japan Treasury Discount Bills<sup>(w)</sup> (continued) (0.25%), 04/17/23 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36879800 | $283422491 |
|  |  | *Shares* |  |
| **Money Market Funds — 3.3%** | **Money Market Funds — 3.3%** | **Money Market Funds — 3.3%** |  |
|  BlackRock Liquidity Funds, T-Fund, Institutional Class, 4.07%<sup>(g)(x)(y)</sup> |  | 347710130 | 347710130 |
|  SL Liquidity Series, LLC, Money Market Series, 4.54%<sup>(g)(x)</sup> |  | 276999802 | 277055202 |
|  |  |  | 624765332 |
|  |  | *Par*<br> *(000)* |  |
| **Time Deposits — 0.3%** | **Time Deposits — 0.3%** | **Time Deposits — 0.3%** |  |
| **Australia — 0.1%** |  |  |  |
|  Australia & New Zealand Banking Group Ltd., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.84%, 02/01/23 | AUD | 12255 | 8650021 |
| **Canada — 0.0%** |  |  |  |
|  Royal Bank of Canada, 3.05%, 02/01/23 | CAD | 8391 | 6306698 |
| **Japan — 0.0%** |  |  |  |
|  Sumitomo Bank Tokyo, (0.33%), 02/03/23 | JPY | 52560 | 403795 |
| **South Africa — 0.0%** |  |  |  |
|  Brown Brothers Harriman & Co., 5.34%, 02/01/23 | ZAR | 15811 | 908694 |
| **United Kingdom — 0.0%** |  |  |  |
|  ING Bank NV, 2.42%, 02/01/23 | GBP | 908 | 1119595 |
| **United States — 0.2%** |  |  |  |
|  Citibank NA, New York, 4.32%, 02/01/23 | USD | 13259 | 13259027 |
|  Citibank, New York, 1.13%, 02/01/23 | EUR | 16853 | 18322048 |
|  |  |  | 31581075 |
|  |  |  | 48969878 |
|  **Total Short-Term Securities — 11.9%<br>(Cost: $2,195,867,803)** | **Total Short-Term Securities — 11.9%<br>(Cost: $2,195,867,803)** | **Total Short-Term Securities — 11.9%<br>(Cost: $2,195,867,803)** | 2257505438 |
|  **Options Purchased — 0.6%<br>(Cost: $97,041,357)** | **Options Purchased — 0.6%<br>(Cost: $97,041,357)** | **Options Purchased — 0.6%<br>(Cost: $97,041,357)** | 111243926 |
|  **Total Investments Before<br>TBA Sale Commitments and Options<br>Written — 114.3%<br>(Cost: $19,573,739,111)** | **Total Investments Before<br>TBA Sale Commitments and Options<br>Written — 114.3%<br>(Cost: $19,573,739,111)** | **Total Investments Before<br>TBA Sale Commitments and Options<br>Written — 114.3%<br>(Cost: $19,573,739,111)** | 21737719438 |
|  |  | *Shares* |  |
|  **Investments Sold Short** |  |  |  |
|  **Common Stocks** |  |  |  |
| **France — (0.0)%** |  |  |  |
|  Pernod Ricard SA |  | (31333) | (6486870) |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Shares* | *Value* |
| **United Kingdom — (0.0)%** |  |  |  |
|  Diageo PLC |  | (61205) | $(2676254) |
| **United States — (0.1)%** |  |  |  |
|  JM Smucker Co. |  | (51256) | (7831917) |
|  **Total Investments Sold Short — (0.1)%<br>(Proceeds: $(14810863))** | **Total Investments Sold Short — (0.1)%<br>(Proceeds: $(14810863))** | **Total Investments Sold Short — (0.1)%<br>(Proceeds: $(14810863))** | (16995041) |
|  |  | *Par*<br> *(000)* |  |
|  **TBA Sale Commitments<sup>(u)</sup>**  |  |  |  |
| **United States — (5.6)%** |  |  |  |
|  Uniform Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/13/53 | USD | (270273) | (253449574) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/13/53 |  | (818334) | (808104259) |
|  **Total TBA Sale Commitments — (5.6)%<br>(Proceeds: $(1061399464))** | **Total TBA Sale Commitments — (5.6)%<br>(Proceeds: $(1061399464))** | **Total TBA Sale Commitments — (5.6)%<br>(Proceeds: $(1061399464))** | (1061553833) |
|  **Options Written — (0.8)%<br>(Premiums Received: $(97957547))** | **Options Written — (0.8)%<br>(Premiums Received: $(97957547))** | **Options Written — (0.8)%<br>(Premiums Received: $(97957547))** | (145570562) |
|  **Total Investments, Net of TBA Sale Commitments and<br>Options Written — 107.8%<br>(Cost: $18,399,571,237)** | **Total Investments, Net of TBA Sale Commitments and<br>Options Written — 107.8%<br>(Cost: $18,399,571,237)** | **Total Investments, Net of TBA Sale Commitments and<br>Options Written — 107.8%<br>(Cost: $18,399,571,237)** | 20513600002 |
|  **Liabilities in Excess of Other Assets — (7.8)%** | **Liabilities in Excess of Other Assets — (7.8)%** | **Liabilities in Excess of Other Assets — (7.8)%** | (1488080416) |
|  **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | $19025519586 |

---

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

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

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

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

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

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

<sup>(g)</sup> Affiliate of the Fund.

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

<sup>(i)</sup> Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $508,854,785, representing 2.7% of its net assets as of period end, and an original cost of $496,450,363. 

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

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

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

<sup>(m)</sup> Investment does not issue shares.

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

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

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

<sup>(q)</sup> Zero-coupon bond.

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

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

<sup>(t)</sup> Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.

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

<sup>(v)</sup> All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives.

<sup>(w)</sup> Rates are discount rates or a range of discount rates as of period end.

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

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

**Affiliates** 

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br>04/30/22* | *Purchases<br>at Cost* | *Proceeds<br>from Sales* | *Net Realized<br>Gain (Loss)* | *Change in<br>Unrealized<br>Appreciation<br>(Depreciation)* | *Value at<br>01/31/23* | *Par/Shares<br>Held at<br>01/31/23* | *Income* | *Capital Gain<br>Distributions<br>from<br>Underlying<br>Funds* |
| Bio City Development Co. BV | $10394730 | $— | $— | $— | $3169125 | $13563855 | 140850000 | $— | $— |
| BlackRock Liquidity Funds, T-Fund, Institutional Class | 4077927563 |  | (3730217433)<sup>(a)</sup> |  |  | 347710130 | 347710130 | 16993472 |  |
| iShares 0-5 Year TIPS Bond ETF |  | 18823538 |  |  | (170785) | 18652753 | 190821 | 78042 |  |
| iShares Biotechnology ETF | 2297772 |  |  |  | 391990 | 2689762 | 19698 | 5723 |  |
| iShares China Large-Cap ETF | 11232953 | 19641470 | (24456667) | (2702448) | 7039261 | 10754569 | 338194 | 530337 |  |
| iShares iBoxx $ High Yield Corporate Bond ETF | 106879 | 123065159 | (94723698) | (2520235) | 1029132 | 26957237 | 353167 | 787182 |  |
| iShares iBoxx $ Investment Grade Corporate Bond ETF<sup>(b)</sup> | 3056977 | 378104579 | (360795019) | (20144718) | (221819) |  |  | 1752733 |  |
| iShares JP Morgan USD Emerging Markets Bond ETF |  | 168814591 | (130368402) | (14136037) | (246020) | 24064132 | 273736 | 1211335 |  |
| iShares Latin America 40 ETF | 9684301 |  |  |  | (230049) | 9454252 | 371046 | 1080416 |  |
| iShares MSCI Brazil ETF | 14315673 |  |  |  | (1061553) | 13254120 | 436853 | 1538089 |  |
| iShares MSCI Emerging Markets ETF | 2391715 |  |  |  | (57563) | 2334152 | 56435 | 53398 |  |
| iShares Russell 2000 ETF<sup>(b)</sup> |  | 130483272 | (134755800) | 4272528 |  |  |  |  |  |
| Quintis Australia Pty. Ltd. | 92389186 |  |  |  | 15807 | 92389186 | 92389186 |  |  |
| Quintis Australia Pty. Ltd. | 82684528 |  |  |  | (69603520) | 12882249 | 82684528 |  |  |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated<br>Issuer* | *Value at<br>04/30/22* | *Purchases<br>at Cost* | *Proceeds<br>from Sales* | *Net* <br> *Realized<br>Gain (Loss)*  | *Change in<br>Unrealized<br>Appreciation<br>(Depreciation)* | *Value at<br>01/31/23* | *Par/Shares<br>Held at<br>01/31/23* | *Income* | *Capital Gain<br>Distributions<br>from<br>Underlying<br>Funds* |
|  Quintis HoldCo. Pty. Ltd. | $6458420 | $— | $— | $— | $(6458111) | $309 | 43735802 | $— | $— |
|  SL Liquidity Series, LLC, Money Market Series | 174301878 | 102646767 <sup>(a)</sup> |  | 9883 | 96674 | 277055202 | 276999802 | 2000741 <sup>(c)</sup> |  |
|  |  |  |  | $(35221027) | $(66307431) | $851761908 |  | $26031468 | $— |

---

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

<sup>(b)</sup> As of period end, the entity is no longer held.

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

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

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of<br>Contracts* | *Expiration<br>Date* | *Notional<br>Amount (000)* | *Value/<br>Unrealized<br>Appreciation<br>(Depreciation)* |
|  Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro BOBL | 667 | 03/08/23 | $85058 | $(1494310) |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro Bund | 4291 | 03/08/23 | 638260 | (18563220) |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro OAT | 291 | 03/08/23 | 41608 | (971171) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Australian Treasury Bonds | 3434 | 03/15/23 | 291898 | (3042004) |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro Stoxx Bank | 2686 | 03/17/23 | 16348 | 742398 |
| &nbsp;&nbsp;&nbsp;&nbsp; MSCI Emerging Markets Index | 1494 | 03/17/23 | 78032 | 1022626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Russell 2000 E-Mini Index | 37 | 03/17/23 | 3588 | 194609 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Long Bond | 362 | 03/22/23 | 47275 | 1950802 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | 4065 | 03/22/23 | 581549 | 24278613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | 2063 | 03/31/23 | 225802 | 1434946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3-Month SONIA Index | 1383 | 09/19/23 | 407502 | 2772227 |
|  |  |  |  | 8325516 |
|  Short Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 30-Year Euro Buxl Bond | 91 | 03/08/23 | 14246 | 1845972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro BTP | 593 | 03/08/23 | 73571 | 2094140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro-Schatz | 1072 | 03/08/23 | 123238 | 958021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nikkei 225 Yen-Denominated | 27 | 03/09/23 | 2851 | 24402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Japanese Government Treasury Bonds | 181 | 03/13/23 | 203798 | 2165422 |
| &nbsp;&nbsp;&nbsp;&nbsp; SPI 200 Index | 35 | 03/16/23 | 4614 | (217104) |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro Stoxx 50 Index | 986 | 03/17/23 | 44919 | (2040275) |
| &nbsp;&nbsp;&nbsp;&nbsp; FTSE 100 Index | 73 | 03/17/23 | 7001 | (225544) |
| &nbsp;&nbsp;&nbsp;&nbsp; NASDAQ 100 E-Mini Index | 1615 | 03/17/23 | 392510 | (10292796) |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P 500 E-Mini Index | 932 | 03/17/23 | 190594 | (3453414) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | 3630 | 03/22/23 | 416769 | 1086449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | 11745 | 03/22/23 | 1428853 | (28749301) |
| &nbsp;&nbsp;&nbsp;&nbsp; Long Gilt | 121 | 03/29/23 | 15590 | 247575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | 8442 | 03/31/23 | 1737007 | 1481533 |
|  |  |  |  | (35074920) |
|  |  |  |  | $(26749404) |

---

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  AUD | 455214490 | USD | 307578416 | Barclays Bank PLC | 02/16/23 | $13919562 |
|  USD | 173561351 | HKD | 1357461663 | JPMorgan Chase Bank N.A. | 02/16/23 | 300960 |
|  KRW | 98655809074 | USD | 73478426 | Citibank N.A. | 02/17/23 | 6561752 |
|  HUF | 4710515403 | USD | 11578015 | UBS AG | 02/21/23 | 1427742 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  MXN | 462012325 | USD | 23367591 | HSBC Bank PLC | 02/21/23 | $1085546 |
|  BRL | 62987335 | USD | 11656766 | Goldman Sachs International | 02/22/23 | 705581 |
|  BRL | 116183398 | USD | 21278504 | Citibank N.A. | 03/02/23 | 1494517 |
|  HUF | 7655332416 | USD | 18933266 | Goldman Sachs International | 03/02/23 | 2138253 |
|  PLN | 43309100 | USD | 9541330 | BNP Paribas SA | 03/02/23 | 436066 |
|  PLN | 42484598 | USD | 9549060 | JPMorgan Chase Bank N.A. | 03/02/23 | 238389 |
|  PLN | 43309100 | USD | 9541551 | Morgan Stanley & Co. International PLC | 03/02/23 | 435844 |
|  BRL | 150759900 | USD | 28200505 | Bank of America N.A. | 03/15/23 | 1274958 |
|  BRL | 282628429 | USD | 52030270 | Deutsche Bank AG | 03/15/23 | 3227154 |
|  CHF | 307493140 | USD | 335562984 | Barclays Bank PLC | 03/15/23 | 1804639 |
|  CNH | 127450793 | USD | 18872174 | BNP Paribas SA | 03/15/23 | 42912 |
|  CNH | 374236194 | USD | 54649775 | Citibank N.A. | 03/15/23 | 890952 |
|  DKK | 507302715 | USD | 73095398 | Deutsche Bank AG | 03/15/23 | 1257873 |
|  EUR | 17433075 | USD | 18928920 | BNP Paribas SA | 03/15/23 | 73305 |
|  EUR | 26149612 | USD | 28456818 | Citibank N.A. | 03/15/23 | 46518 |
|  EUR | 944226284 | USD | 1007994606 | UBS AG | 03/15/23 | 21221408 |
|  GBP | 49755913 | USD | 60614071 | Deutsche Bank AG | 03/15/23 | 783201 |
|  JPY | 291205595 | USD | 2194639 | BNP Paribas SA | 03/15/23 | 55191 |
|  JPY | 3588741359 | USD | 27324887 | BNP Paribas SA | 03/15/23 | 401423 |
|  JPY | 3614624797 | USD | 27298874 | BNP Paribas SA | 03/15/23 | 627409 |
|  JPY | 6960796414 | USD | 52455135 | BNP Paribas SA | 03/15/23 | 1323386 |
|  JPY | 171840711954 | USD | 1269377517 | HSBC Bank PLC | 03/15/23 | 58249194 |
|  JPY | 9449213114 | USD | 71285000 | JPMorgan Chase Bank N.A. | 03/15/23 | 1718816 |
|  MXN | 563560302 | USD | 28200505 | Citibank N.A. | 03/15/23 | 1508114 |
|  MXN | 2507089082 | USD | 132129389 | Morgan Stanley & Co. International PLC | 03/15/23 | 34206 |
|  SGD | 50337141 | USD | 37429558 | HSBC Bank PLC | 03/15/23 | 917386 |
|  USD | 39987353 | EUR | 36611210 | Citibank N.A. | 03/15/23 | 80771 |
|  USD | 78220919 | EUR | 71479031 | Citibank N.A. | 03/15/23 | 308066 |
|  USD | 21106399 | JPY | 2718673042 | Bank of America N.A. | 03/15/23 | 102163 |
|  USD | 56515718 | JPY | 7203041290 | BNP Paribas SA | 03/15/23 | 865634 |
|  USD | 28135462 | SEK | 285698331 | Deutsche Bank AG | 03/15/23 | 753898 |
|  IDR | 298850653147 | USD | 19094668 | Deutsche Bank AG | 04/12/23 | 810972 |
|  IDR | 111042705000 | USD | 7327133 | Citibank N.A. | 04/17/23 | 68750 |
|  USD | 7309996 | ZAR | 127810000 | BNP Paribas SA | 04/17/23 | 10479 |
|  CAD | 177550650 | USD | 132181897 | HSBC Bank PLC | 04/20/23 | 1344639 |
|  USD | 43381328 | NOK | 426584984 | BNP Paribas SA | 04/20/23 | 488733 |
|  |  |  |  |  |  | 129036362 |
|  EUR | 71479031 | USD | 78006846 | Citibank N.A. | 02/01/23 | (298395) |
|  NOK | 885344767 | CHF | 82811018 | HSBC Bank PLC | 02/16/23 | (1835883) |
|  JPY | 53358250000 | USD | 416752256 | Morgan Stanley & Co. International PLC | 02/21/23 | (5767438) |
|  USD | 11938068 | CNH | 85064704 | Citibank N.A. | 02/21/23 | (669594) |
|  USD | 11777362 | EUR | 11403995 | JPMorgan Chase Bank N.A. | 02/21/23 | (636040) |
|  USD | 11895385 | GBP | 10044233 | JPMorgan Chase Bank N.A. | 02/21/23 | (492778) |
|  USD | 386306869 | JPY | 53358250000 | Bank of America N.A. | 02/21/23 | (24677949) |
|  USD | 11955660 | TWD | 369549451 | JPMorgan Chase Bank N.A. | 02/21/23 | (371049) |
|  USD | 103065317 | JPY | 14117750000 | Bank of America N.A. | 02/27/23 | (5763303) |
|  USD | 77224884 | JPY | 10588300000 | Deutsche Bank AG | 02/27/23 | (4396485) |
|  USD | 382800823 | JPY | 51734000000 | JPMorgan Chase Bank N.A. | 03/06/23 | (16385011) |
|  USD | 435589376 | JPY | 58732650000 | UBS AG | 03/06/23 | (17598891) |
|  CNH | 188426225 | USD | 28171415 | BNP Paribas SA | 03/15/23 | (206911) |
|  GBP | 32490064 | EUR | 37700092 | Deutsche Bank AG | 03/15/23 | (1001731) |
|  JPY | 635884792 | USD | 4920871 | BNP Paribas SA | 03/15/23 | (8079) |
|  JPY | 1996686474 | USD | 15463206 | BNP Paribas SA | 03/15/23 | (36976) |
|  JPY | 2013049385 | USD | 15595000 | BNP Paribas SA | 03/15/23 | (42352) |
|  JPY | 2972647858 | USD | 23022544 | BNP Paribas SA | 03/15/23 | (56120) |
|  JPY | 3585826729 | USD | 28171415 | Citibank N.A. | 03/15/23 | (467623) |
|  NZD | 17151359 | USD | 11133256 | Morgan Stanley & Co. International PLC | 03/15/23 | (42741) |
|  USD | 204737461 | CNH | 1422106404 | HSBC Bank PLC | 03/15/23 | (6318617) |
|  USD | 73145644 | EUR | 68676848 | BNP Paribas SA | 03/15/23 | (1712802) |
|  USD | 1056704 | EUR | 987415 | JPMorgan Chase Bank N.A. | 03/15/23 | (19587) |
|  USD | 226520986 | EUR | 208708739 | Morgan Stanley & Co. International PLC | 03/15/23 | (973609) |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  USD | 61583807 | INR | 5108684712 | Citibank N.A. | 03/15/23 | $(709748) |
|  USD | 27484511 | JPY | 3607752439 | Morgan Stanley & Co. International PLC | 03/15/23 | (388677) |
|  ZAR | 480327006 | USD | 28010999 | BNP Paribas SA | 03/15/23 | (504542) |
|  ZAR | 475590159 | USD | 27330812 | HSBC Bank PLC | 03/15/23 | (95616) |
|  USD | 231204228 | JPY | 30228450000 | JPMorgan Chase Bank N.A. | 04/04/23 | (2998644) |
|  INR | 585085000 | USD | 7169281 | Citibank N.A. | 04/17/23 | (55576) |
|  USD | 281966091 | JPY | 36879800000 | HSBC Bank PLC | 04/17/23 | (4294317) |
|  JPY | 16193050608 | EUR | 117234781 | JPMorgan Chase Bank N.A. | 04/20/23 | (2319042) |
|  |  |  |  |  |  | (101146126) |
|  |  |  |  |  |  | $27890236 |

---

**Exchange-Traded Options Purchased** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of<br>Contracts* | *Expiration<br>Date* | *Exercise Price* | *Exercise Price* | *Notional<br>Amount (000)* | *Notional<br>Amount (000)* | *Value* |
|  Call |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | 12335 | 02/10/23 | USD | 410.00 | USD | 508634 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4539280 |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | 7401 | 02/10/23 | USD | 415.00 | USD | 305180 | 1398789 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 2319 | 02/17/23 | USD | 100.00 | USD | 23976 | 1623300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 1645 | 02/17/23 | USD | 90.00 | USD | 17008 | 2364687 |
| &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, Inc. | 1121 | 02/17/23 | USD | 115.00 | USD | 9633 | 11210 |
| &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, Inc. | 1266 | 02/17/23 | USD | 92.50 | USD | 10879 | 72795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 509 | 02/17/23 | USD | 380.00 | USD | 17259 | 22142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 3359 | 02/17/23 | USD | 42.00 | USD | 14497 | 1116867 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares China Large-Cap ETF | 15340 | 02/17/23 | USD | 33.00 | USD | 47692 | 659620 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | 4655 | 02/17/23 | USD | 75.00 | USD | 35560 | 667992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | 3322 | 02/17/23 | USD | 55.00 | USD | 17487 | 956736 |
| &nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., Class A | 845 | 02/17/23 | USD | 225.00 | USD | 19446 | 648537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman Corp. | 277 | 03/03/23 | USD | 470.00 | USD | 12206 | 166200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Albemarle Corp. | 726 | 03/17/23 | USD | 240.00 | USD | 20853 | 3423090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphabet Inc., Class C | 501 | 03/17/23 | USD | 95.00 | USD | 5272 | 412072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 441 | 03/17/23 | USD | 90.00 | USD | 4559 | 685755 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 733 | 03/17/23 | USD | 135.00 | USD | 11325 | 930910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland Co. | 1731 | 03/17/23 | USD | 100.00 | USD | 14243 | 12983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp. | 1382 | 03/17/23 | USD | 115.00 | USD | 16783 | 1071050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc., Class A | 333 | 03/17/23 | USD | 370.00 | USD | 13530 | 922410 |
| &nbsp;&nbsp;&nbsp;&nbsp; ConocoPhillips | 2632 | 03/17/23 | USD | 125.00 | USD | 28455 | 1210720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 276 | 03/17/23 | USD | 500.00 | USD | 14208 | 712080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 237 | 03/17/23 | USD | 490.00 | USD | 12201 | 774990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Select Sector SPDR Fund | 1482 | 03/17/23 | USD | 90.00 | USD | 12739 | 552045 |
| &nbsp;&nbsp;&nbsp;&nbsp; EQT Corp. | 4444 | 03/17/23 | USD | 40.00 | USD | 13892 | 142208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 3422 | 03/17/23 | USD | 45.00 | USD | 14769 | 850367 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares China Large-Cap ETF | 14501 | 03/17/23 | USD | 32.00 | USD | 45084 | 1950384 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares China Large-Cap ETF | 15431 | 03/17/23 | USD | 33.00 | USD | 47975 | 1388790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 180 | 03/17/23 | USD | 240.00 | USD | 4650 | 250200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nike, Inc., Class B | 1362 | 03/17/23 | USD | 130.00 | USD | 17380 | 497130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | 2382 | 03/17/23 | USD | 60.00 | USD | 12539 | 364446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., Class A | 1029 | 03/17/23 | USD | 220.00 | USD | 23680 | 1445745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. | 400 | 03/17/23 | USD | 100.00 | USD | 4428 | 444000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xtrackers Harvest CSI 300 China A-Shares Fund | 12028 | 03/17/23 | USD | 32.00 | USD | 36481 | 835946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bunge Ltd. | 807 | 04/21/23 | USD | 110.00 | USD | 7915 | 143243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, Inc., Class A | 1714 | 04/21/23 | USD | 240.00 | USD | 39563 | 1062680 |
| &nbsp;&nbsp;&nbsp;&nbsp; EOG Resources, Inc. | 2026 | 04/21/23 | USD | 158.50 | USD | 25248 | 207665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 544 | 04/21/23 | USD | 430.00 | USD | 23053 | 1506880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marathon Oil Corp. | 3228 | 04/21/23 | USD | 28.00 | USD | 8402 | 631074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | 342 | 04/21/23 | USD | 290.00 | USD | 9917 | 367650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, ADR | 3475 | 04/21/23 | USD | 60.00 | USD | 20259 | 695000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, ADR | 2241 | 04/21/23 | USD | 62.50 | USD | 13065 | 246510 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. | 834 | 04/21/23 | USD | 175.00 | USD | 15844 | 1747230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xtrackers Harvest CSI 300 China A-Shares Fund | 18000 | 04/21/23 | USD | 33.00 | USD | 54594 | 1224000 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of<br>Contracts* | *Expiration<br>Date* | *Exercise Price* | *Exercise Price* | *Notional<br>Amount (000)* | *Notional<br>Amount (000)* | *Value* |
|  Call (continued) |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman Corp. | 137 | 05/19/23 | USD | 500.00 | USD | 6037 | $115765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. | 1623 | 05/19/23 | USD | 180.00 | USD | 30834 | 3513795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. | 697 | 06/16/23 | USD | 40.00 | USD | 2088 | 5925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. | 434 | 06/16/23 | USD | 42.50 | USD | 1300 | 1953 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lions Gate Entertainment Corp., Non-Voting Shares | 373 | 06/16/23 | USD | 10.00 | USD | 320 | 15853 |
|  |  |  |  |  |  |  | 44610699 |
|  Put |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Carnival Corp. | 542 | 02/17/23 | USD | 7.00 | USD | 640 | 1084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar, Inc. | 520 | 02/17/23 | USD | 175.00 | USD | 12884 | 1040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Co. | 1728 | 02/17/23 | USD | 10.00 | USD | 2286 | 2592 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares China Large-Cap ETF | 4356 | 02/17/23 | USD | 29.00 | USD | 13543 | 56628 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | 1610 | 02/17/23 | USD | 71.00 | USD | 12299 | 4830 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF | 14585 | 02/17/23 | USD | 107.00 | USD | 161223 | 262530 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF | 14793 | 02/17/23 | USD | 108.00 | USD | 163522 | 384618 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF | 9803 | 02/17/23 | USD | 109.00 | USD | 108362 | 426430 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares Russell 2000 ETF | 534 | 02/17/23 | USD | 160.00 | USD | 10519 | 2937 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares Russell 2000 ETF | 714 | 02/17/23 | USD | 180.00 | USD | 14065 | 58548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sabre Corp. | 257 | 02/17/23 | USD | 5.00 | USD | 197 | 900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology Holdings PLC | 620 | 02/17/23 | USD | 56.00 | USD | 4395 | 7130 |
| &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, Inc. | 320 | 02/17/23 | USD | 4.00 | USD | 239 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR Euro Stoxx 50 ETF | 713 | 02/17/23 | USD | 36.00 | USD | 3125 | 2139 |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P Retail ETF | 811 | 02/17/23 | USD | 55.00 | USD | 5966 | 18248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xerox Holdings Corp. | 558 | 02/17/23 | USD | 12.00 | USD | 946 | 5580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note Future | 92 | 02/24/23 | USD | 112.00 | USD | 10524 | 8625 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphabet Inc., Class C | 1900 | 03/17/23 | USD | 95.00 | USD | 19992 | 523450 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 1954 | 03/17/23 | USD | 90.00 | USD | 20202 | 364421 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 1355 | 03/17/23 | USD | 135.00 | USD | 20935 | 379400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific Corp. | 4158 | 03/17/23 | USD | 44.00 | USD | 20166 | 291060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carnival Corp. | 815 | 03/17/23 | USD | 6.00 | USD | 962 | 2853 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar, Inc. | 702 | 03/17/23 | USD | 200.00 | USD | 17393 | 38610 |
| &nbsp;&nbsp;&nbsp;&nbsp; ConocoPhillips | 1577 | 03/17/23 | USD | 115.00 | USD | 17049 | 512525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 386 | 03/17/23 | USD | 465.00 | USD | 19871 | 181420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A | 861 | 03/17/23 | USD | 90.00 | USD | 9778 | 251842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. | 1085 | 03/17/23 | USD | 75.00 | USD | 8910 | 306512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Co. | 938 | 03/17/23 | USD | 9.00 | USD | 1241 | 3283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudson Pacific Properties, Inc. | 374 | 03/17/23 | USD | 7.50 | USD | 420 | 6545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. | 369 | 03/17/23 | USD | 245.00 | USD | 9398 | 328410 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | 908 | 03/17/23 | USD | 73.00 | USD | 6936 | 25424 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | 20902 | 03/17/23 | USD | 74.00 | USD | 159670 | 919688 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | 8886 | 03/17/23 | USD | 75.00 | USD | 67880 | 599805 |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF | 9863 | 03/17/23 | USD | 109.00 | USD | 109026 | 892601 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton SE | 240 | 03/17/23 | EUR | 750.00 | EUR | 19906 | 224388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 785 | 03/17/23 | USD | 230.00 | USD | 20280 | 239425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Office Properties Income Trust | 393 | 03/17/23 | USD | 12.50 | USD | 680 | 3930 |
| &nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. | 216 | 03/17/23 | USD | 420.00 | USD | 10200 | 259200 |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | 3934 | 03/17/23 | USD | 385.00 | USD | 162218 | 1542128 |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P Regional Banking ETF | 7846 | 03/17/23 | USD | 58.00 | USD | 50779 | 541374 |
| &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 390 | 03/17/23 | USD | 460.00 | USD | 18409 | 161850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co. | 334 | 03/17/23 | USD | 10.00 | USD | 487 | 5010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zscaler, Inc. | 538 | 03/17/23 | USD | 100.00 | USD | 7262 | 157096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc. | 995 | 04/21/23 | USD | 25.00 | USD | 3459 | 44775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brandywine Realty Trust | 374 | 04/21/23 | USD | 5.00 | USD | 258 | 5610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invesco Senior Loan ETF | 1663 | 04/21/23 | USD | 19.00 | USD | 3519 | 16630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invesco Senior Loan ETF | 1363 | 04/21/23 | USD | 20.00 | USD | 2884 | 8860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Owl Rock Capital Corp. | 1083 | 04/21/23 | USD | 10.00 | USD | 1436 | 16245 |
| &nbsp;&nbsp;&nbsp;&nbsp; PulteGroup, Inc. | 2174 | 04/21/23 | USD | 50.00 | USD | 12783 | 206530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sabre Corp. | 351 | 04/21/23 | USD | 5.00 | USD | 269 | 5441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR Future | 1975 | 03/15/24 | USD | 95.75 | USD | 473679 | 1456562 |
|  |  |  |  |  |  |  | 11767402 |
|  |  |  |  |  |  |  | $56378101 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

**OTC Barrier Options Purchased** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Type of Option* | *Counterparty* | *Number of<br>Contracts* | *Expiration<br>Date* | *Exercise Price* | *Exercise Price* | *Barrier*<br> *Price/Range* | *Barrier*<br> *Price/Range* | *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* |
|  Call |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro Stoxx 50 | Down-and-in | Citibank N.A. | 7685 | 04/21/23 | EUR | 4100.00 | EUR | 3971.00 | EUR | 31508 | $424923 |
|  Put |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; JPY Currency | Up-and-in | Citibank N.A. |  | 03/08/23 | JPY | 134.00 | JPY | 136.50 | USD | 43465 | 41161 |
| &nbsp;&nbsp;&nbsp;&nbsp; GBP Currency | One Touch | JPMorgan Chase Bank N.A. |  | 05/11/23 | USD | 1.00 | USD | 1.00 | GBP | 4185 | 48944 |
|  |  |  |  |  |  |  |  |  |  |  | 90105 |
|  |  |  |  |  |  |  |  |  |  |  | $515028 |

---

**OTC Options Purchased** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Description* | *Counterparty* | *Number of<br>Contracts* | *Expiration<br>Date* | | *Exercise Price* | <br>| *Notional*<br> *Amount (000)* | <br>| *Value* |
|  Call |  |  |  |  |  |  |  |  |  |
|  EUR Currency | Morgan Stanley & Co. International PLC |  | 02/07/23 | USD | 1.08 | EUR | 81603 |  | $922994 |
| &nbsp;&nbsp;&nbsp;&nbsp; EUR Currency | JPMorgan Chase Bank N.A. |  | 03/09/23 | USD | 1.07 | EUR | 43567 |  | 928581 |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. |  | 07/13/23 | CNH | 7.40 | USD | 93139 |  | 131605 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOPIX Banks Index | BNP Paribas SA | 3751722 | 07/14/23 | JPY | 218.87 | JPY | 757960 |  | 186360 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOPIX Banks Index | JPMorgan Chase Bank N.A. | 2503649 | 07/14/23 | JPY | 227.60 | JPY | 505812 |  | 84403 |
|  |  |  |  |  |  |  |  |  | 2253943 |
|  Put |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; EUR Currency | Morgan Stanley & Co. International PLC |  | 02/07/23 | USD | 0.97 | EUR | 81603 |  | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. |  | 02/10/23 | JPY | 127.50 | USD | 70355 |  | 222884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | Goldman Sachs International | 29603 | 02/17/23 | USD | 310.00 | USD | 10983 |  | 122337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | Goldman Sachs International | 43649 | 02/17/23 | USD | 290.00 | USD | 16194 |  | 74038 |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | Deutsche Bank AG |  | 03/07/23 | MXN | 18.50 | USD | 38515 |  | 115699 |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | Goldman Sachs International |  | 03/21/23 | MXN | 18.85 | USD | 47952 |  | 516969 |
|  |  |  |  |  |  |  |  |  | 1052016 |
|  |  |  |  |  |  |  |  |  | $3305959 |

---

**OTC Dual Binary Options Purchased** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Description<sup>(a)</sup>* | *Counterparty* | *Units* | *Expiration<br>Date* | *Notional<br>Amount (000)* | *Notional<br>Amount (000)* | *Value* |
| Call |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dual Binary Option payout at expiry if USD JPY>137.06 and AUD USD > 0.697<sup>(b)</sup>  | Bank of America, N.A. |  | 03/07/23 | USD | 6323 | $160560 |
|  |  |  |  |  |  | 160560 |
|  Put |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dual Binary Option payout at expiry if S&P 500 <= 3687.14 and 10 year swap <= 3.357<sup>(b)</sup>  | Citibank N.A. | 4025157 | 03/17/23 | USD | 14841317 | 174712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dual Binary Option payout at expiry if S&P 500 <= 3687.14 and 10 year swap <= 3.342<sup>(b)</sup>  | Citibank N.A. | 4025157 | 04/21/23 | USD | 14841317 | 263414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dual Binary Option payout at expiry if S&P 500 <= 3687.14 and 10 year swap <= 3.330<sup>(b)</sup>  | Citibank N.A. | 4025157 | 05/19/23 | USD | 14841317 | 296827 |
|  |  |  |  |  |  | 734953 |
|  |  |  |  |  |  | $895513 |

---

<sup>(a)</sup> Option only pays if both terms are met on the expiration date.

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

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

**OTC Credit Default Swaptions Purchased** 

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Paid by the Fund* | *Paid by the Fund* |  | *Received by the Fund* |  | *Counterparty* | *Expiration*<br> *Date* | *Credit*<br> *Rating<sup>(a)</sup>* | *Exercise*<br> *Price* | *Exercise*<br> *Price* | *Notional*<br> *Amount (000)<sup>(b)</sup>* | *Notional*<br> *Amount (000)<sup>(b)</sup>* | *Value* |
|  |  |  |  |  |  | *Counterparty* | *Expiration*<br> *Date* | *Credit*<br> *Rating<sup>(a)</sup>* | *Exercise*<br> *Price* | *Exercise*<br> *Price* | *Notional*<br> *Amount (000)<sup>(b)</sup>* | *Notional*<br> *Amount (000)<sup>(b)</sup>* | *Value* |
| *Description* | | *Rate/Reference* | | *Rate/Reference* | *Frequency* | *Counterparty* | *Expiration*<br> *Date* | *Credit*<br> *Rating<sup>(a)</sup>* | *Exercise*<br> *Price* | *Exercise*<br> *Price* | *Notional*<br> *Amount (000)<sup>(b)</sup>* | *Notional*<br> *Amount (000)<sup>(b)</sup>* | *Value* |
|  Put |  |  |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Buy Protection 5-Year Credit Default Swap, 12/20/27 |  | 5.00% |  | CDX.NA.HY.39.V1 | Quarterly | Barclays Bank PLC | 02/15/23 | N/R | USD | 95.01 | USD | 10225 | $2828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Buy Protection 5-Year Credit Default Swap, 12/20/27 |  | 5.00% |  | CDX.NA.HY.39.V1 | Quarterly | Deutsche Bank AG | 02/15/23 | N/R | USD | 96.00 | USD | 9670 | 3015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Buy Protection 5-Year Credit Default Swap, 12/20/27 |  | 5.00% |  | CDX.NA.HY.39.V1 | Quarterly | JPMorgan Chase Bank N.A. | 03/15/23 | N/R | USD | 97.50 | USD | 14985 | 28023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Buy Protection 5-Year Credit Default Swap, 12/20/27 |  | 1.00% |  | CDX.NA.IG.39.V1 | Quarterly | Goldman Sachs International | 04/19/23 | N/R | USD | &nbsp;&nbsp;&nbsp;&nbsp;105.00 | USD | <br>44287 | 29524 |
|  |  |  |  |  |  |  |  |  |  |  |  |  | 63390 |

---

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

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

**OTC Interest Rate Swaptions Purchased** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  | *Expiration* | *Exercise* | *Notional* | *Notional* |  |
| *Description* | *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Date* | *Rate* | *Amount (000)* | *Amount (000)* | *Value* |
|  Call |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 02/17/33 | 1-Day SOFR,<br>4.30% | Quarterly | 2.97% | Semi-Annual | JPMorgan Chase Bank N.A. | 02/15/23 | 2.97% | USD | 94731 | $100561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 03/18/24 | 3-Month<br>LIBOR, 4.81% | Quarterly | 0.80% | Semi-Annual | Morgan Stanley & Co. International PLC | 03/16/23 | 0.80 | USD | 1362004 | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 10/26/33 | 1-Day SOFR,<br>4.30% | Quarterly | 3.05% | Semi-Annual | Citibank N.A. | 10/24/23 | 3.05 | USD | 113447 | 3103843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 11/01/33 | 1-Day SOFR,<br>4.30% | Quarterly | 2.90% | Semi-Annual | JPMorgan Chase Bank N.A. | 10/30/23 | 2.90 | USD | 113447 | 2477883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 11/09/33 | 1-Day SOFR,<br>4.30% | Quarterly | 2.82% | Semi-Annual | Goldman Sachs International | 11/07/23 | 2.82 | USD | 46851 | 915514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 30-Year Interest Rate Swap, 11/16/53 | 1-Day SOFR,<br>4.30% | Quarterly | 2.85% | Semi-Annual | Citibank N.A. | 11/14/23 | 2.85 | USD | 36175 | 1945535 |
|  |  |  |  |  |  |  |  |  |  | 8543350 |
|  Put |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 02/11/24 | 3.75% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Goldman Sachs International | 02/09/23 | 3.75 | USD | 951741 | 10063056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 04/05/33 | 3.80% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | JPMorgan Chase Bank N.A. | 04/03/23 | 3.80 | USD | 95291 | 188644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 04/03/24 | 2.47% | Annual | 1-Day SOFR,<br>4.30% | Annual | Goldman Sachs International | 04/03/23 | 2.47 | GBP | 512248 | 11268966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 05/04/24 | 1.00% | Annual | 6-Month<br>EURIBOR,<br>2.99% | Semi-Annual | Goldman Sachs International | 05/02/23 | 1.00 | EUR | 706928 | 19045936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 10/26/33 | 4.55% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Citibank N.A. | 10/24/23 | 4.55 | USD | 113447 | 378662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 11/01/33 | 4.40% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | JPMorgan Chase Bank N.A. | 10/30/23 | 4.40 | USD | 113447 | 481164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 11/09/33 | 4.82% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Goldman Sachs International | 11/07/23 | 4.82 | USD | 46851 | 116157 |
|  |  |  |  |  |  |  |  |  |  | 41542585 |
|  |  |  |  |  |  |  |  |  |  | $50085935 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

**Exchange-Traded Options Written** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of<br>Contracts* | *Expiration<br>Date* | *Exercise Price* | *Exercise Price* | *Notional<br>Amount (000)* | *Notional<br>Amount (000)* | *Value* |
|  Call |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, Inc. | 1121 | 02/17/23 | USD | 130.00 | USD | 9633 | $(5605) |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 3359 | 02/17/23 | USD | 48.00 | USD | 14497 | (162911) |
| &nbsp;&nbsp;&nbsp;&nbsp; Humana, Inc. | 338 | 02/17/23 | USD | 580.00 | USD | 16108 | (6760) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares China Large-Cap ETF | 4356 | 02/17/23 | USD | 35.00 | USD | 13543 | (37026) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares China Large-Cap ETF | 15340 | 02/17/23 | USD | 37.00 | USD | 47692 | (38350) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | 9310 | 02/17/23 | USD | 77.00 | USD | 71119 | (256025) |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P 500 Index | 690 | 02/17/23 | USD | 4350.00 | USD | 285417 | (127650) |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | 1738 | 02/17/23 | USD | 60.00 | USD | 9149 | (104280) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, Inc., Class B | 834 | 02/17/23 | USD | 200.00 | USD | 15984 | (20016) |
| &nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., Class A | 845 | 02/17/23 | USD | 240.00 | USD | 19446 | (70558) |
| &nbsp;&nbsp;&nbsp;&nbsp; Abbott Laboratories | 893 | 03/17/23 | USD | 120.00 | USD | 9983 | (37506) |
| &nbsp;&nbsp;&nbsp;&nbsp; Albemarle Corp. | 421 | 03/17/23 | USD | 280.00 | USD | 12092 | (806215) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphabet Inc., Class C | 2900 | 03/17/23 | USD | 110.00 | USD | 30514 | (442250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphabet Inc., Class C | 1819 | 03/17/23 | USD | 100.00 | USD | 19140 | (936785) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphabet Inc., Class C | 909 | 03/17/23 | USD | 105.00 | USD | 9564 | (266791) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 879 | 03/17/23 | USD | 105.00 | USD | 9088 | (512017) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 4379 | 03/17/23 | USD | 110.00 | USD | 45274 | (1653072) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 1355 | 03/17/23 | USD | 155.00 | USD | 20935 | (294035) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 3995 | 03/17/23 | USD | 150.00 | USD | 61723 | (1528087) |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 502 | 03/17/23 | USD | 125.00 | USD | 6023 | (82077) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. | 1875 | 03/17/23 | USD | 38.00 | USD | 6831 | (43125) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific Corp. | 4158 | 03/17/23 | USD | 50.00 | USD | 20166 | (145530) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cameco Corp. | 2193 | 03/17/23 | USD | 28.00 | USD | 6088 | (407898) |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc., Class A | 256 | 03/17/23 | USD | 430.00 | USD | 10401 | (92160) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc. | 50 | 03/17/23 | USD | 1700.00 | USD | 8465 | (300000) |
| &nbsp;&nbsp;&nbsp;&nbsp; ConocoPhillips | 1232 | 03/17/23 | USD | 135.00 | USD | 13319 | (194656) |
| &nbsp;&nbsp;&nbsp;&nbsp; ConocoPhillips | 2632 | 03/17/23 | USD | 140.00 | USD | 28455 | (217140) |
| &nbsp;&nbsp;&nbsp;&nbsp; ConocoPhillips | 3254 | 03/17/23 | USD | 130.00 | USD | 35179 | (899731) |
| &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 386 | 03/17/23 | USD | 540.00 | USD | 19871 | (266340) |
| &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A | 430 | 03/17/23 | USD | 115.00 | USD | 4883 | (226825) |
| &nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. | 586 | 03/17/23 | USD | 120.00 | USD | 6354 | (123060) |
| &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. | 1085 | 03/17/23 | USD | 85.00 | USD | 8910 | (130200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 104 | 03/17/23 | USD | 400.00 | USD | 3526 | (6500) |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Select Sector SPDR Fund | 1482 | 03/17/23 | USD | 95.00 | USD | 12739 | (227487) |
| &nbsp;&nbsp;&nbsp;&nbsp; EQT Corp. | 2004 | 03/17/23 | USD | 39.00 | USD | 6265 | (87174) |
| &nbsp;&nbsp;&nbsp;&nbsp; Exxon Mobil Corp. | 263 | 03/17/23 | USD | 120.00 | USD | 2943 | (63383) |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 5133 | 03/17/23 | USD | 55.00 | USD | 22154 | (102660) |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 1761 | 03/17/23 | USD | 49.00 | USD | 7600 | (179622) |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Co. | 774 | 03/17/23 | USD | 41.00 | USD | 3183 | (86301) |
| &nbsp;&nbsp;&nbsp;&nbsp; HCA Healthcare, Inc. | 510 | 03/17/23 | USD | 280.00 | USD | 13162 | (89250) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares China Large-Cap ETF | 15431 | 03/17/23 | USD | 36.00 | USD | 47975 | (324051) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | 19605 | 03/17/23 | USD | 77.00 | USD | 149763 | (1009657) |
| &nbsp;&nbsp;&nbsp;&nbsp; KLA Corp. | 72 | 03/17/23 | USD | 470.00 | USD | 2940 | (7740) |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton SE | 240 | 03/17/23 | EUR | 820.00 | EUR | 19906 | (472258) |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton SE | 240 | 03/17/23 | EUR | 870.00 | EUR | 19906 | (130719) |
| &nbsp;&nbsp;&nbsp;&nbsp; LyondellBasell Industries, NV Ordinary Shares Class | 2607 | 03/17/23 | USD | 100.00 | USD | 25588 | (547470) |
| &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 1767 | 03/17/23 | USD | 62.50 | USD | 11028 | (413478) |
| &nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 1145 | 03/17/23 | USD | 265.00 | USD | 29581 | (304570) |
| &nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 1521 | 03/17/23 | USD | 260.00 | USD | 39295 | (596992) |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley | 1298 | 03/17/23 | USD | 105.00 | USD | 12906 | (81125) |
| &nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. | 248 | 03/17/23 | USD | 195.00 | USD | 5233 | (381300) |
| &nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. | 342 | 03/17/23 | USD | 200.00 | USD | 7216 | (442035) |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | 2382 | 03/17/23 | USD | 65.00 | USD | 12539 | (109572) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seagen, Inc. | 556 | 03/17/23 | USD | 145.00 | USD | 7673 | (305800) |
| &nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. | 325 | 03/17/23 | USD | 490.00 | USD | 15347 | (394875) |
| &nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. | 216 | 03/17/23 | USD | 500.00 | USD | 10200 | (203040) |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | 3934 | 03/17/23 | USD | 420.00 | USD | 162218 | (1689653) |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | 108 | 03/17/23 | USD | 610.00 | USD | 6348 | (73440) |
| &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 613 | 03/17/23 | USD | 540.00 | USD | 28935 | (135473) |
| &nbsp;&nbsp;&nbsp;&nbsp; Valero Energy Corp. | 1075 | 03/17/23 | USD | 150.00 | USD | 14161 | (322500) |
| &nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., Class A | 1029 | 03/17/23 | USD | 245.00 | USD | 23680 | (157951) |
| &nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. | 800 | 03/17/23 | USD | 115.00 | USD | 8857 | (208800) |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of<br>Contracts* | *Expiration<br>Date* | *Exercise Price* | *Exercise Price* | *Notional<br>Amount (000)* | *Notional<br>Amount (000)* | *Value* |
|  Call (continued) |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. | 1056 | 03/17/23 | USD | 110.00 | USD | 11691 | $(491040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. | 1114 | 03/17/23 | USD | 47.50 | USD | 5300 | (135908) |
| &nbsp;&nbsp;&nbsp;&nbsp; Xtrackers Harvest CSI 300 China A-Shares Fund | 12028 | 03/17/23 | USD | 35.00 | USD | 36481 | (144336) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zscaler, Inc. | 269 | 03/17/23 | USD | 140.00 | USD | 3631 | (145933) |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, Inc., Class A | 973 | 04/21/23 | USD | 260.00 | USD | 22459 | (121625) |
| &nbsp;&nbsp;&nbsp;&nbsp; EOG Resources, Inc. | 2026 | 04/21/23 | USD | 178.50 | USD | 25248 | (60780) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 544 | 04/21/23 | USD | 480.00 | USD | 23053 | (538560) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marathon Oil Corp. | 3228 | 04/21/23 | USD | 32.00 | USD | 8402 | (206592) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, ADR | 4557 | 04/21/23 | USD | 70.00 | USD | 26567 | (56963) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. | 834 | 04/21/23 | USD | 208.33 | USD | 15844 | (806895) |
| &nbsp;&nbsp;&nbsp;&nbsp; Xtrackers Harvest CSI 300 China A-Shares Fund | 18000 | 04/21/23 | USD | 37.00 | USD | 54594 | (207000) |
| &nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. | 216 | 05/19/23 | USD | 520.00 | USD | 10200 | (386640) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. | 1623 | 05/19/23 | USD | 210.00 | USD | 30834 | (1915140) |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | 597 | 12/15/23 | USD | 420.00 | USD | 24617 | (1582050) |
|  |  |  |  |  |  |  | (26389019) |
|  Put |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, Inc. | 1121 | 02/17/23 | USD | 90.00 | USD | 9633 | (739860) |
| &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, Inc. | 1266 | 02/17/23 | USD | 72.50 | USD | 10879 | (44310) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF | 12744 | 02/17/23 | USD | 105.00 | USD | 140872 | (108324) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF | 29028 | 02/17/23 | USD | 104.00 | USD | 320876 | (188682) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares Russell 2000 ETF | 714 | 02/17/23 | USD | 167.00 | USD | 14065 | (10353) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology Holdings PLC | 620 | 02/17/23 | USD | 50.00 | USD | 4395 | (2480) |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P Retail ETF | 811 | 02/17/23 | USD | 50.00 | USD | 5966 | (4055) |
| &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman Corp. | 277 | 03/03/23 | USD | 420.00 | USD | 12206 | (133653) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphabet Inc., Class C | 2852 | 03/17/23 | USD | 85.00 | USD | 30009 | (250976) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 2932 | 03/17/23 | USD | 80.00 | USD | 30314 | (193512) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 3332 | 03/17/23 | USD | 120.00 | USD | 51479 | (233240) |
| &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland Co. | 1731 | 03/17/23 | USD | 80.00 | USD | 14243 | (302925) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific Corp. | 6236 | 03/17/23 | USD | 40.00 | USD | 30245 | (109130) |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp. | 1382 | 03/17/23 | USD | 95.00 | USD | 16783 | (69100) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar, Inc. | 702 | 03/17/23 | USD | 160.00 | USD | 17393 | (4914) |
| &nbsp;&nbsp;&nbsp;&nbsp; ConocoPhillips | 2365 | 03/17/23 | USD | 100.00 | USD | 25568 | (179740) |
| &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 276 | 03/17/23 | USD | 450.00 | USD | 14208 | (84456) |
| &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 577 | 03/17/23 | USD | 425.00 | USD | 29704 | (86262) |
| &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. | 1626 | 03/17/23 | USD | 70.00 | USD | 13353 | (215445) |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Select Sector SPDR Fund | 1482 | 03/17/23 | USD | 75.00 | USD | 12739 | (48906) |
| &nbsp;&nbsp;&nbsp;&nbsp; EQT Corp. | 2220 | 03/17/23 | USD | 30.00 | USD | 6940 | (256410) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. | 552 | 03/17/23 | USD | 220.00 | USD | 14058 | (126960) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | 8886 | 03/17/23 | USD | 72.00 | USD | 67880 | (168834) |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF | 14794 | 03/17/23 | USD | 104.00 | USD | 163533 | (244101) |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton SE | 362 | 03/17/23 | EUR | 670.00 | EUR | 30024 | (66510) |
| &nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 652 | 03/17/23 | USD | 210.00 | USD | 16844 | (59332) |
| &nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 1178 | 03/17/23 | USD | 205.00 | USD | 30434 | (80693) |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley | 648 | 03/17/23 | USD | 90.00 | USD | 6443 | (56700) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nike, Inc., Class B | 1362 | 03/17/23 | USD | 115.00 | USD | 17380 | (166845) |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | 2382 | 03/17/23 | USD | 55.00 | USD | 12539 | (452580) |
| &nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. | 324 | 03/17/23 | USD | 380.00 | USD | 15300 | (153900) |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | 3934 | 03/17/23 | USD | 375.00 | USD | 162218 | (991368) |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P Regional Banking ETF | 7846 | 03/17/23 | USD | 53.00 | USD | 50779 | (156920) |
| &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 585 | 03/17/23 | USD | 420.00 | USD | 27613 | (64643) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bunge Ltd. | 807 | 04/21/23 | USD | 85.00 | USD | 7915 | (102892) |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, Inc., Class A | 1714 | 04/21/23 | USD | 200.00 | USD | 39563 | (312805) |
| &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A | 861 | 04/21/23 | USD | 70.00 | USD | 9778 | (90405) |
| &nbsp;&nbsp;&nbsp;&nbsp; EOG Resources, Inc. | 2026 | 04/21/23 | USD | 113.50 | USD | 25248 | (455850) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 544 | 04/21/23 | USD | 360.00 | USD | 23053 | (456960) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marathon Oil Corp. | 3228 | 04/21/23 | USD | 21.00 | USD | 8402 | (112980) |
| &nbsp;&nbsp;&nbsp;&nbsp; PulteGroup, Inc. | 2174 | 04/21/23 | USD | 40.00 | USD | 12783 | (32610) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, ADR | 3475 | 04/21/23 | USD | 50.00 | USD | 20259 | (156375) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, ADR | 2241 | 04/21/23 | USD | 52.50 | USD | 13065 | (168075) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. | 834 | 04/21/23 | USD | 108.33 | USD | 15844 | (185148) |
| &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman Corp. | 137 | 05/19/23 | USD | 400.00 | USD | 6037 | (117820) |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Description* | *Number of<br>Contracts* | *Expiration<br>Date* | | *Exercise Price* | *Exercise Price* | *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | <br>| *Value* |
|  Put (continued) |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. | 1623 | 05/19/23 |  | USD | 120.00 | USD | 30834 |  | $(795270) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zscaler, Inc. | 538 | 05/19/23 |  | USD | 80.00 | USD | 7262 |  | (103834) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR Future | 1975 | 03/15/24 |  | USD | 94.75 | USD | 473679 |  | (308594) |
|  |  |  |  |  |  |  |  |  | (9455737) |
|  |  |  |  |  |  |  |  |  | $(35844756) |

---

**OTC Options Written** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Description* | *Counterparty* | *Number of<br>Contracts* | *Expiration<br>Date* | *Exercise Price* | *Exercise Price* |  | *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | <br>| *Value* |
|  Call |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; EUR Currency | Morgan Stanley & Co. International PLC |  | 02/07/23 | USD | 1.11 |  | USD | 81603 |  | $(58818) |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | Citibank N.A. |  | 02/16/23 | CNH | 7.12 |  | CNH | 11938 |  | (657) |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. |  | 02/16/23 | TWD | 31.13 |  | TWD | 11956 |  | (1889) |
| &nbsp;&nbsp;&nbsp;&nbsp; EUR Currency | JPMorgan Chase Bank N.A. |  | 03/09/23 | USD | 1.10 |  | USD | 58090 |  | (444975) |
|  |  |  |  |  |  |  |  |  |  | <br> (506339)  |
|  Put |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | Goldman Sachs International |  | 02/16/23 | BRL | 5.36 |  | BRL | 11657 |  | (628113) |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 02/16/23 | MXN | 19.46 |  | MXN | 23367 |  | (745169) |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | UBS AG |  | 02/16/23 | HUF | 393.57 |  | HUF | 11578 |  | (1016411) |
| &nbsp;&nbsp;&nbsp;&nbsp; EUR Currency | JPMorgan Chase Bank N.A. |  | 02/17/23 | USD | 1.03 |  | USD | 11404 |  | (2492) |
| &nbsp;&nbsp;&nbsp;&nbsp; GBP Currency | JPMorgan Chase Bank N.A. |  | 02/17/23 | USD | 1.19 |  | USD | 10044 |  | (12841) |
| &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | Goldman Sachs International | 27177225 | 02/17/23 | USD | 270.00 |  | USD | 27177 |  | (506) |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | Deutsche Bank AG |  | 03/07/23 | MXN | 18.10 |  | MXN | 38515 |  | (23070) |
| &nbsp;&nbsp;&nbsp;&nbsp; USD Currency | Goldman Sachs International |  | 03/21/23 | MXN | 18.25 |  | MXN | 47952 |  | (89478) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOPIX Banks Index | BNP Paribas SA | 757960396 | 07/14/23 | JPY | 175.10 |  | JPY | 757960 |  | (86282) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOPIX Banks Index | JPMorgan Chase Bank N.A. | 505812207 | 07/14/23 | JPY | 182.08 |  | JPY | 505812 |  | (90342) |
|  |  |  |  |  |  |  |  |  |  | (2694704) |
|  |  |  |  |  |  |  |  |  |  | $(3201043) |

---

**OTC Interest Rate Swaptions Written** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  | *Expiration*<br> *Date* | *Exercise*<br> *Rate* | *Notional*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Amount (000)* | *Notional*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Amount (000)* | *Value* |
| *Description* | *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Expiration*<br> *Date* | *Exercise*<br> *Rate* | *Notional*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Amount (000)* | *Notional*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Amount (000)* | *Value* |
|  Call |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 02/17/33 | 2.67% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | JPMorgan Chase Bank N.A. | 02/15/23 | 2.67% | USD | 94731 | $(3418) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 02/17/25 | 1.40% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Morgan Stanley & Co. International PLC | 02/15/23 | 1.40 | USD | 526237 | (5) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 03/18/24 | 0.40% | Semi-Annual | 3-Month LIBOR,<br>4.81% | Quarterly | Morgan Stanley & Co. International PLC | 03/16/23 | 0.40 | USD | 1362004 | (14) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 03/18/24 | 0.60% | Semi-Annual | 3-Month LIBOR,<br>4.81% | Quarterly | Morgan Stanley & Co. International PLC | 03/16/23 | 0.60 | USD | 1362004 | (14) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 06/01/25 | 3.30% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Morgan Stanley & Co. International PLC | 05/30/23 | 3.30 | USD | 469781 | (586169) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5-Year Interest Rate Swap, 06/01/28 | 2.80% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | JPMorgan Chase Bank N.A. | 05/30/23 | 2.80 | USD | 190317 | (754716) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5-Year Interest Rate Swap, 06/10/28 | 2.50% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | JPMorgan Chase Bank N.A. | 06/08/23 | 2.50 | USD | 94750 | (200764) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5-Year Interest Rate Swap, 06/16/28 | 2.50% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Goldman Sachs International | 06/14/23 | 2.50 | USD | 224129 | (512038) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 07/21/33 | 2.41% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Morgan Stanley & Co. International PLC | 07/19/23 | 2.41 | USD | 244572 | (1133272) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 10/26/25 | 3.09% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Citibank N.A. | 10/24/23 | 3.09 | USD | 453789 | (1935304) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 11/01/25 | 2.95% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | JPMorgan Chase Bank N.A. | 10/30/23 | 2.95 | USD | 453788 | (1656314) |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

**OTC Interest Rate Swaptions Written (continued)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  | *Expiration*<br> *Date* | *Exercise*<br> *Rate* | *Notional*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Amount (000)* | *Notional*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Amount (000)* | *Value* |
| *Description* | *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Expiration*<br> *Date* | *Exercise*<br> *Rate* | *Notional*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Amount (000)* | *Notional*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Amount (000)* | *Value* |
|  Call (continued) |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 11/09/25 | 3.26% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Goldman Sachs International | 11/07/23 | 3.26% | USD | 187405 | $(1100041) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 11/16/25 | 2.75% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Citibank N.A. | 11/14/23 | 2.75 | USD | 361746 | (1096489) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 12/16/33 | 2.40% | Semi-Annual | 1-Day SOFR,<br>4.30% | Quarterly | Morgan Stanley & Co. International PLC | 12/14/23 | 2.40 | USD | 61817 | (645401) |
|  |  |  |  |  |  |  |  |  |  | (9623959) |
|  Put |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 02/11/24 | 1-Day SOFR,<br>4.30% | Quarterly | 4.40% | Semi-Annual | Goldman Sachs International | 02/09/23 | 4.40 | USD | 1903481 | (8209865) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 02/17/25 | 1-Day SOFR,<br>4.30% | Quarterly | 2.60% | Semi-Annual | Morgan Stanley & Co. International PLC | 02/15/23 | 2.60 | USD | 526237 | (16056637) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 02/17/25 | 1-Day SOFR,<br>4.30% | Quarterly | 2.70% | Semi-Annual | Morgan Stanley & Co. International PLC | 02/15/23 | 2.70 | USD | 526237 | (15061643) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3-Year Interest Rate Swap, 02/17/26 | 6-Month<br>EURIBOR,<br>2.99% | Semi-Annual | 3.36% | Annual | JPMorgan Chase Bank N.A. | 02/15/23 | 3.36 | EUR | 285159 | (158936) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 03/09/24 | 1-Day SOFR,<br>4.30% | Quarterly | 4.50% | Semi-Annual | Goldman Sachs International | 03/07/23 | 4.50 | USD | 935485 | (3123444) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 03/10/25 | 1-Day SOFR,<br>4.30% | Quarterly | 4.03% | Semi-Annual | Goldman Sachs International | 03/08/23 | 4.03 | USD | 945671 | (3771319) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 03/25/33 | 1-Day SOFR,<br>4.30% | Quarterly | 3.27% | Semi-Annual | Goldman Sachs International | 03/23/23 | 3.27 | USD | 195107 | (2023660) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 04/03/24 | 1-Day SOFR,<br>4.30% | Annual | 3.22% | Annual | Goldman Sachs International | 04/03/23 | 3.22 | GBP | 1024497 | (13502866) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 04/08/33 | 1-Day SOFR,<br>4.30% | Quarterly | 3.40% | Semi-Annual | Morgan Stanley & Co. International PLC | 04/06/23 | 3.40 | USD | 129333 | (1028611) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 04/20/33 | 1-Day SOFR,<br>4.30% | Quarterly | 3.45% | Semi-Annual | Morgan Stanley & Co. International PLC | 04/18/23 | 3.45 | USD | 126946 | (991809) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 05/04/24 | 6-Month<br>EURIBOR,<br>2.99% | Semi-Annual | 1.75% | Annual | Goldman Sachs International | 05/02/23 | 1.75 | EUR | 1413856 | (26959676) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 05/07/33 | 1-Day SOFR,<br>4.30% | Quarterly | 3.75% | Semi-Annual | Citibank N.A. | 05/05/23 | 3.75 | USD | 123769 | (501775) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5-Year Interest Rate Swap, 06/10/28 | 1-Day SOFR,<br>4.30% | Quarterly | 4.00% | Semi-Annual | JPMorgan Chase Bank N.A. | 06/08/23 | 4.00 | USD | 189499 | (499306) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5-Year Interest Rate Swap, 06/16/28 | 1-Day SOFR,<br>4.30% | Quarterly | 3.90% | Semi-Annual | Goldman Sachs International | 06/14/23 | 3.90 | USD | 224129 | (765806) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 07/05/33 | 1-Day SOFR,<br>4.30% | Quarterly | 3.85% | Semi-Annual | JPMorgan Chase Bank N.A. | 07/03/23 | 3.85 | USD | 95291 | (527956) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 07/21/33 | 1-Day SOFR,<br>4.30% | Quarterly | 3.61% | Semi-Annual | Morgan Stanley & Co. International PLC | 07/19/23 | 3.61 | USD | 244572 | (2367212) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year Interest Rate Swap, 11/16/25 | 1-Day SOFR,<br>4.30% | Quarterly | 4.75% | Semi-Annual | Citibank N.A. | 11/14/23 | 4.75 | USD | 361746 | (439521) |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Interest Rate Swap, 12/16/33 | 1-Day SOFR,<br>4.30% | Quarterly | 3.60% | Semi-Annual | Morgan Stanley & Co. International PLC | 12/14/23 | 3.60 | USD | 61817 | (910762) |
|  |  |  |  |  |  |  |  |  |  | (96900804) |
|  |  |  |  |  |  |  |  |  |  | $(106524763) |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing<br>Rate Paid<br>by the Fund* | *Payment<br>Frequency* | *Termination<br>Date* | *Notional<br> Amount (000)* | *Notional<br> Amount (000)* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  AVIS Budget Group, Inc. | 5.00% | Quarterly | 12/20/26 | USD | 12271 | $(714182) | $(1380760) | $666578 |
|  CDX.NA.HY.37.V2 | 5.00 | Quarterly | 12/20/26 | USD | 157445 | (7916775) | (8652342) | 735567 |
|  iTraxx.XO.36.V1 | 5.00 | Quarterly | 12/20/26 | EUR | 35885 | (2089612) | (1402876) | (686736) |
|  CDX.NA.IG.39.V1 | 1.00 | Quarterly | 12/20/27 | USD | 18263 | (250953) | (25311) | (225642) |
|  |  |  |  |  |  | $(10971522) | $(11461289) | $489767 |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing <br>Rate Received <br>by the Fund* | *Payment<br>Frequency* | *Termination<br>Date* | *Credit<br>Rating<sup>(a)</sup>* | *Notional* <br> *Amount (000)<sup>(b)</sup>* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
| CDX.NA.HY.39.V1 | 5.00% | Quarterly | 12/20/27 | B | USD 13,728 | $460890 | $(552836) | $1013726 |
| iTraxx.XO.38.V1 | 5.00 | Quarterly | 12/20/27 | B | EUR 40,906 | 1746464 | (1384022) | 3130486 |
|  |  |  |  |  |  | $2207354 | $(1936858) | $4144212 |

---

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

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

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective<br>Date* | *Termination<br>Date* | *Notional<br>Amount (000)* | *Notional<br>Amount (000)* | *Value* | *Upfront<br>Premium*<br> *Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Effective<br>Date* | *Termination<br>Date* | *Notional<br>Amount (000)* | *Notional<br>Amount (000)* | *Value* | *Upfront<br>Premium*<br> *Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
| 1-Month MXIBOR, 10.81% | Monthly | 4.42% | Monthly | N/A | 02/28/23 | MXN | 958091 | $(260122) | $— | $(260122) |
| 1-Month MXIBOR, 10.81% | Monthly | 4.50% | Monthly | N/A | 03/03/23 | MXN | 957790 | (503694) | 1 | (503695) |
| 1-Month MXIBOR, 10.81% | Monthly | 4.68% | Monthly | N/A | 02/27/24 | MXN | 679789 | (2300230) | 86 | (2300316) |
| 1-Month MXIBOR, 10.81% | Monthly | 4.86% | Monthly | N/A | 03/01/24 | MXN | 679789 | (2395814) | 86 | (2395900) |
| 1-Day SOFR, 4.30% | Annual | 2.65% | Annual | N/A | 05/02/24 | USD | 1549701 | (38622994) | 211643 | (38834637) |
| 0.53% | Semi-Annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 06/06/24 | USD | 204209 | 12898152 | 1077 | 12897075 |
| 1-Day SOFR, 4.30% | Monthly | 4.46% | Monthly | 07/12/23 <sup>(a)</sup> | 07/12/24 | USD | 941993 | (156404) | 3080 | (159484) |
| 1-Day SONIA, 3.43% | Monthly | 4.26% | Monthly | 09/06/23 <sup>(a)</sup> | 09/06/24 | GBP | 260709 | 495751 | 826 | 494925 |
| 2.00% | Annual | 1-Day SOFR, 4.30% | Annual | 02/17/23 <sup>(a)</sup> | 02/17/25 | USD | 148033 | 6167889 | 655 | 6167234 |
| 2.72% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 05/02/25 | USD | 1840036 | 52434232 | (398139) | 52832371 |
| 1-Day SOFR, 4.30% | Annual | 3.75% | Annual | N/A | 12/15/25 | USD | 121426 | (334161) | 890 | (335051) |
| 1-Day SOFR, 4.30% | Annual | 3.81% | Annual | N/A | 12/19/25 | USD | 129342 | (134038) | 951 | (134989) |
| 3-Month KRW CDC, 3.63% | Quarterly | 3.30% | Quarterly | 03/15/23 <sup>(a)</sup> | 03/15/26 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;17700824 | 31336 | 140 | 31196 |
| 1-Month MXIBOR, 10.81% | Monthly | 6.48% | Monthly | N/A | 08/12/26 | MXN | 580343 | (2248746) | 257 | (2249003) |
| 1-Month MXIBOR, 10.81% | Monthly | 6.43% | Monthly | N/A | 08/13/26 | MXN | 801213 | (3165482) | 354 | (3165836) |
| 1-Month MXIBOR, 10.81% | Monthly | 6.47% | Monthly | N/A | 08/13/26 | MXN | 796887 | (3099344) | 352 | (3099696) |
| 1-Month MXIBOR, 10.81% | Monthly | 6.42% | Monthly | N/A | 08/14/26 | MXN | 649632 | (2576588) | 285 | (2576873) |
| 1-Month MXIBOR, 10.81% | Monthly | 6.44% | Monthly | N/A | 08/14/26 | MXN | 394136 | (1547064) | 174 | (1547238) |
| 1-Month MXIBOR, 10.81% | Monthly | 6.42% | Monthly | N/A | 08/17/26 | MXN | 585216 | (2307124) | 253 | (2307377) |
| 1-Day SOFR, 4.30% | Annual | 2.67% | Annual | N/A | 05/02/27 | USD | 205746 | (6518273) | (132188) | (6386085) |
| 1-Day SOFR, 4.30% | Annual | 2.91% | Annual | N/A | 10/06/27 | USD | 259533 | (6504873) | 2236 | (6507109) |
| 1.08% | Semi-Annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 08/17/30 | USD | 26559 | 4400909 | 3326804 | 1074105 |
| 0.02% | Annual | 6-Month EURIBOR, 2.99% | Semi-Annual | N/A | 08/26/31 | EUR | 103788 | 24566909 | 2056 | 24564853 |
| 1-Day SOFR, 4.30% | Annual | 2.65% | Annual | N/A | 05/02/32 | USD | 839546 | (37089148) | 733089 | (37822237) |
| 2.58% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 05/24/32 | USD | 159068 | 8213578 | (147179) | 8360757 |
| 2.60% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 05/26/32 | USD | 26061 | 1303691 | 390 | 1303301 |
| 1-Day SOFR, 4.30% | Annual | 3.47% | Annual | N/A | 10/04/32 | USD | 111214 | 2284885 | 1686 | 2283199 |
| 1-Day SOFR, 4.30% | Annual | 3.42% | Annual | N/A | 10/05/32 | USD | 53594 | 862068 | 838 | 861230 |
| 1-Day SOFR, 4.30% | Annual | 3.05% | Annual | N/A | 10/28/32 | USD | 118850 | (1836783) | 1868 | (1838651) |
| 1-Day SOFR, 4.30% | Annual | 2.88% | Annual | N/A | 11/02/32 | USD | 120735 | (3620391) | 1901 | (3622292) |
| 1-Day SOFR, 4.30% | Annual | 2.92% | Annual | N/A | 11/04/32 | USD | 121431 | (3223274) | 1913 | (3225187) |
| 1-Day SOFR, 4.30% | Annual | 2.90% | Annual | N/A | 11/15/32 | USD | 193694 | (5425244) | 3059 | (5428303) |
| 1-Day SOFR, 4.30% | Annual | 3.20% | Annual | N/A | 11/28/32 | USD | 115865 | (246783) | 1835 | (248618) |
| 1-Day ESTR, 1.91% | Annual | 2.34% | Annual | 01/19/28 <sup>(a)</sup> | 01/19/33 | EUR | 74318 | (674894) | 1041 | (675935) |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective<br>Date* | *Termination<br>Date* | *Notional<br>Amount (000)* | *Notional<br>Amount (000)* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Effective<br>Date* | *Termination<br>Date* | *Notional<br>Amount (000)* | *Notional<br>Amount (000)* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
| 2.61% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 05/02/42 | USD | 19667 | $1572566 | $47052 | $1525514 |
| 2.43% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 05/02/52 | USD | &nbsp;&nbsp;&nbsp;&nbsp;577068 | 60489162 | (1250898) | 61740060 |
|  |  |  |  |  |  |  |  | $50929660 | $2418474 | $48511186 |

---

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

**Centrally Cleared Inflation Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Termination<br>Date* | *Notional<br>Amount (000)* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
| *Reference* | *Frequency* | *Rate* | *Frequency* | *Termination<br>Date* | *Notional<br>Amount (000)* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  Eurostat Eurozone HICP Ex Tobacco Unrevised | Monthly | 2.69% | Monthly | 08/15/32 | EUR 14,565 | $56415 | $303 | $56112 |

---

**OTC Credit Default Swaps — Buy Protection** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Reference Obligations/Index* | *Financing<br>Rate Paid<br>by the Fund* | *Payment<br>Frequency* | *Counterparty* | *Termination<br>Date* |  | *Notional<br>Amount (000)* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  Bombardier, Inc. | 5.00% | Quarterly | Barclays Bank PLC | 06/20/23 | USD | 8698 | $(167642) | $185992 | $(353634) |
|  Pitney Bowes, Inc. | 1.00 | Quarterly | Barclays Bank PLC | 06/20/24 | USD | 410 | 31708 | 38166 | (6458) |
|  Pitney Bowes, Inc. | 1.00 | Quarterly | Goldman Sachs International | 06/20/24 | USD | 410 | 31708 | 38204 | (6496) |
|  Staples Inc. | 5.00 | Quarterly | Barclays Bank PLC | 06/20/24 | USD | 790 | 29670 | 63932 | (34262) |
|  Pitney Bowes, Inc. | 1.00 | Quarterly | Goldman Sachs International | 06/20/25 | USD | 800 | 116622 | 199608 | (82986) |
|  Ford Motor Company | 5.00 | Quarterly | Citibank N.A. | 06/20/27 | USD | 745 | (62740) | (32075) | (30665) |
|  General Electric Co. | 1.00 | Quarterly | Goldman Sachs International | 06/20/27 | USD | 3320 | (40416) | 60142 | (100558) |
|  Borgwarner Inc. | 1.00 | Quarterly | BNP Paribas SA | 12/20/27 | USD | 1330 | (17948) | 18135 | (36083) |
|  Ford Motor Company | 5.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/27 | USD | 1695 | (145951) | (71261) | (74690) |
|  Paramount Global Class B | 1.00 | Quarterly | Barclays Bank PLC | 12/20/27 | USD | 810 | 32538 | 39167 | (6629) |
|  Paramount Global Class B | 1.00 | Quarterly | Goldman Sachs International | 12/20/27 | USD | 1145 | 45996 | 56754 | (10758) |
|  Pitney Bowes, Inc. | 1.00 | Quarterly | Barclays Bank PLC | 12/20/27 | USD | 480 | 129389 | 121893 | 7496 |
|  Pitney Bowes, Inc. | 1.00 | Quarterly | Citibank N.A. | 12/20/27 | USD | 270 | 72781 | 72075 | 706 |
|  Pitney Bowes, Inc. | 1.00 | Quarterly | Citibank N.A. | 12/20/27 | USD | 400 | 107824 | 110000 | (2176) |
|  Pitney Bowes, Inc. | 1.00 | Quarterly | Goldman Sachs International | 12/20/27 | USD | 490 | 132086 | 124496 | 7590 |
|  Xerox Corp. | 1.00 | Quarterly | Citibank N.A. | 12/20/27 | USD | 470 | 53518 | 53570 | (52) |
|  Xerox Corp. | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | USD | 790 | 89955 | 90278 | (323) |
|  |  |  |  |  |  |  | $439098 | $1169076 | $(729978) |

---

**OTC Credit Default Swaps — Sell Protection** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing<br>Rate Received<br>by the Fund* | *Payment<br>Frequency* | *Counterparty* | *Termination<br>Date* | *Credit<br>Rating<sup>(a)</sup>* | *Notional* <br> *Amount (000)<sup>(b)</sup>* | *Notional* <br> *Amount (000)<sup>(b)</sup>* | *Value* | *Upfront<br>Premium<br>Paid*<br> *(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  Vistra Operations Company LLC | 5.00% | Quarterly | JPMorgan Chase Bank N.A. | 06/20/23 | BB | USD | 4250 | $77733 | $53161 | $24572 |
|  Vistra Operations Company LLC | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/25 | BB | USD | 2125 | 121461 | 108224 | 13237 |
|  AT&T, Inc. | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | BB | USD | 1620 | 10046 | 7762 | 2284 |
|  Verizon Communications, Inc. | 1.00 | Quarterly | Deutsche Bank AG | 12/20/27 | BBB+ | USD | 1620 | 8141 | 6339 | 1802 |
|  |  |  |  |  |  |  |  | $217381 | $175486 | $41895 |

---

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

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

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

**OTC Interest Rate Swaps** 

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Counterparty* | *Effective*<br> *Date* |  | *Termination*<br> *Date* |  | *Notional*<br> *Amount (000* | <br> *)*  | *Value* | *Upfront<br>Premium*<br> *Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Effective*<br> *Date* |  | *Termination*<br> *Date* |  | *Notional*<br> *Amount (000* | <br> *)*  | *Value* | *Upfront<br>Premium*<br> *Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  1-Day BZDIOVER, 0.05% | Monthly | 9.39% | Monthly | JPMorgan Chase Bank N.A. | N/A |  | 01/02/25 | BRL | 289615 |  | $(5227593) | $— | $(5227593) |
|  1-Day BZDIOVER, 0.05% | Monthly | 9.42% | Monthly | JPMorgan Chase Bank N.A. | N/A |  | 01/02/25 | BRL | 315948 |  | (5639081) |  | (5639081) |
|  1-Day BZDIOVER, 0.05% | Monthly | 9.54% | Monthly | JPMorgan Chase Bank N.A. | N/A |  | 01/02/25 | BRL | 314783 |  | (5371475) |  | (5371475) |
|  |  |  |  |  |  |  |  |  |  |  | $(16238149) | $— | $(16238149) |

---

**OTC Total Return Swaps** 

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Counterparty* | *Effective*<br> *Date* |  | *Termination*<br> *Date* |  | *Notional*<br> *Amount (000* | <br> *)*  | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
| *Rate/Reference* | *Frequency* | *Rate/Reference* | *Frequency* | *Counterparty* | *Effective*<br> *Date* |  | *Termination*<br> *Date* |  | *Notional*<br> *Amount (000* | <br> *)*  | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  iShares iBoxx $ Investment Grade Corporate Bond ETF | Monthly | 1-Day SOFR , 4.30% | Monthly | BNP Paribas SA | N/A |  | 03/17/23 | USD | 24644 |  | $(89234) | $— | $(89234) |
|  iShares iBoxx $ Investment Grade Corporate Bond ETF | Monthly | 1-Day SOFR , 4.30% | Monthly | JPMorgan Chase Bank N.A. | N/A |  | 03/17/23 | USD | 24707 |  | (26770) |  | (26770) |
|  1-Day SOFR minus 0.40%, 4.30% | Monthly | iShares iBoxx $ High Yield Corporate Bond ETF | Monthly | BNP Paribas SA | N/A |  | 03/17/23 | USD | 13429 |  | 243517 |  | 243517 |
|  1-Day SOFR minus 0.40%, 4.30% | Monthly | iShares iBoxx $ High Yield Corporate Bond ETF | Monthly | Goldman Sachs International | N/A |  | 03/17/23 | USD | 39706 |  | 492595 |  | 492595 |
|  1-Day SOFR minus 0.40%, 4.30% | Monthly | iShares iBoxx $ High Yield Corporate Bond ETF | Monthly | JPMorgan Chase Bank N.A. | N/A |  | 03/17/23 | USD | 19101 |  | 266052 |  | 266052 |
|  1-Day SOFR minus 0.40%, 4.30% | Monthly | iShares iBoxx $ High Yield Corporate Bond ETF | Monthly | Merrill Lynch International | N/A |  | 03/17/23 | USD | 31369 |  | 445459 |  | 445459 |
|  Pitney Bowes, Inc. | Quarterly | 1-Day SOFR minus 0.25%, 4.30% | Quarterly | Citibank N.A. | N/A |  | 06/13/23 | USD | 84 |  | (11736) |  | (11736) |
|  |  |  |  |  |  |  |  |  |  |  | $1319883 | $— | $1319883 |

---

**OTC Total Return Swaps** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Payment<br>Frequency* | *Counterparty<sup>(a)</sup>* | *Termination<br>Date* | *Net Notional* | *Accrued*<br> *Unrealized<br>Appreciation<br>(Depreciation)* | *Net Value of<br>Reference<br>Entity* | *Gross*<br>*Notional*<br>*Amount*<br>*Net Asset*<br>*Percentage* |
|  Equity Securities Short | Monthly | Citibank N.A.<sup>(b)</sup> | 02/24/23 – 05/31/23 | $(98637911) | $(1584678)<sup>(c)</sup> | $(100472394) | 0.5% |
|  | Monthly | JPMorgan Chase Bank N.A.<sup>(d)</sup> | 02/08/23 | (91645416) | (4358887)<sup>(e)</sup> | (96070612) | 0.5 |
|  |  |  |  |  | $(5943565) | $(196543006) |  |

---

<sup>(a)</sup> The Fund receives the total return on a portfolio of long positions underlying the total return swap. The Fund pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Fund pays or receives a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. 

<sup>(c)</sup> Amount includes $249,805 of net dividends and financing fees. 

<sup>(e)</sup> Amount includes $66,309 of net dividends and financing fees. 

The following are the specified benchmarks (plus or minus a range) used in determining the variable rate of interest:

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

**OTC Total Return Swaps (continued)** 

---

| | | |
|:---|:---|:---|
|  | (b) | (d) |
| Range: | 15-100 basis points | 15-125 basis points |
| Benchmarks: | USD - 1D Overnight Bank Funding Rate (OBFR01) | USD - 1D Overnight Bank Funding Rate (OBFR01) |

---

The following table represents the individual short positions and related values of the equity securities underlying the total return swap with Citibank N.A. as of period end, termination dates on February 24, 2023, February 27, 2023 and May 31, 2023:

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Shares* | *Value* | *% of<br>Basket<br>Value* |
|  **Reference Entity — Short** | **Reference Entity — Short** | **Reference Entity — Short** |  |
| **Common Stocks** |  |  |  |
| **Brazil** |  |  |  |
|  Cia de Saneamento Basico do Estado de Sao Paulo | (78570) | $(861495) | 0.9% |
| **China** |  |  |  |
|  China Vanke Co., Ltd., Class H | (1023522) | (2069049) | 2.0 |
|  Longfor Group Holdings Ltd. | (430500) | (1422420) | 1.4 |
|  Zhuzhou CRRC Times Electric Co., Ltd. | (88300) | (470405) | 0.5 |
|  |  | (3961874) |  |
| **Comoros** |  |  |  |
|  Bilibili, Inc., Class Z | (58980) | (1471948) | 1.5 |
| **Denmark** |  |  |  |
|  Vestas Wind Systems A/S | (64172) | (1877775) | 1.9 |
| **France** |  |  |  |
|  Electricite de France SA | (104191) | (1368554) | 1.4 |
| **Germany** |  |  |  |
|  Covestro AG | (81430) | (3749404) | 3.7 |
|  Siemens Healthineers AG | (66996) | (3592906) | 3.6 |
|  |  | (7342310) |  |
| **Hong Kong** |  |  |  |
|  China Overseas Land & Investment Ltd. | (860500) | (2323582) | 2.3 |
| **Italy** |  |  |  |
|  Nexi SpA | (87343) | (769259) | 0.8 |
|  Telecom Italia SpA | (5999103) | (1727189) | 1.7 |
|  |  | (2496448) |  |
| **Japan** |  |  |  |
|  ENEOS Holdings, Inc. | (457500) | (1637940) | 1.6 |
|  Lasertec Corp. | (13100) | (2480130) | 2.5 |
|  MatsukiyoCocokara & Co. | (47500) | (2369506) | 2.4 |
|  Money Forward, Inc. | (46600) | (1728089) | 1.7 |
|  Open House Co. Ltd. | (24800) | (938190) | 0.9 |
|  Z Holdings Corp. | (444100) | (1292206) | 1.3 |
|  |  | (10446061) |  |
| **Netherlands** |  |  |  |
|  Just Eat Takeaway.com NV | (92814) | (2381011) | 2.4 |
| **Norway** |  |  |  |
|  Aker Bp ASA | (96621) | (2943243) | 2.9 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Shares* | *Value* | *% of<br>Basket<br>Value* |
| **South Korea** |  |  |  |
|  HYBE Co. Ltd. | (7881) | $(1239939) | 1.2% |
|  Kakao Corp. | (79487) | (4001159) | 4 |
|  NCSoft Corp. | (5239) | (1939118) | 1.9 |
|  |  | (7180216) |  |
| **Sweden** |  |  |  |
|  Electrolux AB, Class B | (93864) | (1329475) | 1.3 |
|  Fastighets AB Balder, Class B | (798432) | (4113715) | 4.1 |
|  Saab AB, Class B | (46224) | (1892340) | 1.9 |
|  |  | (7335530) |  |
| **Switzerland** |  |  |  |
|  Adecco Group AG, Registered Shares | (27175) | (1009299) | 1 |
|  Credit Suisse Group AG, Registered Shares | (676260) | (2329635) | 2.3 |
|  |  | (3338934) |  |
| **United States** |  |  |  |
|  Block, Inc. | (46845) | (3828173) | 3.8 |
|  Caesars Entertainment, Inc. | (24355) | (1267921) | 1.3 |
|  Costar Group, Inc. | (20864) | (1625306) | 1.6 |
|  Ford Motor Co. | (232131) | (3136090) | 3.1 |
|  Illumina, Inc. | (11181) | (2394970) | 2.4 |
|  Lamb Weston Holdings, Inc. | (24218) | (2419136) | 2.4 |
|  Norwegian Cruise Line Holdings Ltd. | (66648) | (1013716) | 1 |
|  Oracle Corp. | (55470) | (4906876) | 4.9 |
|  Paramount Global, Class B | (179086) | (4147632) | 4.1 |
|  PPG Industries, Inc. | (18226) | (2375577) | 2.4 |
|  PulteGroup, Inc. | (71585) | (4072471) | 4 |
|  Quanta Services, Inc. | (14343) | (2182861) | 2.2 |
|  Take-Two Interactive Software, Inc. | (42862) | (4853264) | 4.8 |
|  Teledyne Technologies, Inc. | (10634) | (4511581) | 4.5 |
|  Uber Technologies, Inc. | (77848) | (2407839) | 2.4 |
|  |  | (45143413) |  |
|  **Net Value of Reference Entity — Citibank N.A.** |  | $(100472394) |  |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

The following table represents the individual short positions and related values of the equity securities underlying the total return swap with JPMorgan Chase Bank N.A. as of period end, termination date on February 8, 2023:

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Shares* | *Value* | *% of<br>Basket<br>Value* |
|  **Reference Entity — Short** | **Reference Entity — Short** | **Reference Entity — Short** |  |
| **Common Stocks** |  |  |  |
| **Australia** |  |  |  |
|  AMP Ltd. | (2985211) | $(2831788) | 2.9% |
|  IDP Education Ltd. | (55312) | (1230883) | 1.3 |
|  Pilbara Minerals Ltd. | (524073) | (1782853) | 1.9 |
|  |  | (5845524) |  |
| **Brazil** |  |  |  |
|  Equatorial Energia SA | (128850) | (711222) | 0.7 |
|  Hapvida Participacoes e Investimentos S/A | (1941572) | (1969761) | 2.1 |
|  Localiza Rent a Car SA | (173949) | (2028942) | 2.1 |
|  |  | (4709925) |  |
| **Canada** |  |  |  |
|  Shaw Communications, Inc., Class B | (213894) | (6365941) | 6.6 |
| **China** |  |  |  |
|  China Southern Airlines Co., Ltd., Class H | (1504000) | (999058) | 1 |
|  Country Garden Holdings Co., Ltd. | (230) | (86) | 0 |
|  Fuyao Glass Industry Group Co., Ltd., Class H | (113600) | (559089) | 0.6 |
|  Li Ning Co. Ltd. | (257000) | (2540616) | 2.7 |
|  Xiaomi Corp., Class B | (4322600) | (7150657) | 7.4 |
|  |  | (11249506) |  |
| **Comoros** |  |  |  |
|  Shandong Gold Mining Co. Ltd., Class H | (956250) | (1844203) | 1.9 |
|  Zhuzhou CRRC Times Electric Co., Ltd. | (354000) | (1885880) | 2 |
|  |  | (3730083) |  |
| **Finland** |  |  |  |
|  Orion OYJ, Class B | (39799) | (2132216) | 2.2 |
| **France** |  |  |  |
|  Alstom SA | (63672) | (1893297) | 2 |
| **Germany** |  |  |  |
|  Delivery Hero SE | (29827) | (1803247) | 1.9 |
|  Vonovia SE | (35870) | (1013252) | 1 |
|  |  | (2816499) |  |
| **Hong Kong** |  |  |  |
|  CK Asset Holdings Ltd. | (118000) | (754434) | 0.8 |
| **Japan** |  |  |  |
|  Tokyo Electric Power Co. Holdings, Inc. | (136400) | (510789) | 0.5 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Shares* | *Value* | *% of<br>Basket<br>Value* |
| **Morocco** |  |  |  |
|  Sands China Ltd. | (136400) | $(511512) | 0.5% |
| **Netherlands** |  |  |  |
|  Aegon NV | (420789) | (2320984) | 2.4 |
| **Poland** |  |  |  |
|  InPost SA | (263030) | (2540115) | 2.7 |
| **South Korea** |  |  |  |
|  Iljin Materials Co., Ltd. | (20659) | (1062291) | 1.1 |
|  Posco Chemical Co., Ltd. | (14155) | (2594603) | 2.7 |
|  |  | (3656894) |  |
| **Spain** |  |  |  |
|  CaixaBank SA | (400615) | (1777512) | 1.9 |
| **Switzerland** |  |  |  |
|  Bachem Holding AG | (29257) | (2587309) | 2.7 |
| **United Kingdom** |  |  |  |
|  Ocado Group PLC | (341179) | (2730247) | 2.8 |
| **United States** |  |  |  |
|  Advanced Micro Devices, Inc. | (15674) | (1177901) | 1.2 |
|  Align Technology Inc. | (3739) | (1008520) | 1.1 |
|  Catalent, Inc. | (9609) | (514562) | 0.5 |
|  Charles River Laboratories International, Inc. | (11000) | (2675750) | 2.8 |
|  DISH Network Corp., Class A | (221864) | (3192623) | 3.3 |
|  Dollar Tree, Inc. | (14910) | (2239184) | 2.3 |
|  Dr Horton Inc. | (39517) | (3899933) | 4.1 |
|  DXC Technology Co. | (45822) | (1316466) | 1.4 |
|  Electronic Arts, Inc. | (20196) | (2598821) | 2.7 |
|  International Business Machines Corp. | (29827) | (4018592) | 4.2 |
|  Mohawk Industries, Inc. | (9348) | (1122321) | 1.2 |
|  PerkinElmer, Inc. | (25174) | (3462180) | 3.6 |
|  PTC, Inc. | (18293) | (2467360) | 2.6 |
|  Rivian Automotive, Inc., Class A | (115056) | (2232086) | 2.3 |
|  Ross Stores, Inc. | (14788) | (1747794) | 1.8 |
|  STERIS PLC | (18174) | (3753113) | 3.9 |
|  Target Corp. | (14570) | (2508080) | 2.6 |
|  |  | (39935286) |  |
|  |  | (96068073) |  |
| **Rights** |  |  |  |
| **Brazil** |  |  |  |
|  Localiza Rent a Car SA | (760) | (2539) | 0.0 |
|  **Net Value of Reference Entity — JPMorgan Chase Bank N.A.** | **Net Value of Reference Entity — JPMorgan Chase Bank N.A.** | $(96070612) |  |

---

**Fair Value Hierarchy as of Period End** 

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or
liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield
curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent
observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

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

Certain investments of the Fund were fair valued using net asset value ("NAV") per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
|  Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | $— | $262281761 | $24219930 | $286501691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Argentina | 2312567 |  |  | 2312567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 153243488 | 309 | 153243797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 4571432 |  | 4571432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 10283853 |  |  | 10283853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 222383388 |  |  | 222383388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cayman Islands | 4948977 |  | 5159597 | 10108574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | 5157135 |  |  | 5157135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China |  | 319890585 |  | 319890585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 34215406 |  | 34215406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 3872425 |  | 3872425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 631150300 |  | 631150300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | 7695205 | 423590967 |  | 431286172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | 250359 | 57707446 |  | 57957805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  | 2879015 | 13866194 | 16745209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 935981 |  | 935981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 13303752 | 9096910 |  | 22400662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 51018446 |  |  | 51018446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 59686121 |  | 59686121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 312272122 |  | 312272122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jordan |  | 1038011 |  | 1038011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 18127999 |  |  | 18127999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 37951563 | 391702306 |  | 429653869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 6292009 |  | 6292009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 703354 |  | 703354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 343579 |  | 343579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 956180 |  | 956180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa |  | 26386057 |  | 26386057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 111499890 |  | 111499890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 96949942 |  | 96949942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 41440717 |  | 41440717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 47762117 | 177022001 |  | 224784118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 81138910 |  | 81138910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  |  | 28 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 77731564 | 393543640 |  | 471275204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 6195913252 | 86805234 | 95943591 | 6378662077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds |  | 2177697139 | 320896596 | 2498593735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests |  | 283224158 | 357021585 | 640245743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations |  | 895577487 |  | 895577487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 341983445 |  |  | 341983445 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities | $— | $586418516 | $74562342 | $660980858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Interests |  |  | 26780434 | 26780434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trusts |  | 10982266 |  | 10982266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 26799624 | 41357334 | 367054788 | 435211746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil |  |  | 19939125 | 19939125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  |  | 9810575 | 9810575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 23491892 | 26875468 | 50367360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  |  | 9066284 | 9066284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  |  | 3996538 | 3996538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  |  | 8791237 | 8791237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trust Preferreds | 25418664 |  |  | 25418664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities |  | 2339293048 |  | 2339293048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations |  | 812865436 |  | 812865436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 18962 |  | 635260 | 654222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 5389 |  |  | 5389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 3397 |  |  | 3397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 395475 | 29039550 | 1843034 | 31278059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Certificates of Deposit |  | 29466702 |  | 29466702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations |  | 1554303526 |  | 1554303526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | 347710130 |  |  | 347710130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Deposits |  | 48969878 |  | 48969878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options Purchased |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts |  | 63390 |  | 63390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | 56369476 | 892061 |  | 57261537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts |  | 2928926 | 160560 | 3089486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | 8625 | 50085935 |  | 50094560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Contracts |  | 734953 |  | 734953 |
|  Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investments Sold Short |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | (6486870) |  | (6486870) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | (2676254) |  | (2676254) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | (7831917) |  |  | (7831917) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sale Commitments |  | (1061553833) |  | (1061553833) |
|  | $7485721447 | $11507891029 | $&nbsp;&nbsp;&nbsp;&nbsp;1366623475 | 20360235951 |
|  Investments Valued at NAV<sup>(a)</sup>  |  |  |  | 298934613 |
|  |  |  |  | $20659170564 |
|  Derivative Financial Instruments<sup>(b)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | $— | $5604044 | $— | $5604044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | 1241637 | 2190021 |  | 3431658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts |  | 129036362 |  | 129036362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | 40315700 | 174135820 |  | 214451520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Contracts |  | 56112 |  | 56112 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts |  | (1658148) |  | (1658148) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | (49590966) | (8731358) |  | (58322324) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts |  | (104170039) |  | (104170039) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | (52820006) | (248387546) |  | (301207552) |
|  | $(60853635) | $(51924732) | $— | $(112778367) |

---

<sup>(a)</sup> Certain investments of the Fund were fair valued using NAV as a practical expedient as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

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

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Asset-Backed<br>Securities* | *Common<br>Stocks* | *Corporate<br>Bonds* | *Floating<br>Rate Loan<br>Interests* | *Non-Agency<br>Mortgage-Backed<br>Securities* | *Options<br>Purchased* | *Other<br>Interests* |
|  **Assets** |  |  |  |  |  |  |  |
|  Opening balance, as of April 30, 2022 | $25242775 | $148923964 | $361125370 | $415107251 | $80994599 | $— | $27182620 |
|  Transfers into Level 3 | 1166529 |  |  | 6960545 | 6527963 |  |  |
|  Transfers out of Level 3 |  | (302896) |  | (15348762) |  |  |  |
|  Accrued discounts/premiums |  |  | (10128) | 564819 | 164670 |  |  |
|  Net realized gain (loss) |  |  | (41595522) | (348139) |  |  |  |
|  Net change in unrealized appreciation (depreciation)<sup>(a)</sup>  | (2189374) | (33651349) | (33081072) | (6537281) | (5845626) | (275727) | (402186) |
|  Purchases |  |  | 55550930 | 74232504 |  | 436287 |  |
|  Sales |  |  | (21092982) | (117609352) | (7279264) |  |  |
|  Closing balance, as of January 31, 2023 | $24219930 | $114969719 | $320896596 | $357021585 | $74562342 | $160560 | $26780434 |
|  Net change in unrealized appreciation (depreciation) on investments still held at January 31, 2023<sup>(a)</sup>  | $(2189374) | $(33651349) | $(73795267) | $(6957640) | $(5845626) | $(275727) | $(402186) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | *Preferred<br>Stocks* | *U.S.<br>Government<br>Sponsored<br>Agency<br>Securities* | *Unfunded*<br> *Floating Rate*<br> *Loan<br>Interests* | *Unfunded<br>SPAC PIPE*<br> *Commitments* | *Warrants* | *Total* |
|  **Assets** |  |  |  |  |  |  |
|  Opening balance, as of April 30, 2022 | $516568839 | $2062614 | $(73694) | $— | $263058 | $1577397396 |
|  Transfers into Level 3 |  |  |  |  |  | 14655037 |
|  Transfers out of Level 3 |  | (2062614) |  |  |  | (17714272) |
|  Accrued discounts/premiums |  |  |  |  |  | 719361 |
|  Net realized gain (loss) | 252883 |  |  |  | (1) | (41690779) |
|  Net change in unrealized appreciation (depreciation)<sup>(a)</sup>  | (103257025) |  | 73694 |  | 2215235 | (182950711) |
|  Purchases | 32633542 |  |  |  | 2 | 162853265 |
|  Sales | (664224) |  |  |  |  | (146645822) |
|  Closing balance, as of January 31, 2023 | $445534015 | $— | $— | $— | $2478294 | $1366623475 |
|  Net change in unrealized appreciation (depreciation) on investments still held at January 31, 2023<sup>(a)</sup>  | $(103257025) | $— | $— | $— | $2215235 | $(224158959) |

---

<sup>(a)</sup> Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at January 31, 2023 is generally due to investments no longer held or categorized as Level 3 at period end.

The following table summarizes the valuation approaches used and unobservable inputs utilized by the BlackRock Valuation Committee (the "Valuation Committee") to determine the value of certain of the Fund's Level 3 financial instruments as of period end. The table does not include Level 3 financial instruments with values based upon unadjusted third-party pricing information in the amount of $121,370,387. A significant change in third party information could result in a significantly lower or higher value of such Level 3 financial instruments.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Value* | | *Valuation<br>Approach* | *Unobservable<br>Inputs* | *Range of<br>Unobservable<br>Inputs<br>Utilized* | *<br><sup>(a)</sup>* | *Weighted<br>Average of<br>Unobservable<br>Inputs Based<br>on Fair Value* |
|  Common Stocks<sup>(b)</sup>  | $114969382 |  | Market | Revenue Multiple | 2.38x - 11.25x |  | 5.34x |
|  |  |  |  | Time to Exit | 1.3 years |  |  |
|  |  |  |  | Volatility | 51% |  |  |
|  |  |  |  | Market Adjustment Multiple | 0.50x |  |  |
|  |  |  | Income | Discount Rate | 16% |  |  |
|  Corporate Bonds | 309815651 |  | Income | Discount Rate | 8% - 35% |  | 16% |
|  |  |  | Market | Revenue Multiple | 5.25x |  |  |
|  |  |  |  | Time to Exit | 2.8 years |  |  |
|  |  |  |  | Volatility | 65% |  |  |
|  Floating Rate Loan Interests<sup>(c)</sup>  | 345675312 |  | Income | Discount Rate | 5% - 16% |  | 11% |
|  |  |  |  | Credit Spread | 273 - 468 |  | 365 |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | *Value* | | *Valuation<br>Approach* | *Unobservable<br>Inputs* | *Range of<br>Unobservable<br>Inputs<br>Utilized <br><sup>(a)</sup>* | *Weighted<br>Average of<br>Unobservable<br>Inputs Based<br>on Fair Value* |
|  Other Interests | 26780434 |  | Income | Discount Rate | 6%-7% | 7% |
|  Preferred Stocks<sup>(d)</sup>  | $445534015 |  | Income | Discount Rate | 12% |  |
|  |  |  | Market | Revenue Multiple | 0.21x - 26.00x | 10.84x |
|  |  |  |  | EBITDAR Multiple | 7.00x |  |
|  |  |  |  | Time to Exit | 1.5 - 5.0 years | 3.7 years |
|  |  |  |  | Volatility | 50% - 80% | 64% |
|  |  |  |  | Gross Profit Multiple | 5.89x - 32.50x | 21.43x |
|  |  |  |  | Market Adjustment Multiple | 0.50x - 1.00x | 0.87x |
|  |  |  |  | Recent Transactions | (d) |  |
|  Warrants | 2478294 |  | Market | Revenue Multiple | 6.75x - 18.00x | 12.39x |
|  |  |  |  | Time to Exit | 0.4 - 4.6 years | 4.6 years |
|  |  |  |  | Volatility | 40% - 65% | 62% |
|  | $1245253088 |  |  |  |  |  |

---

<sup>(a)</sup> A significant change in unobservable input would have resulted in a correlated (inverse) significant change to value.

<sup>(b)</sup> The fund valued certain of its Level 3 Common Stock using recent transaction prices as the best approximation of fair value. The value of Level 3 investments obtained using recent prior transaction prices, for which inputs are unobservable, is $45,644,720 as of January 31, 2023. 

<sup>(c)</sup> For the period end January 31, 2023., the valuation technique for investments classified as Floating Rate Loan Interests amounting to $6,898,310 changed to Discount Cash Flow approach. The investments were previously valued utilizing a prior recent transaction. The change was due to consideration of the information that was available at the time the investments were valued. 

<sup>(d)</sup> For the period end January 31, 2023, the valuation technique for certain investments classified as Preferred Stock used recent prior transaction prices as inputs within the model used for the approximation of fair value.

---

| | |
|:---|:---|
| **Currency Abbreviation** | **Currency Abbreviation** |
|  AUD | Australian Dollar |
|  BRL | Brazilian Real |
|  CAD | Canadian Dollar |
|  CHF | Swiss Franc |
|  CNH | Chinese Yuan |
|  COP | Colombian Peso |
|  CZK | Czech Koruna |
|  DKK | Danish Krone |
|  EUR | Euro |
|  GBP | British Pound |
|  HKD | Hong Kong Dollar |
|  HUF | Hungarian Forint |
|  IDR | Indonesian Rupiah |
|  INR | Indian Rupee |
|  JPY | Japanese Yen |
|  KRW | South Korean Won |
|  MXN | Mexican Peso |
|  NOK | Norwegian Krone |
|  NZD | New Zealand Dollar |

---

---

| | |
|:---|:---|
| **Currency Abbreviation (continued)** | **Currency Abbreviation (continued)** |
|  PLN | Polish Zloty |
|  SEK | Swedish Krona |
|  SGD | Singapore Dollar |
|  TWD | New Taiwan Dollar |
|  USD | United States Dollar |
|  ZAR | South African Rand |
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
|  ADR | American Depositary Receipt |
|  BZDIOVER | Overnight Brazil Interbank Deposit (CETIP) |
|  CDI | CREST Depository Interest |
|  CLO | Collateralized Loan Obligation |
|  CMT | Constant Maturity Treasury |
|  DAC | Designated Activity Company |
|  DIP | Debtor-In-Possession |
|  ESTR | Euro Short Term Rate |
|  ETF | Exchange-Traded Fund |
|  EURIBOR | Euro Interbank Offered Rate |
|  FTSE | Financial Times Stock Exchange |
|  LIBOR | London Interbank Offered Rate |

---

------

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **BlackRock Global Allocation Fund, Inc.** |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
|  MSCI | Morgan Stanley Capital International |
|  MXIBOR | Mexico Interbank Offered Rate |
|  PCL | Public Company Limited |
|  PIK | Payment-in-Kind |
|  REMIC | Real Estate Mortgage Investment Conduit |
|  S&P | Standard & Poor's |
|  SOFR | Secured Overnight Financing Rate |
|  SOFR CME | Secured Overnight Financing Rate Chicago Mercantile Exchange |
|  SOFRTE | Term Secured Overnight Financing Rate |
|  SONIA | Sterling Overnight Interbank Average Rate |
|  SPDR | Standard & Poor's Depository Receipt |
|  ST | Special Tax |
|  STACR | Structured Agency Credit Risk |
|  TAN | Tax Anticipation Notes |
|  TBA | To-Be-Announced |

---

## 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 Global Allocation Fund, Inc.

- **b. Investment Company Act file number:** 811-05576

- **c. CIK number of Registrant:** 0000834237

- **d. LEI of Registrant:** 32P8B6BZ084LSNAF2753

- **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 Global Allocation Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002245

- **c. LEI of Series:** 32P8B6BZ084LSNAF2753

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $23342672147.66

**Total Liabilities:** $4301438821.62

**Net Assets:** $19041233326.04

**Amount of Assets Invested in Other Investment Companies:** $100987909.80

**Delayed Delivery Securities:** $855319081.65

**Cash Not Reported:** $159308938.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 59075.98000000 | **1-Year:** 71724.24000000 | **5-Year:** 484339.30000000 | **10-Year:** 1322917.57000000 | **30-Year:** 237150.05000000

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

- **3-Month:** 883051.10000000 | **1-Year:** -30627.39000000 | **5-Year:** 613978.06000000 | **10-Year:** 1175204.84000000 | **30-Year:** -1063084.82000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005792 | 5.61%                | -2.79%               | 5.18%                |
| Class ID C000005790 | 5.68%                | -2.72%               | 5.22%                |
| Class ID C000005793 | 5.76%                | -2.69%               | 5.23%                |
| Class ID C000005794 | 5.69%                | -2.79%               | 5.21%                |
| Class ID C000172904 | 5.76%                | -2.75%               | 5.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12614628.73             | $951678435.96                              |
| Month 2  | $-40188308.41            | $-497096725.82                             |
| Month 3  | $199207454.90            | $705641354.06                              |

**Designated Index Information**

- **Index Name:** 36% S&P 500 24% FTSE World (ex.US) 24% ICE BofA/ML Cur 5-yr US Treasury 16% FTSE Non-USD WGBI

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Octagon Investment Partners XV Ltd                       | Octagon Investment Partners XV Ltd                                                                                     | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |       487129 | PA      | $484665.73     | 0.00%             | 2030-07-19      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                         | Crown Castle Inc                                                                                                       | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      5302000 | PA      | $5115288.27    | 0.03%             | 2026-06-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| HCL Technologies Ltd                                     | HCL Technologies Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |        98310 | NS      | $1355655.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Honeywell International Inc                              | Honeywell International Inc                                                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        22584 | NS      | $4708312.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                | Nelnet Student Loan Trust 2021-C                                                                                       | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       850000 | PA      | $700734.39     | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                                 | American Water Capital Corp                                                                                            | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      4365000 | PA      | $3903558.78    | 0.02%             | 2030-05-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ALPEK SA DE CV                                           | Alpek SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      1471000 | PA      | $1225343.00    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50186757 | PA      | $3033162.14    | 0.02%             | 2030-10-25      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX INVESTMENT GRA                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -29028 | NC      | $-188682.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $-36976.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FMC Corp                                                 | FMC Corp                                                                                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        30572 | NS      | $4070050.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2015-III Ltd                                                                                              | CUSIP: 12550MAL4<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |       712000 | PA      | $689714.68     | 0.00%             | 2029-04-19      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| STUDIO CITY FINANCE LTD                                  | Studio City Finance Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      1334000 | PA      | $1073029.58    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                   | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54328200 | PA      | $58097218.88   | 0.31%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                   | Nationstar Mortgage Holdings Inc                                                                                       | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       591000 | PA      | $548152.50     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.613000 02-MAY-2042                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     19667100 | OU      | $1478462.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | SWAP/CDSWAP/SCDS: (XRXCRP)                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       790000 | OU      | $89955.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                                                          | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5230000 | PA      | $4527162.42    | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                        | NatWest Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1269350.00    | 0.01%             | 2027-03-28      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                                       | Whitebox Clo II Ltd                                                                                                    | CUSIP: 96466CAL2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      1390000 | PA      | $1364554.10    | 0.01%             | 2034-10-24      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Zijin Mining Group Co Ltd                                | Zijin Mining Group Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |       610000 | NS      | $1008970.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp                                             | Comcast Corp                                                                                                           | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     11311000 | PA      | $10881363.32   | 0.06%             | 2028-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Orient Overseas International Ltd                        | Orient Overseas Intl Ltd.                                                                                              | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |       117000 | NS      | $1944871.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dongfeng Motor Group Co Ltd                              | Dongfeng Motor Group Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 529900608W58250G7S08 | Long             | EC               | CORP              | CN        |       666000 | NS      | $397080.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                   | PURCHASED HUF / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |            1 | NC      | $1427741.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GCI LLC                                                  | GCI LLC                                                                                                                | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      1436000 | PA      | $1264455.44    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CONOCOPHILLIPS                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1232 | NC      | $-194656.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                                                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3301000 | PA      | $3036325.69    | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CML HYATT LOST PINES                                     | CML Hyatt Lost Pines Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16300000 | PA      | $15936081.31   | 0.08%             | 2026-09-09      | Floating      | 7.70%                 | No            | 3                  | On Loan: No      |
| TPB Acquisition Corp I                                   | TPB Acquisition Corp I                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        95675 | NS      | $45627.41      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DP WORLD SALAAM                                          | DP World Salaam                                                                                                        | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |      1659000 | PA      | $1660036.88    | 0.01%             | 2025-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                      | American Tower Corp                                                                                                    | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      2034000 | PA      | $1666463.28    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | TESLA INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -834 | NC      | $-806895.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EATON CORP                                               | Eaton Corp                                                                                                             | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      2857000 | PA      | $2762883.99    | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Access Group Inc                                         | AccessLex Institute                                                                                                    | CUSIP: 00432CDJ7<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-O            | CORP              | US        |      1978406 | PA      | $1921329.68    | 0.01%             | 2036-05-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CF INDUSTRIES HOLDINGS INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1266 | NC      | $-44310.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZOZO Inc                                                 | ZOZO Inc                                                                                                               | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |        95400 | NS      | $2473073.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT Corp                                                 | EQT Corp                                                                                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1822558 | NS      | $59542969.86   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1032000 | PA      | $989449.28     | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES CHINA LARGE-CAP ETF                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        14501 | NC      | $1950384.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ZSCALER INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -538 | NC      | $-103834.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Greystone Commercial Real Estate Notes                   | Greystone CRE Notes 2021-FL3 Ltd                                                                                       | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3594000 | PA      | $3449600.99    | 0.02%             | 2039-07-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| MET LIFE GLOB FUNDING I                                  | Metropolitan Life Global Funding I                                                                                     | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      3220000 | PA      | $2976528.43    | 0.02%             | 2027-09-19      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CONOCOPHILLIPS                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3254 | NC      | $-899731.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                            | Citigroup Inc                                                                                                          | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        68000 | PA      | $65493.19      | 0.00%             | 2026-05-01      | Fixed         | 3.40%                 | 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        |     12756000 | PA      | $12110154.79   | 0.06%             | 2036-11-15      | Floating      | 7.40%                 | 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        |       181458 | NS      | $158408409.59  | 0.83%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 10Y RTP 3.850000 03-JUL-2023                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -95290664 | OU      | $-527956.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | INTEL CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          697 | NC      | $5924.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | EUR C USD P @1.110000 EO                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -81603518 | OU      | $-58818.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kingfisher PLC                                           | Kingfisher PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |       497779 | NS      | $1717296.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell PLC                                                | Shell PLC                                                                                                              | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       645325 | NS      | $37951563.25   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| LONGi Green Energy Technology Co Ltd                     | LONGi Green Energy Technology Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 300300NRGAITUP1EZ248 | Long             | EC               | CORP              | CN        |       341500 | NS      | $2448707.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                      | Elevance Health Inc                                                                                                    | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      7143000 | PA      | $6889292.78    | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                                        | Cisco Systems Inc                                                                                                      | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |       159767 | NS      | $7775859.89    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mazda Motor Corp                                         | Mazda Motor Corp                                                                                                       | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |       188700 | NS      | $1502049.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Albemarle Corp                                           | Albemarle Corp                                                                                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       149953 | NS      | $42204271.85   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                      | Global Payments Inc                                                                                                    | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       923000 | PA      | $924477.11     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Yum China Holdings Inc                                   | Yum China Holdings Inc                                                                                                 | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |        47950 | NS      | $2905192.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1677000 | PA      | $1865391.63    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       182000 | PA      | $173544.66     | 0.00%             | 2028-04-24      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc                                           | Salesforce Inc                                                                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |         7980 | NS      | $1340400.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                               | Intuit Inc                                                                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        93348 | NS      | $39455399.16   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                                            | Dynatrace Inc                                                                                                          | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143541 | NS      | $5516280.63    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Inc                                                  | Dow Inc                                                                                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        38190 | NS      | $2266576.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SCHLUMBERGER LTD                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |         2382 | NC      | $364446.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares JP Morgan USD Emerging Markets Bond ETF          | iShares JP Morgan USD Emerging Markets Bond ETF                                                                        | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |       273736 | NS      | $24064131.76   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Capital XIII                                   | Citigroup Capital XIII                                                                                                 | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       629905 | NS      | $18090871.60   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd                                            | BHP Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       556556 | NS      | $19520412.86   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUATE PETROCHEMICAL BV                                  | Equate Petrochemical BV                                                                                                | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      1188000 | PA      | $1055686.50    | 0.01%             | 2028-04-28      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                   | Oman Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      1180000 | PA      | $1193275.00    | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX INVESTMENT GRA                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        14585 | NC      | $262530.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                                      | Allegiant Travel Co                                                                                                    | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2287612.83    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                         | PURCHASED GBP / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |            1 | NC      | $-1001730.91   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                     | Kraft Heinz Foods Co                                                                                                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5129000 | PA      | $4852885.21    | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SCHLUMBERGER LTD                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        -2382 | NC      | $-109572.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kone Oyj                                                 | Kone Oyj                                                                                                               | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        58973 | NS      | $3216156.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| YANGO JUSTICE INTL                                       | Yango Justice International Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |       503000 | PA      | $10060.00      | 0.00%             | 2022-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                          | Informatica LLC 2021 USD Term Loan B                                                                                   | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |      1332006 | PA      | $1327424.00    | 0.01%             | 2028-10-27      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                               | Progress Residential 2021-SFR3                                                                                         | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2735772 | PA      | $2396092.80    | 0.01%             | 2026-05-17      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| iShares Biotechnology ETF                                | iShares Biotechnology ETF                                                                                              | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Long             | EC               | RF                | US        |        19698 | NS      | $2689761.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 10Y RTP 3.610000 19-JUL-2023                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -244571723 | OU      | $-2367212.15   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES RUSSELL 2000 ETF                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          714 | NC      | $58548.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TAP ROCK RESOURCES LLC                                   | Tap Rock Resources LLC                                                                                                 | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     10358000 | PA      | $9803847.00    | 0.05%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                                | United Parcel Service Inc                                                                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       413677 | NS      | $76625390.71   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                                                         | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7432000 | PA      | $7043735.08    | 0.04%             | 2026-07-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| INTERCORP PERU LTD                                       | Intercorp Peru Ltd                                                                                                     | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |       793000 | PA      | $666615.63     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | TRS: BLACKROCK GLOBAL ALLOCATION FUND, INC. - JP CFD                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     16208514 | OU      | $-96070612.28  | -0.50%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 2Y RTP 2.600000 15-FEB-2023                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -526237489 | NC      | $-16056637.20  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     13005000 | PA      | $11100371.71   | 0.06%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                                                                   | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       871000 | PA      | $836160.00     | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                   | Contemporary Amperex Technology Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       469100 | NS      | $32548542.02   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Jawbone Health Hub, Inc.                                 | Jawbone Health Hub, Inc.                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1518232 | NS      | $15.18         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| L'Oreal SA                                               | L'Oreal SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        28044 | NS      | $11579692.96   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | VISA INC                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1029 | NC      | $1445745.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO                   | Park Avenue Institutional Advisers CLO Ltd 2016-1                                                                      | CUSIP: 700162AJ9<br>LEI: 549300SPM0J0RQRUOB94 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $494075.75     | 0.00%             | 2031-08-23      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                      | AUST 10Y BOND FUT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         3434 | NC      | $-3042003.95   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD INR                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-709747.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | SWP: OIS 9.540000 02-JAN-2025                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | BR        |    314783312 | OU      | $-5371475.30   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                    | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     14864720 | PA      | $5433055.16    | 0.03%             | 2038-01-09      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| WORKDAY INC                                              | Workday Inc                                                                                                            | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      1962000 | PA      | $1846578.54    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                        | General Motors Co                                                                                                      | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     16546000 | PA      | $16509598.80   | 0.09%             | 2023-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                        | EURO-BUND FUTURE MAR23                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         4291 | NC      | $-18563219.69  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                 | Neuberger Berman Loan Advisers CLO 37 Ltd                                                                              | CUSIP: 64133GAT7<br>LEI: 5493006JG853WBZS5J73 | Long             | ABS-CBDO         | CORP              | KY        |       333000 | PA      | $326191.68     | 0.00%             | 2031-07-20      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED KRW / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |            1 | NC      | $6561752.36    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| The Federal Republic of Nigeria                          | Nigeria Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2004000 | PA      | $1310115.00    | 0.01%             | 2047-11-28      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                        | General Motors Co                                                                                                      | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       240809 | NS      | $9468609.88    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                 | Japan Treasury Discount Bill                                                                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  36879800000 | PA      | $283422491.24  | 1.49%             | 2023-04-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2020-VIV4                                                                                 | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1425000 | PA      | $1220039.54    | 0.01%             | 2044-03-09      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                    | Trivium Packaging Finance BV                                                                                           | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      2265000 | PA      | $2174264.10    | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | SWAPTION MAR23 0.6 CALL                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -1362004223 | NC      | $-13.62        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Berry Global Inc                                         | Berry Global Inc                                                                                                       | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       396000 | PA      | $385704.00     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                   | Volkswagen Financial Services NV                                                                                       | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $697922.03     | 0.00%             | 2024-12-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                       | Regal Rexnord Corp                                                                                                     | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      4065000 | PA      | $4126851.25    | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P 500 ETF TRUST                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         7401 | NC      | $1398789.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                     | Colombia Government International Bond                                                                                 | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      4564000 | PA      | $3449528.25    | 0.02%             | 2031-04-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BANK OF EAST ASIA LTD                                    | Bank of East Asia Ltd/The                                                                                              | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |       733000 | PA      | $711605.56     | 0.00%             | 2024-09-19      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                       | MS&AD Insurance Group Holdings Inc                                                                                     | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |        54300 | NS      | $1741602.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| iShares MSCI Emerging Markets ETF                        | iShares MSCI Emerging Markets ETF                                                                                      | CUSIP: 464287234<br>LEI: 549300BPYHDEDI59G670 | Long             | EC               | RF                | US        |        56435 | NS      | $2334151.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Altus Power Inc                                          | Altus Power Inc                                                                                                        | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |            0 | NS      | $0.10          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| APCOA PARKING HOLDINGS G                                 | APCOA Parking Holdings GmbH                                                                                            | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |      9529000 | PA      | $9841482.61    | 0.05%             | 2027-01-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                 | Toyota Motor Credit Corp                                                                                               | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       306000 | PA      | $290801.22     | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Alphawave IP Group PLC                                   | Alphawave IP Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800ZXTO21EU4VMH37 | Long             | EC               | CORP              | GB        |      2084903 | NS      | $2456992.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5792000 | PA      | $5622429.59    | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| IHS HOLDING LTD                                          | IHS Holding Ltd                                                                                                        | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      1244000 | PA      | $1018294.86    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Trust 2020-GC47                                                                                 | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4425809 | PA      | $3716732.44    | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      2060000 | PA      | $2020379.20    | 0.01%             | 2025-05-13      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2020-NET                                                                                                          | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3944460 | PA      | $3580640.95    | 0.02%             | 2037-08-15      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-CIP                                                                                  | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11134221 | PA      | $10493339.69   | 0.06%             | 2038-12-15      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-19587.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                         | Welltower OP LLC                                                                                                       | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      4794000 | PA      | $4715087.79    | 0.02%             | 2024-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 10Y RTR 2.970000 15-FEB-2023                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     94730685 | OU      | $100561.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | FREEPORT-MCMORAN INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1761 | NC      | $-179622.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GRUPO AVAL LTD                                           | Grupo Aval Ltd                                                                                                         | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |      2939000 | PA      | $2420854.30    | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                  | HCA Inc                                                                                                                | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5798000 | PA      | $5901870.94    | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1244000 | PA      | $284020.75     | 0.00%             | 2025-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                   | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      4801000 | PA      | $4339677.34    | 0.02%             | 2028-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| STEM INC                                                 | Stem Inc                                                                                                               | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       749000 | PA      | $503455.19     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Mirion Technologies Inc                                  | Mirion Technologies Inc                                                                                                | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |       223121 | NS      | $1773811.95    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| JP MORGAN CHASE BANK                                     | SWAP/CDSWAP/SCDS: (VST)                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      4250000 | OU      | $77733.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Holland Park CLO DAC                                     | Holland Park CLO DAC                                                                                                   | CUSIP: 000000000<br>LEI: 549300DH041IB658HY57 | Long             | ABS-CBDO         | CORP              | IE        |       390000 | PA      | $413390.31     | 0.00%             | 2032-11-14      | Floating      | 2.72%                 | No            | 2                  | On Loan: No      |
| KBC Group NV                                             | KBC Group NV                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        61720 | NS      | $4571432.02    | 0.02%             |  |  |  | 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        |     18687871 | PA      | $18267393.87   | 0.10%             | 2026-11-12      | Floating      | 9.07%                 | No            | 3                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                 | Japan Treasury Discount Bill                                                                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30228450000 | PA      | $232290672.07  | 1.22%             | 2023-04-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Genuine Parts Co                                         | Genuine Parts Co                                                                                                       | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        11325 | NS      | $1900561.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                               | Chipotle Mexican Grill Inc                                                                                             | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5475 | NS      | $9013930.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2013-I Ltd                                                                                                | CUSIP: 12549AAN0<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245509.13     | 0.00%             | 2030-07-16      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| La Francaise des Jeux SAEM                               | La Francaise des Jeux SAEM                                                                                             | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |        82581 | NS      | $3533475.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                      | Kinetik Holdings LP                                                                                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       490000 | PA      | $465500.00     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD TWD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-371048.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1914599.23    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                                     | Parker-Hannifin Corp                                                                                                   | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      6273000 | PA      | $5809039.82    | 0.03%             | 2029-06-14      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JUL23 TPNBNK  C @ 227.5958                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      2503649 | NC      | $84402.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                                                                     | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1982000 | PA      | $1966975.11    | 0.01%             | 2023-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      3499000 | PA      | $3040195.97    | 0.02%             | 2031-09-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                  | HCA Inc                                                                                                                | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      6007000 | PA      | $6013155.85    | 0.03%             | 2025-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | TESLA INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1623 | NC      | $-795270.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                               | Vertex Pharmaceuticals Inc                                                                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         8391 | NS      | $2711132.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4681000 | PA      | $3981777.31    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | 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        |      9281368 | PA      | $7476142.27    | 0.04%             | 2028-04-27      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| THETA CAPITAL PTE LTD                                    | Theta Capital Pte Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | SG        |       998000 | PA      | $862833.38     | 0.00%             | 2025-01-22      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ELI LILLY + CO                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -104 | NC      | $-6500.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kweichow Moutai Co Ltd                                   | Kweichow Moutai Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        20900 | NS      | $5731762.92    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                                                                   | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       175000 | PA      | $164645.45     | 0.00%             | 2024-07-29      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P 500 ETF TRUST                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        12335 | NC      | $4539280.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wuliangye Yibin Co Ltd                                   | Wuliangye Yibin Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       184900 | NS      | $5755090.78    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HKT CAPITAL NO 6 LTD                                     | HKT Capital No 6 Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900F4EZA4GPR3LG03 | Long             | DBT              | CORP              | VG        |       900000 | PA      | $761157.00     | 0.00%             | 2032-01-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MICROSOFT CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          785 | NC      | $239425.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                        | Johnson & Johnson                                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       451918 | NS      | $73852439.56   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                                                                  | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      3821000 | PA      | $3248566.44    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Suzano SA                                                | Suzano SA                                                                                                              | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |        69747 | NS      | $636973.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CLOROX COMPANY                                           | Clorox Co/The                                                                                                          | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |      2792000 | PA      | $2794682.67    | 0.01%             | 2032-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                       | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1477000 | PA      | $1517894.44    | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                          | McDonald's Corp                                                                                                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       211662 | NS      | $56598418.80   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 4.495000 03-MAR-2023                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    957789534 | OU      | $-504478.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                  | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                                            | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              |  | US        |      1675000 | PA      | $1653092.17    | 0.01%             | 2025-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                        | SWAP/CDSWAP/SCDS: (PARA)                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       810000 | OU      | $32538.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4157000 | PA      | $4223740.55    | 0.02%             | 2026-09-29      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                                                            | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4968000 | PA      | $3861389.28    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |            1 | NC      | $1508114.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | SWAP/CDSWAP/SCDS: (VST)                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      2125000 | OU      | $121461.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                     | Colombia Government International Bond                                                                                 | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2105000 | PA      | $2160650.94    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| 522 Funding CLO Ltd                                      | ASSURANT CLO I LTD                                                                                                     | CUSIP: 33836JAG4<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |       719748 | PA      | $683760.82     | 0.00%             | 2034-10-20      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| NetApp Inc                                               | NetApp Inc                                                                                                             | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        26631 | NS      | $1763771.13    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | SWAP/CDSWAP/SCDS: (PBI)                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       270000 | OU      | $72781.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Generate CLO Ltd.                                        | Generate CLO 3 Ltd                                                                                                     | CUSIP: 98625UAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2025000 | PA      | $1999854.56    | 0.01%             | 2029-10-20      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | WALT DISNEY CO/THE                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1056 | NC      | $-491040.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                   | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                 | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3728000 | PA      | $3640783.44    | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Babilou Group                                            | Babilou Group 2021 EUR Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     26693000 | PA      | $28438917.37   | 0.15%             | 2027-11-17      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                     | Kraft Heinz Foods Co                                                                                                   | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       549000 | PA      | $614969.61     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                         | Greywolf CLO III Ltd                                                                                                   | CUSIP: 39809CAN4<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $492762.60     | 0.00%             | 2033-04-15      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                                  | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       974000 | PA      | $847282.60     | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED CNH / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $890951.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                 | Ajax Mortgage Loan Trust 2021-E                                                                                        | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3304099 | PA      | $2746830.32    | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                   | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       268871 | NS      | $134217714.49  | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Snam SpA                                                 | Snam SpA                                                                                                               | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |       448635 | NS      | $2285135.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2021-D                                                                       | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2900000 | PA      | $2696732.91    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| BP PLC                                                   | BP PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       806923 | NS      | $4874014.71    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| KIRK BEAUTY SUN GMBH                                     | Kirk Beauty SUN GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 9845005056B369360745 | Long             | DBT              | CORP              | DE        |      3294534 | PA      | $2471341.04    | 0.01%             | 2026-10-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     14400000 | PA      | $14035591.58   | 0.07%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | SWAP/CDSWAP/SCDS: (GE)                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      3320000 | OU      | $-40415.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3477000 | PA      | $2846960.23    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | AMAZON.COM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2932 | NC      | $-193512.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| National Bank of Canada                                  | National Bank of Canada                                                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        45327 | NS      | $3404933.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Octagon Credit Partners 46, LTD                          | Octagon Investment Partners 46 Ltd                                                                                     | CUSIP: 67577VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $773477.36     | 0.00%             | 2036-07-15      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                          | ASML Holding NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       185329 | NS      | $122622495.55  | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| Philip Morris International Inc                          | Philip Morris International Inc                                                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        48522 | NS      | $5057933.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| United Rentals Inc                                       | United Rentals Inc                                                                                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        27251 | NS      | $12016328.45   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluemountain CLO Ltd                                     | BlueMountain CLO XXIII Ltd                                                                                             | CUSIP: 09629LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247848.40     | 0.00%             | 2031-10-20      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Brookfield Corp                                          | Brookfield Corp                                                                                                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |        82479 | NS      | $3068438.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P 500 ETF TRUST                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3919 | NC      | $72501.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                 | Toyota Motor Credit Corp                                                                                               | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      1762000 | PA      | $1779910.87    | 0.01%             | 2028-01-12      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS                                  | Vivo Energy Investments BV                                                                                             | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      2292000 | PA      | $2135571.00    | 0.01%             | 2027-09-24      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                             | TRS: BLACKROCK GLOBAL ALLOCATION FUND, INC. - CITI CFD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               |  | US        |     12797500 | OU      | $-100472394.22 | -0.53%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3281000 | PA      | $2806021.08    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| Kia Corp                                                 | Kia Corp                                                                                                               | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |        24173 | NS      | $1316991.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Inkia Energy Ltd                                         | Inkia Energy Ltd                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       576000 | PA      | $534600.00     | 0.00%             | 2027-11-09      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       420000 | PA      | $364465.01     | 0.00%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| SK HYNIX INC                                             | SK Hynix Inc                                                                                                           | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       250000 | PA      | $252602.50     | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                           | Czech Republic Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    438690000 | PA      | $20422168.38   | 0.11%             | 2030-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                             | British American Tobacco PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |        73829 | NS      | $2830145.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 6.427500 13-AUG-2026                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    801213376 | OU      | $-3166081.95   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BROWN BROTHERS USD USD OVERNIGHT SWEEP                   | BROWN BROTHERS USD                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     13259027 | NS      | $13259027.33   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BROWN BROTHERS GBP GBP OVERNIGHT SWEEP                   | BROWN BROTHERS GBP                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      1459998 | NS      | $1799957.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $73304.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Signal Peak CLO, LLC                                     | Signal Peak CLO 5 Ltd                                                                                                  | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $296361.75     | 0.00%             | 2031-04-25      | Floating      | 5.93%                 | 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        |       500000 | PA      | $495496.20     | 0.00%             | 2031-05-23      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Oportun Funding LLC                                      | Oportun Issuance Trust 2021-B                                                                                          | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       630000 | PA      | $564452.22     | 0.00%             | 2031-05-08      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | VISA INC                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          845 | NC      | $648537.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CML ST REGIS ASPEN                                       | CML ST Regis Aspen Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18600000 | PA      | $17840303.46   | 0.09%             | 2027-02-09      | Floating      | 7.36%                 | No            | 3                  | On Loan: No      |
| Valero Energy Corp                                       | Valero Energy Corp                                                                                                     | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       603407 | NS      | $84495082.21   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust            | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                                                        | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3082000 | PA      | $2451677.99    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                         | Wells Fargo & Co                                                                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1076988 | NS      | $50478427.56   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 10Y RTR 2.410000 19-JUL-2023                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -244571723 | OU      | $-1133271.99   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GC TREASURY CENTRE CO                                    | GC Treasury Center Co Ltd                                                                                              | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       820000 | PA      | $684597.50     | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX HIGH YIELD CORPO                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          908 | NC      | $25424.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Diversey Holdings Ltd                                    | Diversey Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       777182 | NS      | $4717494.74    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                                  | Marathon Petroleum Corp                                                                                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        94982 | NS      | $12207086.64   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| KOOKMIN BANK                                             | Kookmin Bank                                                                                                           | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |       400000 | PA      | $385950.00     | 0.00%             | 2024-07-02      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                         | Bain Capital Credit CLO 2018-2                                                                                         | CUSIP: 05682VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $728759.70     | 0.00%             | 2031-07-19      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.600000 26-MAY-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     26061401 | OU      | $1302910.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                       | Mitsubishi UFJ Financial Group Inc                                                                                     | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      6087300 | NS      | $44588746.74   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                           | Czech Republic Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    252540000 | PA      | $8844289.48    | 0.05%             | 2031-03-13      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | 1Y RTP 1.750000 02-MAY-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -1413855888 | OU      | $-26959676.37  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                    | Indonesia Government International Bond                                                                                | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $199772.00     | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Emerald Technologies (U.S.) Acquisitionco, Inc           | Emerald Technologies (U.S.) Acquisitionco, Inc Term Loan                                                               | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4298856 | PA      | $3987189.17    | 0.02%             | 2027-12-29      | Floating      | 10.91%                | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | SWAP/CDSWAP/SCDS: (PBI)                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       410000 | OU      | $31708.32      | 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        |        -5877 | NC      | $-14692.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                  | Periama Holdings LLC/DE                                                                                                | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |       891000 | PA      | $855248.63     | 0.00%             | 2026-04-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Minejesa Capital BV                                      | Minejesa Capital BV                                                                                                    | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $924000.00     | 0.00%             | 2030-08-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                                | Partners Group Holding AG                                                                                              | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         2188 | NS      | $2052992.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                       | NextEra Energy Inc                                                                                                     | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1175837 | NS      | $87752715.31   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| SHELF DRILL NO SEA HOLD                                  | Shelf Drilling North Sea Holdings Ltd                                                                                  | CUSIP: 822541AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      4823000 | PA      | $4805818.06    | 0.03%             | 2025-10-31      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                               | Sixth Street CLO XVI Ltd                                                                                               | CUSIP: 83012DAC7<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |       710212 | PA      | $703461.86     | 0.00%             | 2032-10-20      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| RXO Inc                                                  | RXO Inc                                                                                                                | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |        51978 | NS      | $952236.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Hilton Worldwide Holdings Inc                            | Hilton Worldwide Holdings Inc                                                                                          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       300040 | NS      | $43532803.60   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| USB Capital IX                                           | USB Capital IX                                                                                                         | CUSIP: 91731KAA8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      3935000 | PA      | $3247952.50    | 0.02%             | 2023-03-03      | Variable      | 5.81%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | SWAP/CDSWAP/SCDS: (PARA)                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      1145000 | OU      | $45995.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO                                               | Apidos CLO XX                                                                                                          | CUSIP: 03765LAR3<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $393143.28     | 0.00%             | 2031-07-16      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| YANLORD LAND HK CO LTD                                   | Yanlord Land HK Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |       464000 | PA      | $422240.00     | 0.00%             | 2026-05-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | COSTCO WHOLESALE CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          386 | NC      | $181420.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DBWF Mortgage Trust                                      | DBWF 2018-GLKS Mortgage Trust                                                                                          | CUSIP: 23307GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2174572 | PA      | $2114627.97    | 0.01%             | 2030-12-19      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                           | Microsoft Corp                                                                                                         | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     13283000 | PA      | $9465639.67    | 0.05%             | 2050-06-01      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                              | FSWP: KRW 3.303000 15-MAR-2026                                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17700824000 | OU      | $31336.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Oil Corp                                        | Marathon Oil Corp                                                                                                      | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2000773 | NS      | $54961234.31   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| York CLO Ltd                                             | York CLO 1 Ltd                                                                                                         | CUSIP: 986255AW7<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |       465551 | PA      | $458303.77     | 0.00%             | 2029-10-22      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| LIGHTNING EMOTORS INC                                    | Lightning eMotors Inc                                                                                                  | CUSIP: 53228RAA3<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |      3362000 | PA      | $1756645.00    | 0.01%             | 2024-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| KANE BIDCO LTD                                           | Kane Bidco Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |      8008000 | PA      | $8593320.33    | 0.05%             | 2027-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5176000 | PA      | $4369851.87    | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                 | Madison Park Funding XXV Ltd                                                                                           | CUSIP: 55820RAL6<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |       712000 | PA      | $700772.47     | 0.00%             | 2029-04-25      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                             | Voya CLO 2013-3 Ltd                                                                                                    | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |       249139 | PA      | $247367.39     | 0.00%             | 2031-10-18      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Offerpad Solutions Inc                                   | Offerpad Solutions Inc                                                                                                 | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       226443 | NS      | $16688.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FORTUNE STAR BVI LTD                                     | Fortune Star BVI Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |       732000 | PA      | $678930.00     | 0.00%             | 2024-07-02      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                         | Crown Castle Inc                                                                                                       | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      4154000 | PA      | $3776042.20    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                  | Fantasia Holdings Group Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       902000 | PA      | $155595.00     | 0.00%             | 2023-07-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-16385010.62  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp                                      | American Tower Corp                                                                                                    | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      3139000 | PA      | $3102490.20    | 0.02%             | 2026-02-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| XEROX HOLDINGS CORP                                      | Xerox Holdings Corp                                                                                                    | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     11594000 | PA      | $10784748.77   | 0.06%             | 2025-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2021-B25 Mortgage Trust                                                                                      | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5050000 | PA      | $4311506.18    | 0.02%             | 2054-04-15      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                    | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1977000 | PA      | $1660432.88    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| LESSEN SERIES C CONV PREF                                | LESSEN SERIES C CONV PREF                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259727 | NS      | $3363464.65    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| QUALCOMM INC                                             | QUALCOMM Inc                                                                                                           | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     11160000 | PA      | $11993089.54   | 0.06%             | 2033-05-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      9434000 | PA      | $9246648.59    | 0.05%             | 2024-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | COSTCO WHOLESALE CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          276 | NC      | $712080.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Schlumberger Ltd                                         | Schlumberger Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1034388 | NS      | $58939428.24   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEWIRE TECH NOTES + WTS                                | FREEWIRE TECH NOTES + WTS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8498921 | PA      | $7925243.64    | 0.04%             | 2025-03-31      | Floating      | 9.68%                 | No            | 3                  | On Loan: No      |
| iHeartMedia Inc                                          | iHeartMedia Inc                                                                                                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10778 | NS      | $83529.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEPORT INDONESIA PT                                    | Freeport Indonesia PT                                                                                                  | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      2217000 | PA      | $2150733.87    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                               | Humana Inc                                                                                                             | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     14802000 | PA      | $14474214.30   | 0.08%             | 2023-08-03      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                    | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1188000 | PA      | $1148499.00    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| iShares Latin America 40 ETF                             | iShares Latin America 40 ETF                                                                                           | CUSIP: 464287390<br>LEI: 549300LU9LZBB8WGN795 | Long             | EC               | RF                | US        |       371046 | NS      | $9454252.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF MONTREAL                                         | Bank of Montreal                                                                                                       | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      4574000 | PA      | $4093637.56    | 0.02%             | 2027-01-22      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |            1 | NC      | $1718816.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc             | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                                                   | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2467996 | PA      | $2446268.01    | 0.01%             | 2034-09-15      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                     | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $102162.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zscaler Inc                                              | Zscaler Inc                                                                                                            | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       102834 | NS      | $12767869.44   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| BX Trust 2019-OC11                                       | BX Trust 2019-OC11                                                                                                     | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8408000 | PA      | $7009577.24    | 0.04%             | 2041-12-09      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                              | 10Y RTP 3.750000 05-MAY-2023                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -123768775 | NC      | $-501774.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                           | Pagaya AI Debt Selection Trust 2021-2                                                                                  | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6773110 | PA      | $6329359.78    | 0.03%             | 2029-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                 | Puma International Financing SA                                                                                        | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      1659000 | PA      | $1599276.00    | 0.01%             | 2024-10-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                  | HCA Inc                                                                                                                | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5722000 | PA      | $5885484.64    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                               | AbbVie Inc                                                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       292556 | NS      | $43225149.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | APPLIED MATERIALS INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -502 | NC      | $-82077.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-McMoRan Inc                                     | Freeport-McMoRan Inc                                                                                                   | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      2833000 | PA      | $2819089.97    | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| YANGO JUSTICE INTL                                       | Yango Justice International Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |      1154000 | PA      | $23080.00      | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 37 Ltd                       | Octagon Investment Partners 37 Ltd                                                                                     | CUSIP: 67591VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244453.15     | 0.00%             | 2030-07-25      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EDWARDS LIFESCIENCES CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1626 | NC      | $-215445.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                     | Paraguay Government International Bond                                                                                 | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       435000 | PA      | $421351.88     | 0.00%             | 2031-04-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX HIGH YIELD CORPO                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8886 | NC      | $-168834.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF MONTREAL                                         | Bank of Montreal                                                                                                       | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5579000 | PA      | $5525895.45    | 0.03%             | 2024-09-14      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Avaya, Inc.                                              | Avaya, Inc. 2022 Term Loan                                                                                             | CUSIP: 05349UBE1<br>LEI: 549300NZS2OZN6Q63A60 | Long             | LON              | CORP              | US        |      1207000 | PA      | $683463.75     | 0.00%             | 2027-12-15      | Variable      | 14.48%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX INVESTMENT GRA                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12744 | NC      | $-108324.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corp                                                | Ball Corp                                                                                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        23107 | NS      | $1345751.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Paraguay                                     | Paraguay Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1757000 | PA      | $1586021.94    | 0.01%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 6.420000 17-AUG-2026                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    585216273 | OU      | $-2307266.11   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Seagate Technology Holdings PLC                          | Seagate Technology Holdings PLC                                                                                        | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        29457 | NS      | $1996595.46    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1785000 | PA      | $1827483.00    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Unilever PLC                                             | Unilever PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2102106 | NS      | $106995209.99  | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                           | Air Products and Chemicals Inc                                                                                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       250239 | NS      | $80204101.89   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Pronovias SL                                             | Pronovias SL EUR Term Loan B3                                                                                          | CUSIP: 000000000<br>LEI: 95980020140005338087 | Long             | LON              | CORP              | ES        |            0 | PA      | $0.00          | 0.00%             | 2024-10-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KKR Industrial Portfolio Trust                           | KKR Industrial Portfolio Trust 2021-KDIP                                                                               | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1899643 | PA      | $1857429.77    | 0.01%             | 2037-12-15      | Floating      | 5.14%                 | 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        |      7240000 | PA      | $6353100.00    | 0.03%             | 2030-02-01      | Variable      | 10.51%                | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $1323385.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AGL CLO 5 Ltd                                            | AGL CLO 5 Ltd                                                                                                          | CUSIP: 00119TAK0<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |      1752121 | PA      | $1706592.49    | 0.01%             | 2034-07-20      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Sonova Holding AG                                        | Sonova Holding AG                                                                                                      | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |        10236 | NS      | $2559733.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                   | SAP SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       878964 | NS      | $104192358.69  | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| BOC Aviation Ltd                                         | BOC Aviation Ltd                                                                                                       | CUSIP: 09681MAE8<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $936437.50     | 0.00%             | 2027-09-18      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |            1 | NC      | $1274957.81    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUITIVE SURGICAL INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -552 | NC      | $-126960.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MHC Commercial Mortgage Trust                            | MHC Commercial Mortgage Trust 2021-MHC                                                                                 | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13785000 | PA      | $13336611.17   | 0.07%             | 2038-04-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co Ltd                   | Jiangsu Hengrui Pharmaceuticals Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       827700 | NS      | $5186423.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Rotor Acquisition Corp                                   | ROTOR ACQUI ROTOR ACQUISITION                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        87039 | NS      | $50482.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | USD P MXN C @18.25000 EO                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -47951882 | OU      | $-89478.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF           | VanEck J. P. Morgan EM Local Currency Bond ETF                                                                         | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |       403122 | NS      | $10186892.94   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEWIRE WARRANTS TRANCHE A                              | FREEWIRE WARRANTS TRANCHE A                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       927998 | NS      | $695998.50     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust            | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                          | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3330000 | PA      | $3171519.31    | 0.02%             | 2038-04-15      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1924433.22    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                 | Banco Mercantil del Norte SA/Grand Cayman                                                                              | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      1037000 | PA      | $956178.81     | 0.01%             | 2027-01-24      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Kingsoft Corp Ltd                                        | Kingsoft Corp Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900UVT35D3Q7YQY41 | Long             | EC               | CORP              | KY        |      1317000 | NS      | $4849246.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SPLUNK INC                                               | Splunk Inc                                                                                                             | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      1405000 | PA      | $1366362.50    | 0.01%             | 2023-09-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                       | Ready Capital Mortgage Financing 2022-FL10 LLC                                                                         | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12457288 | PA      | $12432434.72   | 0.07%             | 2039-10-25      | Floating      | 7.09%                 | No            | 2                  | On Loan: No      |
| VanEck Semiconductor ETF                                 | VanEck Semiconductor ETF                                                                                               | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |        29977 | NS      | $7107546.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecopetrol SA                                             | Ecopetrol SA                                                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1132000 | PA      | $810653.50     | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JUL23 TPNBNK  P @ 182.0767                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -2503649 | NC      | $-90341.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                                                          | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3981000 | PA      | $3747388.43    | 0.02%             | 2024-08-01      | Fixed         | 0.98%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4917000 | PA      | $4672863.03    | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Remy Cointreau SA                                        | Remy Cointreau SA                                                                                                      | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |         6005 | NS      | $1130676.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                             | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       129957 | NS      | $74118375.81   | 0.39%             |  |  |  | No            | 1                  | On Loan: —       |
| HTA GROUP LTD                                            | HTA Group Ltd/Mauritius                                                                                                | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       459000 | PA      | $431259.19     | 0.00%             | 2025-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                    | Costco Wholesale Corp                                                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       179783 | NS      | $91894282.62   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Municipal Trust                                  | Invesco Municipal Trust                                                                                                | CUSIP: 46131J103<br>LEI: GKS5Y4B1VKHV66WSPK53 | Long             | EC               | RF                | US        |       206960 | NS      | $2102713.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                                 | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      3588000 | PA      | $2773709.28    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                                                             | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      2264000 | PA      | $2069389.59    | 0.01%             | 2028-01-27      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| Expedia Group Inc                                        | Expedia Group Inc                                                                                                      | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |        25370 | NS      | $2899791.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DOLLAR GENERAL CORP                                      | Dollar General Corp                                                                                                    | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      6723000 | PA      | $6818341.82    | 0.04%             | 2032-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 6.477500 12-AUG-2026                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    580343260 | OU      | $-2249277.96   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                    | Wells Fargo Commercial Mortgage Trust 2020-C58                                                                         | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31357392 | PA      | $3089057.49    | 0.02%             | 2053-07-15      | Variable      | 1.86%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 4.855000 1-MAR-2024                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    679789480 | OU      | $-2396339.03   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Endesa SA                                                | Endesa SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |        48107 | NS      | $959095.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferguson PLC                                             | Ferguson PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |        17074 | NS      | $2405640.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                        | Battalion CLO X Ltd                                                                                                    | CUSIP: 07132JBE3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |      1464683 | PA      | $1377469.62    | 0.01%             | 2035-01-25      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Carrefour SA                                             | Carrefour SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |        75656 | NS      | $1439050.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                        | SWAP/CDSWAP/SCDS: (PBI)                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       480000 | OU      | $129389.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW HOME CO INC/THE                                      | New Home Co Inc/The                                                                                                    | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      2144000 | PA      | $1859920.00    | 0.01%             | 2025-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                         | SMB Private Education Loan Trust 2021-C                                                                                | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1240000 | PA      | $1020940.36    | 0.01%             | 2053-01-15      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                          | CSAIL 2020-C19 Commercial Mortgage Trust                                                                               | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11759371 | PA      | $10114541.92   | 0.05%             | 2053-03-15      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALPHABET INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -909 | NC      | $-266791.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp                                        | Brown-Forman Corp                                                                                                      | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        48218 | NS      | $3210354.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SHELL PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |        -2241 | NC      | $-168075.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                                                              | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3970000 | PA      | $3834774.30    | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                                       | Whitebox Clo II Ltd                                                                                                    | CUSIP: 96466CAQ1<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       726000 | PA      | $706331.14     | 0.00%             | 2034-10-24      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Oportun Funding LLC                                      | Oportun Issuance Trust 2021-B                                                                                          | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7060000 | PA      | $6372743.59    | 0.03%             | 2031-05-08      | Fixed         | 1.47%                 | No            | 2                  | On Loan: No      |
| SREIT Trust                                              | STWD Trust 2021-FLWR                                                                                                   | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3290000 | PA      | $3141737.14    | 0.02%             | 2036-07-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                  | Promigas SA ESP / Gases del Pacifico SAC                                                                               | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       902000 | PA      | $747893.30     | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                              | Equinix Inc                                                                                                            | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      7074000 | PA      | $6476279.82    | 0.03%             | 2025-07-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Gracie Point International Funding                       | GRACIE POINT INTERNATIONAL FUNDING 2021-1                                                                              | CUSIP: 38411EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1240000 | PA      | $1237426.75    | 0.01%             | 2023-11-01      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                       | Union Pacific Corp                                                                                                     | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4697000 | PA      | $4737258.64    | 0.02%             | 2033-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                                | Amgen Inc                                                                                                              | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       967000 | PA      | $933736.42     | 0.00%             | 2025-05-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                         | SMB Private Education Loan Trust 2021-C                                                                                | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       590000 | PA      | $528779.77     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| Masco Corp                                               | Masco Corp                                                                                                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       100826 | NS      | $5363943.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CONSTELLATION BRANDS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1714 | NC      | $-312805.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                                                                                  | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      4127000 | PA      | $4081023.57    | 0.02%             | 2026-07-28      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                                      | Canadian Government Bond                                                                                               | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    142065000 | PA      | $97203829.51   | 0.51%             | 2026-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2998643.79   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                                                                    | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1244000 | PA      | $805490.00     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | BNP Paribas SA                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      1534397 | NS      | $105385274.34  | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                | Grupo Aeroportuario del Sureste SAB de CV                                                                              | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        47999 | NS      | $1303687.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GPRE WARRANTS                                            | GPRE WARRANTS                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1464976 | NS      | $28928280.43   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Quintis PTY                                              | QUINTIS PTY LIMITED                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43735802 | NS      | $308.71        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Corp Trust 2022-AGSS                                                                            | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      1358083 | PA      | $1359781.55    | 0.01%             | 2039-08-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| TNB GLOBAL VENTURES CAP                                  | TNB Global Ventures Capital Bhd                                                                                        | CUSIP: 000000000<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $987687.50     | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| VERISURE HOLDING AB                                      | Verisure Holding AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      4248000 | PA      | $4941766.66    | 0.03%             | 2027-10-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2761000 | PA      | $2299303.45    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| eBay Inc                                                 | eBay Inc                                                                                                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        82190 | NS      | $4068405.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                 | AT&T Inc                                                                                                               | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1392072.04    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 3.810180 19-DEC-2025                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    129342000 | OU      | $-134036.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                                   | Mexico City Airport Trust                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1902000 | PA      | $1532631.60    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                           | Sabre GLBL Inc                                                                                                         | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      3392000 | PA      | $3595520.00    | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Harvest CLO                                              | Harvest CLO XVIII DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400FOHHRBPKDLBO13 | Long             | ABS-CBDO         | CORP              | IE        |       662000 | PA      | $689954.70     | 0.00%             | 2030-10-15      | Floating      | 3.49%                 | No            | 2                  | On Loan: No      |
| 3M Co                                                    | 3M Co                                                                                                                  | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |         8196 | NS      | $943195.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ABBOTT LABORATORIES                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -893 | NC      | $-37506.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Treasury Wine Estates Ltd                                | Treasury Wine Estates Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |       153016 | NS      | $1576183.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES RUSSELL 2000 ETF                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          534 | NC      | $2937.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED INR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $-55576.52     | -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      | $-42351.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NIKE Inc                                                 | NIKE Inc                                                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        91751 | NS      | $11682654.83   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BRANDYWINE REALTY TRUST                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          374 | NC      | $5610.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Engie Brasil Energia SA                                  | Engie Brasil Energia SA                                                                                                | CUSIP: 000000000<br>LEI: 52990057Q0EK2Q9YBC07 | Long             | EC               | CORP              | BR        |       173959 | NS      | $1348479.53    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                                 | Agilent Technologies Inc                                                                                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |         6478 | NS      | $985174.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd                                             | Voya CLO 2018-3 Ltd                                                                                                    | CUSIP: 92917KAA2<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $248116.58     | 0.00%             | 2031-10-15      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EDWARDS LIFESCIENCES CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1085 | NC      | $306512.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUCE FINCO                                              | Deuce Finco Plc                                                                                                        | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     23588000 | PA      | $24572984.08   | 0.13%             | 2027-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | 1Y RTP 4.500000 07-MAR-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -935485000 | OU      | $-3123444.09   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                              | FSWP: OIS 2.340000 19-JAN-2033                                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     74318000 | OU      | $-674893.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                 | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      4126000 | PA      | $4273041.15    | 0.02%             | 2031-01-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| J&J Ventures Gaming, LLC                                 | J&J Ventures Gaming, LLC Term Loan                                                                                     | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      4103457 | PA      | $3976496.21    | 0.02%             | 2028-04-26      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| BROWN BROTHERS CAD CAD OVERNIGHT SWEEP                   | BROWN BROTHERS CAD                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      8449168 | NS      | $6350131.74    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| KENBOURNE INVEST SA                                      | Kenbourne Invest SA                                                                                                    | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |      1290000 | PA      | $1198087.50    | 0.01%             | 2024-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                  | GSK Consumer Healthcare Capital US LLC                                                                                 | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      1577000 | PA      | $1540984.16    | 0.01%             | 2024-03-24      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| Clear Creek CLO Ltd                                      | Clear Creek CLO                                                                                                        | CUSIP: 18452LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       293738 | PA      | $291260.16     | 0.00%             | 2030-10-20      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| Splunk Inc                                               | Splunk Inc                                                                                                             | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |        40447 | NS      | $3873609.19    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Operating Company LLC                       | Green Plains Operating Company LLC Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15919000 | PA      | $15820302.20   | 0.08%             | 2026-07-20      | Floating      | 10.51%                | No            | 3                  | On Loan: No      |
| Trinitas CLO Ltd                                         | Trinitas CLO XIV Ltd                                                                                                   | CUSIP: 89641QAE0<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |       472561 | PA      | $462477.78     | 0.00%             | 2034-01-25      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                          | Gen Digital Inc                                                                                                        | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1394318.75    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.670000 02-MAY-2027                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    205746200 | OU      | $-6518273.91   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                                                              | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1645578.67    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | PURCHASED HUF / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $2138252.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology Inc                                    | Micron Technology Inc                                                                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       854251 | NS      | $51511335.30   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| EARTHSTONE ENERGY HOL                                    | Earthstone Energy Holdings LLC                                                                                         | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |      8929000 | PA      | $8705775.00    | 0.05%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| KBC GROUP NV                                             | KBC Group NV                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      1100000 | PA      | $1187885.49    | 0.01%             | 2027-09-21      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Ming Yuan Cloud Group Holdings Ltd                       | Ming Yuan Cloud Group Holdings Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       791000 | NS      | $743413.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                              | Swedbank AB                                                                                                            | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      1100000 | PA      | $1187214.36    | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                        | Battalion CLO VIII Ltd                                                                                                 | CUSIP: 07132ACC5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |       489915 | PA      | $483959.83     | 0.00%             | 2030-07-18      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Yonyou Network Technology Co Ltd                         | Yonyou Network Technology Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 30030017NBX3U80ANB35 | Long             | EC               | CORP              | CN        |      1651709 | NS      | $6017962.21    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Oak Hill European Credit Partners PLC                    | OAK Hill European Credit Partners V Designated Activity Co                                                             | CUSIP: 000000000<br>LEI: 635400RBBBEHFZ8TOH13 | Long             | ABS-CBDO         | CORP              | IE        |       590000 | PA      | $607827.40     | 0.00%             | 2035-01-21      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Vedanta Ltd                                              | Vedanta Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |       231418 | NS      | $945562.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VAT Group AG                                             | VAT Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         3006 | NS      | $935778.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | PULTEGROUP INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2174 | NC      | $-32610.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                        | LVMH MOET HENNESSY LOUIS VUITT                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | FR        |         -362 | NC      | $-66509.68     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jamestown CLO Ltd                                        | Jamestown CLO XV Ltd                                                                                                   | CUSIP: 47050EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245404.98     | 0.00%             | 2033-04-15      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                 | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                        | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       838125 | PA      | $831437.43     | 0.00%             | 2025-03-20      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC                                         | Pitney Bowes Inc                                                                                                       | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     12648000 | PA      | $10604272.92   | 0.06%             | 2027-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| POSCO                                                    | POSCO                                                                                                                  | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       593000 | PA      | $600027.05     | 0.00%             | 2026-01-17      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                                  | Equate Petrochemical BV                                                                                                | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      1097000 | PA      | $1070781.70    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                         | Welltower OP LLC                                                                                                       | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      4962000 | PA      | $4930616.94    | 0.03%             | 2024-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TICP CLO Ltd                                             | TICP CLO VI 2016-2 Ltd                                                                                                 | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $491175.00     | 0.00%             | 2034-01-15      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| Canyon Capital CLO Ltd                                   | Canyon Capital CLO 2016-1 Ltd                                                                                          | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $236291.95     | 0.00%             | 2031-07-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| HEALTHPEAK PROPERTIES                                    | Healthpeak Properties Inc                                                                                              | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |      1200000 | PA      | $1223816.04    | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                         | Novo Nordisk A/S                                                                                                       | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       183560 | NS      | $25402825.59   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Linde PLC                                                | Linde PLC                                                                                                              | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |        47695 | NS      | $15784183.30   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-NWM                                                                                  | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7281922 | PA      | $6917825.72    | 0.04%             | 2033-02-15      | Floating      | 8.71%                 | No            | 3                  | On Loan: No      |
| Walgreens Boots Alliance Inc                             | Walgreens Boots Alliance Inc                                                                                           | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       132893 | NS      | $4898435.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                                | Chubb Ltd                                                                                                              | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       276543 | NS      | $62910767.07   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Capcom Co Ltd                                            | Capcom Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |          900 | NS      | $29163.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | APPLE INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3995 | NC      | $-1528087.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8526000 | PA      | $8007205.86    | 0.04%             | 2026-04-22      | Fixed         | 2.08%                 | No            | 2                  | On Loan: No      |
| MODERN LAND CHINA CO LTD                                 | Modern Land China Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |       569000 | PA      | $34780.13      | 0.00%             | 2022-11-13      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5890000 | PA      | $5405938.65    | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Allegro CLO Ltd                                          | Allegro CLO IV Ltd                                                                                                     | CUSIP: 01749TAQ3<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-CBDO         | CORP              | KY        |       430000 | PA      | $421002.77     | 0.00%             | 2030-01-15      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUIT INC                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -544 | NC      | $-538560.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | EXXON MOBIL CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -263 | NC      | $-63383.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OCP CLO Ltd                                              | OCP CLO 2014-7 Ltd                                                                                                     | CUSIP: 67107KBB1<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246632.60     | 0.00%             | 2029-07-20      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                 | J.P. Morgan Mortgage Trust 2021-INV7                                                                                   | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27824470 | PA      | $24600448.48   | 0.13%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd                   | China Tourism Group Duty Free Corp Ltd                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       116000 | NS      | $3674021.57    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                               | Samsung Electronics Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |        61395 | NS      | $3058099.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc/The                     | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        13913 | NS      | $2301627.59    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                                       | Capri Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |       120652 | NS      | $8022151.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Freedom Mortgage Corp                                    | Freedom Mortgage Corp                                                                                                  | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      4519000 | PA      | $4296814.51    | 0.02%             | 2025-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Vaco Holdings, LLC                                       | Vaco Holdings, LLC 2022 Term Loan                                                                                      | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      4281750 | PA      | $4199668.85    | 0.02%             | 2029-01-21      | Variable      | 9.73%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                            | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3377000 | PA      | $3220000.23    | 0.02%             | 2049-12-15      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| BYD Co Ltd                                               | BYD Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       665900 | NS      | $28451779.34   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | 5Y RTR 2.500000 14-JUN-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -224129000 | OU      | $-512038.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Iberdrola SA                                             | Iberdrola SA                                                                                                           | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |            0 | NS      | $0.07          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| General Dynamics Corp                                    | General Dynamics Corp                                                                                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        14435 | NS      | $3364221.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                                                                        | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5712000 | PA      | $4954627.30    | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | AMAZON.COM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          441 | NC      | $685755.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                   | US ULTRA BOND CBT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         4065 | NC      | $24278613.35   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 3.050000 28-OCT-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    118850455 | OU      | $-1836782.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Company, Inc.                  | Hilton Domestic Operating Company, Inc. 2019 Term Loan B2                                                              | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |     19245078 | PA      | $19211784.06   | 0.10%             | 2026-06-22      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       645000 | PA      | $532056.81     | 0.00%             | 2032-10-21      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | TRSWAP: LQD US EQUITY                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     24706664 | OU      | $-26770.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STAR ENERGY CO ISSUE                                     | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1360000 | PA      | $1181755.00    | 0.01%             | 2038-10-14      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BSST Mortgage Trust                                      | Beast Mortgage Trust                                                                                                   | CUSIP: 05601PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3541000 | PA      | $3325547.50    | 0.02%             | 2036-04-15      | Floating      | 9.36%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                   | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                 | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2034000 | PA      | $1814877.18    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CHAMPION PATH HOLDINGS                                   | Champion Path Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |       371000 | PA      | $334827.50     | 0.00%             | 2026-01-27      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                   | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39430800 | PA      | $38022997.42   | 0.20%             | 2023-12-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                              | USD C CNH P @7.125100 EO                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -11938068 | OU      | $-656.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      2074000 | PA      | $2044760.40    | 0.01%             | 2024-01-23      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Romark CLO Ltd                                           | Romark CLO II Ltd                                                                                                      | CUSIP: 77587EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246987.65     | 0.00%             | 2031-07-25      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2014-V Ltd                                                                                                | CUSIP: 12550AAT3<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247900.00     | 0.00%             | 2031-10-17      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2864000 | PA      | $2795784.96    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust         | GoodLeap Sustainable Home Solutions Trust 2021-3                                                                       | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5774082 | PA      | $4605528.51    | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Industrial Select Sector SPDR Fund                       | Industrial Select Sector SPDR Fund                                                                                     | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Long             | EC               | RF                | US        |       112009 | NS      | $11408116.65   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Cheniere Energy Inc                                      | Cheniere Energy Inc                                                                                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        12768 | NS      | $1950822.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CAMECO CORP                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        -2193 | NC      | $-407898.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                    | Grupo Bimbo SAB de CV                                                                                                  | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |      1269000 | PA      | $1262432.93    | 0.01%             | 2023-04-17      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                 | Rogers Communications Inc                                                                                              | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      7511000 | PA      | $7212458.78    | 0.04%             | 2025-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                                            | Mosaic Co/The                                                                                                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        55817 | NS      | $2765174.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                       | Union Pacific Corp                                                                                                     | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1974453.14    | 0.01%             | 2029-03-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | LIONS GATE ENTERTAINMENT CORP                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |          373 | NC      | $15852.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MEDLINE BORROWER LP                                      | Medline Borrower LP                                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      1282000 | PA      | $1096129.23    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF              | iShares iBoxx High Yield Corporate Bond ETF                                                                            | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |       353167 | NS      | $26957237.11   | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Allegion plc                                             | Allegion plc                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        53689 | NS      | $6311141.95    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SPDR S&P Metals & Mining ETF                             | SPDR S&P Metals & Mining ETF                                                                                           | CUSIP: 78464A755<br>LEI: 5493008LMBT3IECLIE27 | Long             | EC               | RF                | US        |       133696 | NS      | $7636715.52    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                             | Comcast Corp                                                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1325018 | NS      | $52139458.30   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                           | TRSWAP: LQD US EQUITY                                                                                                  | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |     24644200 | OU      | $-89234.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORP                                    | Norfolk Southern Corp                                                                                                  | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1812348.15    | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CROWDSTRIKE HOLDINGS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          861 | NC      | $251842.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BUNGE LTD                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BM        |          807 | NC      | $143242.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR24P 95.75                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         1975 | NC      | $1456562.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CDI ESCROW ISSUER INC                                    | CDI Escrow Issuer Inc                                                                                                  | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2252000 | PA      | $2133770.00    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BSST Mortgage Trust                                      | Beast Mortgage Trust                                                                                                   | CUSIP: 05601PAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5329000 | PA      | $4980396.00    | 0.03%             | 2036-04-15      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                 | Microchip Technology Inc                                                                                               | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      4530000 | PA      | $4336593.46    | 0.02%             | 2024-02-15      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                 | Comision Federal de Electricidad                                                                                       | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      2190000 | PA      | $2172616.88    | 0.01%             | 2024-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX 2021-MFM1                                                                                                           | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4900000 | PA      | $4645622.38    | 0.02%             | 2034-01-15      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                 | EQM Midstream Partners LP                                                                                              | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       405000 | PA      | $404493.75     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                       | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        97240 | NS      | $4439034.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Longfellow Place CLO Ltd                                 | Longfellow Place CLO Ltd                                                                                               | CUSIP: 54303PBA2<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $493893.35     | 0.00%             | 2029-04-15      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                         | USD P MXN C @18.10000 EO                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -38514849 | OU      | $-23070.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                     | Garda World Security Corp                                                                                              | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       798000 | PA      | $808972.50     | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| METINVEST BV                                             | Metinvest BV                                                                                                           | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |       829000 | PA      | $435225.00     | 0.00%             | 2027-10-01      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2074000 | PA      | $1954278.35    | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2863000 | PA      | $2369132.50    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                                                            | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       647037 | PA      | $593297.99     | 0.00%             | 2048-05-15      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                                      | Gilead Sciences Inc                                                                                                    | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      4737000 | PA      | $4675908.66    | 0.02%             | 2024-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                     | BX Commercial Mortgage Trust 2019-XL                                                                                   | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8011250 | PA      | $7795329.99    | 0.04%             | 2036-10-15      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                     | Bank Leumi Le-Israel BM                                                                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |       929000 | PA      | $954547.50     | 0.01%             | 2033-07-18      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| MED Trust                                                | Med Trust 2021-MDLN                                                                                                    | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16361234 | PA      | $15378513.06   | 0.08%             | 2038-11-15      | Floating      | 8.46%                 | No            | 2                  | On Loan: No      |
| Profrac Services, LLC                                    | Profrac Services, LLC 2022 Term Loan                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5875778 | PA      | $6022672.63    | 0.03%             | 2025-03-04      | Floating      | 12.10%                | No            | 2                  | On Loan: No      |
| Regatta VII Funding Ltd                                  | Regatta VII Funding Ltd                                                                                                | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $442534.05     | 0.00%             | 2034-06-20      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 2Y RTR 3.300000 30-MAY-2023                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -469780898 | OU      | $-586169.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                 | National Australia Bank Ltd/New York                                                                                   | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |       155000 | PA      | $150131.33     | 0.00%             | 2026-01-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                      | American Tower Corp                                                                                                    | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      6795000 | PA      | $5729245.09    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                | Apple Inc                                                                                                              | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      4126000 | PA      | $3855365.76    | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Sarcos Technology and Robotics Corp                      | Sarcos Technology and Robotics Corp                                                                                    | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       164137 | NS      | $98482.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of South Africa                                 | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2881000 | PA      | $2095927.50    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3866000 | PA      | $3916240.22    | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       234000 | PA      | $214449.60     | 0.00%             | 2026-02-12      | Fixed         | 0.86%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | SWAPTION MAR23 0.4 CALL                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -1362004223 | NC      | $-13.62        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1241000 | PA      | $1124473.18    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                    | Wells Fargo Commercial Mortgage Trust 2015-C28                                                                         | CUSIP: 94989JBB1<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |      3230000 | PA      | $3076922.87    | 0.02%             | 2048-05-15      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| MAXAR TECHNOLOGIES INC                                   | Maxar Technologies Inc                                                                                                 | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |      4873000 | PA      | $5095208.80    | 0.03%             | 2027-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MICROSOFT CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1145 | NC      | $-304570.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                   | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      4405000 | PA      | $3732287.25    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                            | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |            1 | NC      | $1085545.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanwha Aerospace Co Ltd                                  | Hanwha Aerospace Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        33563 | NS      | $2201332.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | WALT DISNEY CO/THE                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          400 | NC      | $444000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALBEMARLE CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -421 | NC      | $-806215.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amorepacific Corp                                        | Amorepacific Corp                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       146319 | NS      | $17392438.85   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                      | Georgia-Pacific LLC                                                                                                    | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |       148000 | PA      | $144725.46     | 0.00%             | 2025-03-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                      | Fifth Third Bancorp                                                                                                    | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      3624000 | PA      | $3503993.70    | 0.02%             | 2028-04-25      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| Nongfu Spring Co Ltd                                     | Nongfu Spring Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |       152600 | NS      | $863838.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jeol Ltd                                                 | Jeol Ltd                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        68600 | NS      | $2014372.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| iShares China Large-Cap ETF                              | iShares China Large-Cap ETF                                                                                            | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |       338194 | NS      | $10754569.20   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Societe Generale SA                                      | Societe Generale SA                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       186776 | NS      | $5559680.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Signal Peak CLO, LLC                                     | Signal Peak CLO 8 Ltd                                                                                                  | CUSIP: 56845NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246411.25     | 0.00%             | 2033-04-20      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Dali Foods Group Co Ltd                                  | Dali Foods Group Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 52990093PPQC644N7T38 | Long             | EC               | CORP              | KY        |       406000 | NS      | $181047.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                         | NTT Finance Corp                                                                                                       | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      3686000 | PA      | $3644700.66    | 0.02%             | 2024-07-26      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35957114 | PA      | $2994601.93    | 0.02%             | 2030-01-25      | Variable      | 1.52%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EOG RESOURCES INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2026 | NC      | $-60780.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VMWARE INC                                               | VMware Inc                                                                                                             | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1612033.85    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                          | Benefit Street Partners CLO Ltd                                                                                        | CUSIP: 08182DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246415.05     | 0.00%             | 2034-07-20      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1423669.48    | 0.01%             | 2027-07-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SHELL PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |         2241 | NC      | $246510.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                              | CROWN PROPTECH ACQUISITIONS                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       271336 | NS      | $2.71          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Seagen Inc                                               | Seagen Inc                                                                                                             | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       210289 | NS      | $29331109.72   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1494810.07    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Cintas Corp                                              | Cintas Corp                                                                                                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3942 | NS      | $1749223.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Partners LP                                        | ONEOK Partners LP                                                                                                      | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      9738000 | PA      | $9698348.52    | 0.05%             | 2025-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                        | Battalion CLO XI Ltd                                                                                                   | CUSIP: 07132LAN9<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |       712000 | PA      | $684581.02     | 0.00%             | 2034-04-24      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                   | Prodigy Finance CM2021-1 DAC                                                                                           | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      1734048 | PA      | $1722603.22    | 0.01%             | 2051-07-25      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| California Resources Corp                                | California Resources Corp                                                                                              | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        96554 | NS      | $4125752.42    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FleetCor Technologies Inc                                | FleetCor Technologies Inc                                                                                              | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        14477 | NS      | $3022942.37    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software Inc                                      | Paycom Software Inc                                                                                                    | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        10933 | NS      | $3541636.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hedosophia European Growth                               | Hedosophia European Growth                                                                                             | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | N/A              | DE               |  | KY        |       260415 | NS      | $3397.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BSST Mortgage Trust                                      | Beast Mortgage Trust                                                                                                   | CUSIP: 05601PAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5803000 | PA      | $5487553.56    | 0.03%             | 2036-04-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                   | US 10YR ULTRA FUT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11745 | NC      | $-28749300.75  | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 10Y RTP 3.450000 18-APR-2023                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -126946300 | NC      | $-991808.59    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Corteva Inc                                              | Corteva Inc                                                                                                            | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        63180 | NS      | $4071951.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P RETAIL ETF                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          811 | NC      | $18247.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                               | Advanced Micro Devices Inc                                                                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |            0 | NS      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                 | Adani Electricity Mumbai Ltd                                                                                           | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      1120000 | PA      | $834400.00     | 0.00%             | 2030-02-12      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| SambaNova Systems, Inc. SERIES D                         | SambaNova Systems, Inc. SERIES D                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72390 | NS      | $4596041.10    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Coterra Energy Inc                                       | Coterra Energy Inc                                                                                                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       197100 | NS      | $4933413.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IRIS BIDCO GMBH                                          | IRIS BIDCO GMBH EUR TERM LOAN B                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     12289000 | PA      | $11031477.56   | 0.06%             | 2028-06-29      | Floating      | 7.49%                 | No            | 2                  | On Loan: No      |
| PepsiCo Inc                                              | PepsiCo Inc                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        75784 | NS      | $12960579.68   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AZUL INVESTMENTS LLP                                     | Azul Investments LLP                                                                                                   | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |       829000 | PA      | $499627.94     | 0.00%             | 2026-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | 1Y RTP 4.400000 09-FEB-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -1903480814 | OU      | $-8209865.03   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $1494516.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                     | Octagon Investment Partners 29 Ltd                                                                                     | CUSIP: 67591JAL6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247645.88     | 0.00%             | 2033-01-24      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P 500 ETF TRUST                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3934 | NC      | $-1689653.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                                                         | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3010000 | PA      | $2564355.38    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                  | Romanian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2273000 | PA      | $2108614.26    | 0.01%             | 2029-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CME Group Inc                                            | CME Group Inc                                                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        55665 | NS      | $9833778.90    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                 | Neuberger Berman Loan Advisers CLO 46 Ltd                                                                              | CUSIP: 64134QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244567.78     | 0.00%             | 2036-01-20      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                         | SMB Private Education Loan Trust 2021-A                                                                                | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4220000 | PA      | $3790673.66    | 0.02%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                 | J.P. Morgan Mortgage Trust 2021-INV5                                                                                   | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70129167 | PA      | $58434567.14   | 0.31%             | 2051-12-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Vulcan Materials Co                                      | Vulcan Materials Co                                                                                                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       272549 | NS      | $49966408.17   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.720000 02-MAY-2025                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1840035700 | OU      | $53230509.71   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                 | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      6160000 | PA      | $5809826.85    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                         | Paramount Global                                                                                                       | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3280000 | PA      | $2861701.60    | 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        |      2724480 | PA      | $2343052.80    | 0.01%             | 2028-09-27      | Floating      | 10.07%                | No            | 3                  | On Loan: No      |
| Centene Corp                                             | Centene Corp                                                                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        32827 | NS      | $2502730.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      7769000 | PA      | $7487049.71    | 0.04%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EQT CORP                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4444 | NC      | $142208.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                                 | Corp Financiera de Desarrollo SA                                                                                       | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      2203000 | PA      | $2135257.75    | 0.01%             | 2025-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RENEW POWER PVT LTD                                      | ReNew Power Pvt Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |       312600 | PA      | $297907.80     | 0.00%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                              | Cie Financiere Richemont SA                                                                                            | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | N/A              | DE               |  | CH        |         4654 | NS      | $5388.57       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | TRSWAP: HYG US EQUITY                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     19101229 | OU      | $266061.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PLANET LABS PBC                                          | PLANET LABS PBC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       583360 | NS      | $2887632.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co                                                                                                    | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1986613.56    | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                 | Ajax Mortgage Loan Trust 2021-E                                                                                        | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23223021 | PA      | $20151690.49   | 0.11%             | 2060-12-25      | Variable      | 1.74%                 | No            | 2                  | On Loan: No      |
| MARCOLIN SPA                                             | Marcolin SpA                                                                                                           | CUSIP: 000000000<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |     10346000 | PA      | $9616746.90    | 0.05%             | 2026-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| KANE BIDCO LTD                                           | Kane Bidco Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |      6662000 | PA      | $6553940.47    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MNTN DIGITAL                                             | MNTN DIGITAL                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       329191 | NS      | $3400543.03    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Lumen Technologies Inc                                   | Lumen Technologies Inc                                                                                                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       162067 | NS      | $850851.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                              | Phillips 66                                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        51825 | NS      | $5196492.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUIT INC                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          544 | NC      | $1506880.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | TRSWAP: HYG US EQUITY                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     39705525 | OU      | $492616.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Microchip Technology Inc                                 | Microchip Technology Inc                                                                                               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        14478 | NS      | $1123782.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ROTOR ACQUI                                              | ROTOR ACQUI ROTOR ACQUISITION                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        92406 | NS      | $8316.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prologis Inc                                             | Prologis Inc                                                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        22174 | NS      | $2866654.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ARCHER-DANIELS-MIDLAND CO                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1731 | NC      | $-302925.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group PLC                                 | Lloyds Banking Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    129851068 | NS      | $84506474.21   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Lincoln National Corp                                    | Lincoln National Corp                                                                                                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        46492 | NS      | $1647211.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VEDANTA RESOURCES                                        | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       524000 | PA      | $498553.25     | 0.00%             | 2023-04-23      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| FORTUNE STAR BVI LTD                                     | Fortune Star BVI Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |       579000 | PA      | $473911.50     | 0.00%             | 2026-05-18      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-VINO                                                                                 | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10351000 | PA      | $9754742.03    | 0.05%             | 2038-05-15      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                 | Visa Inc                                                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        88393 | NS      | $20348952.53   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SHELL PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |        -3475 | NC      | $-156375.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                            | Hewlett Packard Enterprise Co                                                                                          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       123915 | NS      | $1998748.95    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                                       | Crown Holdings Inc                                                                                                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        20542 | NS      | $1810982.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                  | Garfunkelux Holdco 3 SA                                                                                                | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      1572000 | PA      | $1298840.23    | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                             | Enbridge Inc                                                                                                           | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      3215674 | NS      | $131667295.12  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                   | Nationstar Mortgage Holdings Inc                                                                                       | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4584000 | PA      | $4005086.64    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| J M Smucker Co/The                                       | J M Smucker Co/The                                                                                                     | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |       -51256 | NS      | $-7831916.80   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Pandora A/S                                              | Pandora A/S                                                                                                            | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        15421 | NS      | $1284120.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SHELL PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |         3475 | NC      | $695000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Legal & General Group PLC                                | Legal & General Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |       407169 | NS      | $1281335.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LESSEN INC                                               | LESSEN INC                                                                                                             | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19124312 | PA      | $18359339.52   | 0.10%             | 2028-01-05      | Variable      | 8.76%                 | No            | 3                  | On Loan: No      |
| Roche Holding AG                                         | Roche Holding AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        98045 | NS      | $30606744.06   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | APPLE INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1355 | NC      | $379400.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Woolworths Group Ltd                                     | Woolworths Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |        32241 | NS      | $823997.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis Inc                                               | Zoetis Inc                                                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        45001 | NS      | $7447215.49    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                           | NRG Energy Inc                                                                                                         | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        62566 | NS      | $2141008.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Telefonica Deutschland Holding AG                        | Telefonica Deutschland Holding AG                                                                                      | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |       545576 | NS      | $1606924.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                   | MGM China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       796000 | PA      | $752369.25     | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | 10Y RTP 4.820000 07-NOV-2023                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     46851175 | OU      | $116156.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                          | Aimbridge Acquisition Co., Inc. 2020 Incremental Term Loan B                                                           | CUSIP: 00900YAE6<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |      9117472 | PA      | $8407038.23    | 0.04%             | 2026-02-02      | Floating      | 9.26%                 | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                   | Boston Scientific Corp                                                                                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2562427 | NS      | $118512248.75  | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                   | US 10YR NOTE (CBT)MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3630 | NC      | $1086448.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SCHLUMBERGER LTD                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        -1738 | NC      | $-104280.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital I Trust                           | Morgan Stanley Capital I Trust 2020-L4                                                                                 | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2855000 | PA      | $2487153.52    | 0.01%             | 2053-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                   | VICI Properties LP / VICI Note Co Inc                                                                                  | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |       810000 | PA      | $808306.03     | 0.00%             | 2024-05-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED JPY / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |            1 | NC      | $-2319042.45   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co                                | Archer-Daniels-Midland Co                                                                                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       939197 | NS      | $77812471.45   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| OCEANA AUSTRALIAN FIXINC TRUST                           | OCEANA AUSTRALIAN FIXINC TRUST                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      7008000 | PA      | $4940659.49    | 0.03%             | 2023-08-31      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Swedbank AB                                              | Swedbank AB                                                                                                            | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       365053 | NS      | $7022310.88    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                         | Peruvian Government International Bond                                                                                 | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2043000 | PA      | $1725441.19    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                  | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                            | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7178000 | PA      | $7014420.85    | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co                                          | Baker Hughes Co                                                                                                        | CUSIP: 05722G100<br>LEI: 5493004XSDPHVQ2URI81 | Long             | EC               | CORP              | US        |       109247 | NS      | $3467499.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                        | PURCHASED CHF / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |            1 | NC      | $1804639.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CARROLS RESTAURANT GROUP                                 | Carrols Restaurant Group Inc                                                                                           | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |      2712000 | PA      | $2083708.93    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Trust 2020-GSA2                                                                                 | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2193774 | PA      | $203520.15     | 0.00%             | 2053-12-12      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | USD P MXN C @18.85000 EO                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     47951882 | OU      | $516969.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4416000 | PA      | $3032525.18    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XVII LTD                     | Octagon Investment Partners XVII Ltd                                                                                   | CUSIP: 67590GBJ7<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $290919.57     | 0.00%             | 2031-01-25      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| EVgo Inc                                                 | EVgo Inc                                                                                                               | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       146070 | NS      | $133361.91     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                 | Service Properties Trust                                                                                               | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      3200000 | PA      | $3146528.00    | 0.02%             | 2025-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                      | Suzano Austria GmbH                                                                                                    | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      1692000 | PA      | $1345140.00    | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                              | Gulf Stream Meridian 4 Ltd                                                                                             | CUSIP: 402562AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $487176.25     | 0.00%             | 2034-07-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Raymond James Financial Inc                              | Raymond James Financial Inc                                                                                            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       282725 | NS      | $31882898.25   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of South Africa                                 | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    254555524 | PA      | $13396879.78   | 0.07%             | 2030-01-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Gree Electric Appliances Inc of Zhuhai                   | Gree Electric Appliances Inc of Zhuhai                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1796200 | NS      | $9233816.40    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                              | Brenntag SE                                                                                                            | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |        47673 | NS      | $3558694.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                     | Paraguay Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      2626000 | PA      | $2337632.38    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                          | Naked Juice LLC 2nd Lien Term Loan                                                                                     | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |       523000 | PA      | $429513.75     | 0.00%             | 2030-01-24      | Floating      | 10.68%                | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                           | Bayview Commercial Asset Trust 2006-3                                                                                  | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       393478 | PA      | $369378.40     | 0.00%             | 2036-10-25      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                                        | Expedia Group Inc                                                                                                      | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3159000 | PA      | $2776987.34    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2021-IV Ltd                                                                                               | CUSIP: 12547DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $242073.25     | 0.00%             | 2033-07-15      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                              | Jazz Financing Lux S.a.r.l. USD Term Loan                                                                              | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      4570727 | PA      | $4564282.48    | 0.02%             | 2028-05-05      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                   | DBS Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $945000.00     | 0.00%             | 2025-02-27      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Edison International                                     | Edison International                                                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        95853 | NS      | $6604271.70    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                  | Procter & Gamble Co/The                                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |         7848 | NS      | $1117398.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| IBM CORP                                                 | International Business Machines Corp                                                                                   | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5981000 | PA      | $5931705.02    | 0.03%             | 2027-07-27      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                                                                   | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       395000 | PA      | $419292.50     | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                         | TotalEnergies SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1520584 | NS      | $94003652.58   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                                                              | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1404803.43    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | AMAZON.COM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -879 | NC      | $-512017.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       621000 | PA      | $593677.76     | 0.00%             | 2025-10-22      | Fixed         | 2.46%                 | No            | 2                  | On Loan: No      |
| Recette CLO LLC                                          | Recette Clo Ltd                                                                                                        | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $240760.83     | 0.00%             | 2034-04-20      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-XL2                                                                                  | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2808873 | PA      | $2730652.41    | 0.01%             | 2038-10-15      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 3.418000 05-OCT-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     53593507 | OU      | $862067.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                           | Pikes Peak CLO 1                                                                                                       | CUSIP: 721327AA2<br>LEI: 549300IOF5UIE4PES702 | Long             | ABS-CBDO         | CORP              | KY        |       555127 | PA      | $547979.57     | 0.00%             | 2031-07-24      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1479000 | PA      | $1428152.53    | 0.01%             | 2026-01-23      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| Akamai Technologies Inc                                  | Akamai Technologies Inc                                                                                                | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        14884 | NS      | $1323931.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MediaTek Inc                                             | MediaTek Inc                                                                                                           | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |        75000 | NS      | $1812071.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | UNITEDHEALTH GROUP INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -613 | NC      | $-135473.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Independence Plaza Trust                                 | Independence Plaza Trust 2018-INDP                                                                                     | CUSIP: 45378YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2215000 | PA      | $2097036.19    | 0.01%             | 2035-07-10      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Toll Brothers Inc                                        | Toll Brothers Inc                                                                                                      | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        23139 | NS      | $1376539.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | XTRACKERS HARVEST CSI 300 CHIN                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        12028 | NC      | $835946.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       385000 | PA      | $359796.63     | 0.00%             | 2025-12-06      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                                                                   | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6076000 | PA      | $5991444.14    | 0.03%             | 2027-08-03      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P500 EMINI FUT MAR23                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -932 | NC      | $-3453413.70   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| OHA Loan Funding Ltd                                     | OHA Loan Funding 2016-1 Ltd                                                                                            | CUSIP: 67110UAN9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244673.70     | 0.00%             | 2033-01-20      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | GBP P USD C @1.188800 EO                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -10044233 | OU      | $-12841.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | SWAP/CDSWAP/SCDS: (PBI)                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       490000 | OU      | $132084.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                    | Takeda Pharmaceutical Co Ltd                                                                                           | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      2714000 | PA      | $2757618.81    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CONOCOPHILLIPS                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2632 | NC      | $1210720.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| H & M Hennes & Mauritz AB                                | H & M Hennes & Mauritz AB                                                                                              | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |       123479 | NS      | $1520802.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                        | NatWest Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      1240131 | NS      | $4731169.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8393000 | PA      | $8697246.25    | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                                 | American Water Capital Corp                                                                                            | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $2056889.87    | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| American Auto Auction Group, LLC                         | American Auto Auction Group, LLC 2021 Term Loan B                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10923660 | PA      | $9196410.88    | 0.05%             | 2027-12-30      | Floating      | 9.73%                 | No            | 2                  | On Loan: No      |
| Medibank Pvt Ltd                                         | Medibank Pvt Ltd                                                                                                       | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       390314 | NS      | $813134.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX BANK MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         2686 | NC      | $742398.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                  | Dell International LLC / EMC Corp                                                                                      | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3648000 | PA      | $3652427.47    | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WRKCo Inc                                                | WRKCo Inc                                                                                                              | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $2045917.31    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Unimicron Technology Corp                                | Unimicron Technology Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       800000 | NS      | $3683195.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos Inc                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        50177 | NS      | $10449360.25   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                                                            | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7239000 | PA      | $6235088.75    | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                      | Liberty Media Corp-Liberty SiriusXM                                                                                    | CUSIP: 531229607<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |       999223 | NS      | $40268686.90   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Darling Ingredients Inc                                  | Darling Ingredients Inc                                                                                                | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        46311 | NS      | $3069956.19    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BANK OF AMERICA CORP                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1875 | NC      | $-43125.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                 | Rogers Communications Inc                                                                                              | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      2034000 | PA      | $1830853.78    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Corp Trust 2021-ROSS                                                                            | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1480000 | PA      | $1394042.04    | 0.01%             | 2026-05-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| LUXE Commercial Mortgage Trust                           | LUXE Trust 2021-TRIP                                                                                                   | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       561406 | PA      | $546490.43     | 0.00%             | 2038-10-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                   | Koninklijke Philips NV                                                                                                 | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |        64252 | NS      | $1109339.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                     | Kraft Heinz Foods Co                                                                                                   | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       670000 | PA      | $807321.91     | 0.00%             | 2027-07-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      6909000 | PA      | $6175926.91    | 0.03%             | 2026-12-09      | Fixed         | 1.09%                 | No            | 2                  | On Loan: No      |
| VMWARE INC                                               | VMware Inc                                                                                                             | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      8304000 | PA      | $7001935.29    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4601000 | PA      | $3966079.07    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| OCEANA AUSTRALIAN TRUST 10.25                            | OCEANA AUSTRALIAN TRUST 10.25                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     13002000 | PA      | $9418367.41    | 0.05%             | 2025-08-31      | Fixed         | 10.25%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | CARNIVAL CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | PA        |          815 | NC      | $2852.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HONG KONG                                                | Hong Kong Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |       200000 | PA      | $211302.00     | 0.00%             | 2033-01-11      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | NORTHROP GRUMMAN CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          137 | NC      | $115765.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                          | Benefit Street Partners CLO XIX Ltd                                                                                    | CUSIP: 08182RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245467.55     | 0.00%             | 2033-01-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Genius Sports Ltd                                        | Genius Sports Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       953935 | NS      | $5237103.15    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| GE HEALTHCARE TECH INC                                   | GE HealthCare Technologies Inc                                                                                         | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      3542000 | PA      | $3758967.51    | 0.02%             | 2030-03-15      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| APTIV PLC / APTIV CORP                                   | Aptiv PLC / Aptiv Corp                                                                                                 | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      2034000 | PA      | $1755996.76    | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                                   | MSCI EMGMKT MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         1494 | NC      | $1022626.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                              | Workday Inc                                                                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        28349 | NS      | $5143359.07    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EASY TACTIC LTD                                          | Easy Tactic Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |      1624605 | PA      | $487381.50     | 0.00%             | 2028-07-11      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | NORTHROP GRUMMAN CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          277 | NC      | $166200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                            | Alen 2021-ACEN Mortgage Trust                                                                                          | CUSIP: 01449NAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5222000 | PA      | $4143424.62    | 0.02%             | 2034-04-15      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| CDW Corp/DE                                              | CDW Corp/DE                                                                                                            | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30207 | NS      | $5921478.21    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                 | Connect Finco SARL / Connect US Finco LLC                                                                              | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      9875000 | PA      | $9442968.75    | 0.05%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp                                        | Lam Research Corp                                                                                                      | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      1342000 | PA      | $1314444.90    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment, LLC                                   | ECL Entertainment, LLC Term Loan                                                                                       | CUSIP: 26826TAB9<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |      8010410 | PA      | $7985417.52    | 0.04%             | 2028-05-01      | Floating      | 12.06%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                    | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      2070000 | PA      | $2006994.38    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd          | Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd                                                                 | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8034500 | PA      | $7913099.51    | 0.04%             | 2037-05-15      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| Snorkel AI, Inc.                                         | Snorkel AI, Inc.                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252991 | NS      | $1801295.92    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CBAM CLO Management                                      | CBAM 2019-9 Ltd                                                                                                        | CUSIP: 14987VAE9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $442107.05     | 0.00%             | 2030-02-12      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| Fila Holdings Corp                                       | Fila Holdings Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        17810 | NS      | $562528.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp                                           | Microsoft Corp                                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1293666 | NS      | $320583371.46  | 1.68%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | CDX.NA.HY.39.V1 5YR RTP @ 97.50000                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     14985000 | OU      | $28022.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                        | Suncor Energy Inc                                                                                                      | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       110436 | NS      | $3832952.15    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.33  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4025157 | NC      | $296827.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                             | Wal-Mart de Mexico SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | MX        |      2564920 | NS      | $10046918.52   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| IBM CORP                                                 | International Business Machines Corp                                                                                   | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      6109000 | PA      | $5134194.93    | 0.03%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Health Care Select Sector SPDR Fund                      | Health Care Select Sector SPDR Fund                                                                                    | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |       201333 | NS      | $26849768.88   | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Enel SpA                                                 | Enel SpA                                                                                                               | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |       545790 | NS      | $3213677.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALPHABET INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2852 | NC      | $-250976.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8115000 | PA      | $7879349.16    | 0.04%             | 2028-04-20      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | HUMANA INC                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -338 | NC      | $-6760.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                   | Dr Ing hc F Porsche AG                                                                                                 | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |       197579 | NS      | $23491891.70   | 0.12%             |  |  |  | No            | 2                  | On Loan: —       |
| Deutsche Bank AG                                         | CDX.NA.HY.39.V1 5YR RTP @ 96.00000                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      9670000 | OU      | $3015.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiserv Inc                                               | Fiserv Inc                                                                                                             | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1992000 | PA      | $1975915.16    | 0.01%             | 2023-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                            | Industria de Diseno Textil SA                                                                                          | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       102014 | NS      | $3184959.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                    | Caesars Entertainment Inc                                                                                              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      2653000 | PA      | $2699427.50    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                     | BlueMountain CLO XXII Ltd                                                                                              | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1494767 | PA      | $1453930.86    | 0.01%             | 2031-07-15      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                  | Mexican Bonos                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    240858000 | PA      | $11737134.86   | 0.06%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| STMicroelectronics NV                                    | STMicroelectronics NV                                                                                                  | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       238195 | NS      | $11216199.81   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Bank Co Ltd                                   | Japan Post Bank Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       213900 | NS      | $1900474.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp                                      | American Tower Corp                                                                                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       339774 | NS      | $75902113.86   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Sovos Brands Intermediate, Inc.                          | Sovos Brands Intermediate, Inc. 2021 Term Loan                                                                         | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |      1256805 | PA      | $1233603.90    | 0.01%             | 2028-06-08      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                      | DBWF 2018-GLKS Mortgage Trust                                                                                          | CUSIP: 23307GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1650000 | PA      | $1600383.68    | 0.01%             | 2030-12-19      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $2055444.22    | 0.01%             | 2033-07-25      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ELI LILLY + CO                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          509 | NC      | $22141.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guangzhou Baiyun International Airport Co Ltd            | Guangzhou Baiyun International Airport Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 300300HCH80SKW83W383 | Long             | EC               | CORP              | CN        |      2430771 | NS      | $5044754.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp                                                                                                            | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4097000 | PA      | $4453259.84    | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Kering SA                                                | Kering SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       135159 | NS      | $84333363.31   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution AB                                             | Evolution AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        12566 | NS      | $1412305.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                           | Mariner Finance Issuance Trust 2020-A                                                                                  | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5860000 | PA      | $5618471.90    | 0.03%             | 2034-08-21      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                         | Crown Castle Inc                                                                                                       | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      2871000 | PA      | $2784944.36    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                          | AstraZeneca PLC                                                                                                        | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      8390000 | PA      | $6886847.43    | 0.04%             | 2030-08-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                                | Anchorage Capital CLO 2018-10 Ltd                                                                                      | CUSIP: 03331JAG7<br>LEI: 549300PXQERPW8QV9145 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245162.33     | 0.00%             | 2031-10-15      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Canyon Capital CLO Ltd                                   | Canyon Capital CLO 2019-1 Ltd                                                                                          | CUSIP: 13887TAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $290497.02     | 0.00%             | 2032-04-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                        | Cedar Funding IX CLO Ltd                                                                                               | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1050000 | PA      | $1040593.89    | 0.01%             | 2031-04-20      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | 10Y RTR 2.820000 07-NOV-2023                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     46851175 | OU      | $915513.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lions Gate Entertainment Corp                            | Lions Gate Entertainment Corp                                                                                          | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       468819 | NS      | $3736487.43    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aier Eye Hospital Group Co Ltd                           | Aier Eye Hospital Group Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       817551 | NS      | $3994220.23    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark 2021-B23 Mortgage Trust                                                                                      | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54730919 | PA      | $3700133.06    | 0.02%             | 2054-02-15      | Variable      | 1.27%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $-5767437.67   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JUMPCLOUD INC SERIES E-1                                 | JUMPCLOUD INC SERIES E-1                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6458349 | NS      | $19052129.55   | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Elmwood CLO II Ltd.                                      | Elmwood CLO II Ltd                                                                                                     | CUSIP: 29001LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       650000 | PA      | $641225.98     | 0.00%             | 2034-04-20      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EQT CORP                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2004 | NC      | $-87174.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AVALONBAY COMMUNITIES                                    | AvalonBay Communities Inc                                                                                              | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |      2718000 | PA      | $2824500.35    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                      | Bangkok Bank PCL/Hong Kong                                                                                             | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       412000 | PA      | $396035.00     | 0.00%             | 2025-09-23      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                            | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        34674 | NS      | $3729188.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                                    | Applied Materials Inc                                                                                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       356385 | NS      | $39733363.65   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1294213.37    | 0.01%             | 2024-10-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                   | BP Capital Markets America Inc                                                                                         | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      5411000 | PA      | $4729103.83    | 0.02%             | 2032-01-12      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD CNH                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-669593.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                 | Mondelez International Holdings Netherlands BV                                                                         | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       124000 | PA      | $109481.56     | 0.00%             | 2026-09-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALBEMARLE CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          726 | NC      | $3423090.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GENERAL MOTORS CO                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -774 | NC      | $-86301.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                 | Neuberger Berman CLO XX Ltd                                                                                            | CUSIP: 64130TBC8<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244605.15     | 0.00%             | 2034-07-15      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | FREEPORT-MCMORAN INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3359 | NC      | $1116867.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmer's Business Network Inc SERIES F                   | Farmer's Business Network Inc SERIES F                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       269447 | NS      | $13394210.37   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DOCUSIGN INC                                             | DocuSign Inc                                                                                                           | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1268917.50    | 0.01%             | 2024-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                                                           | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2433000 | PA      | $2036300.59    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| DEEP INSTINCT LTD, Series D-2                            | DEEP INSTINCT LTD, Series D-2                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1914819 | NS      | $13154806.53   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 2020 CASH EXCH TRUST                                     | 2020 Cash Mandatory Exchangeable Trust                                                                                 | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        34289 | NS      | $41357334.46   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Rockwell Automation Inc                                  | Rockwell Automation Inc                                                                                                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        87501 | NS      | $24677907.03   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CML PARADISE PLAZA                                       | CML Paradise Plaza Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16827810 | PA      | $16265485.28   | 0.09%             | 2026-12-07      | Floating      | 8.41%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | CAPITAL ONE FINANCIAL CORP                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1382 | NC      | $-69100.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Origin Energy Ltd                                        | Origin Energy Ltd                                                                                                      | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |       256026 | NS      | $1359387.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                         | SMB Private Education Loan Trust 2021-C                                                                                | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1490000 | PA      | $1300095.03    | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                     | Keurig Dr Pepper Inc                                                                                                   | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      3787000 | PA      | $3646334.65    | 0.02%             | 2029-04-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                                                                  | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3049000 | PA      | $594173.88     | 0.00%             | 2035-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $-8079.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                           | Pikes Peak CLO 8                                                                                                       | CUSIP: 72133CAA0<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $589556.22     | 0.00%             | 2034-07-20      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4025000 | PA      | $3980895.98    | 0.02%             | 2023-11-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| TPB Acquisition Corp I                                   | TPB Acquisition Corp I                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       287026 | NS      | $2910443.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Think & Learn Private Limited                            | Think & Learn Private Limited                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |         5720 | NS      | $13866193.90   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                    | Texas Instruments Inc                                                                                                  | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       825000 | PA      | $701517.95     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer Ltd                                     | FS Rialto 2021-FL3                                                                                                     | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       389000 | PA      | $369770.66     | 0.00%             | 2036-11-16      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                        | L3Harris Technologies Inc                                                                                              | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     12346000 | PA      | $12008949.76   | 0.06%             | 2026-12-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Rocket Lab USA Inc                                       | Rocket Lab USA Inc                                                                                                     | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       447252 | NS      | $2222842.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| 1211 Avenue of the Americas Trust                        | 1211 Avenue of the Americas Trust 2015-1211                                                                            | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4330000 | PA      | $3865925.32    | 0.02%             | 2035-08-10      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Trane Technologies PLC                                   | Trane Technologies PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        27892 | NS      | $4996015.04    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | KLA CORP                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -72 | NC      | $-7740.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TEXAS CAPITAL BANK NA                                    | Texas Capital Bank NA                                                                                                  | CUSIP: 88225GAA6<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |     11008000 | PA      | $10702921.43   | 0.06%             | 2024-09-30      | Floating      | 9.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MARATHON OIL CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3228 | NC      | $631074.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp                                             | Newmont Corp                                                                                                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        48044 | NS      | $2542968.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | UNITEDHEALTH GROUP INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -585 | NC      | $-64642.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lookout, Inc.                                            | Lookout, Inc.                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175316 | NS      | $631137.60     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Adyen NV                                                 | Adyen NV                                                                                                               | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        26876 | NS      | $40634012.50   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA Inc                                                  | HCA Inc                                                                                                                | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5572000 | PA      | $5593047.45    | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                         | SWAP/CDSWAP/SCDS: (VZ)                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      1620000 | OU      | $8140.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                                        | General Mills Inc                                                                                                      | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1817390.76    | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Willis Towers Watson PLC                                 | Willis Towers Watson PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         9391 | NS      | $2387098.29    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                                                           | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2509000 | PA      | $2476445.37    | 0.01%             | 2027-08-05      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| VERTIV HOLDINGS CO                                       | VERTIV HOLDINGS CO                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2053392 | NS      | $29199234.24   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                   | NXP BV / NXP Funding LLC                                                                                               | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |      1157000 | PA      | $1161674.28    | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| STARBUCKS CORP                                           | Starbucks Corp                                                                                                         | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      3253000 | PA      | $2807585.28    | 0.01%             | 2030-03-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                              | NVIDIA Corp                                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       255806 | NS      | $49976818.22   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| URSA MAJOR TECHNOLOGIES INC                              | URSA MAJOR TECHNOLOGIES INC                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1633349 | NS      | $12576787.30   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | ZSCALER INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          538 | NC      | $157096.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                        | EURO-BTP FUTURE MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -593 | NC      | $2094139.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                             | Chevron Corp                                                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25205 | NS      | $4386174.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Spirax-Sarco Engineering PLC                             | Spirax-Sarco Engineering PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |        96886 | NS      | $13839384.20   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| REI AGRO LTD                                             | REI AGRO LTD                                                                                                           | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44430000 | PA      | $368535.30     | 0.00%             | 2021-11-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Adobe Inc                                                | Adobe Inc                                                                                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        63147 | NS      | $23385859.98   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Oak Hill European Credit Partners PLC                    | OAK Hill European Credit Partners VI DAC                                                                               | CUSIP: 000000000<br>LEI: 549300KDAJJQKITHIP59 | Long             | ABS-CBDO         | CORP              | IE        |       456000 | PA      | $472726.04     | 0.00%             | 2032-01-20      | Floating      | 3.54%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SERVICENOW INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -216 | NC      | $-203040.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | 1Y RTP 3.220000 03-APR-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -1024496689 | NC      | $-13502866.08  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BECTON DICKINSON AND CO                                  | Becton Dickinson and Co                                                                                                | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $2802030.40    | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | USD C TWD P @31.13 EO                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -11955660 | OU      | $-1888.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS 2018-TALL Mortgage Trust                                                                                         | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4880000 | PA      | $4126040.00    | 0.02%             | 2037-03-15      | Floating      | 5.58%                 | No            | 3                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                   | Marvell Technology Inc                                                                                                 | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1219365.82    | 0.01%             | 2023-06-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | GBP/USD One-touch barrier option; Barrier price GBP 1.00000                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      4184636 | OU      | $48943.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                   | China Evergrande Group                                                                                                 | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |      1139000 | PA      | $115181.38     | 0.00%             | 2023-04-11      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| OCP Euro CLO                                             | OCP Euro CLO 2017-2 DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400KNK84TMOLEE581 | Long             | ABS-CBDO         | CORP              | IE        |       456000 | PA      | $478651.57     | 0.00%             | 2032-01-15      | Floating      | 3.64%                 | 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        |      2225000 | PA      | $2147060.92    | 0.01%             | 2038-04-15      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                    | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      7002000 | PA      | $6822759.23    | 0.04%             | 2024-03-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                 | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1623985.35    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| GSK PLC                                                  | GSK PLC                                                                                                                | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       177484 | NS      | $3117509.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 3.754500 15-DEC-2025                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    121426000 | OU      | $-334161.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                              | Extended Stay America Trust 2021-ESH                                                                                   | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9732636 | PA      | $9440239.82    | 0.05%             | 2038-07-15      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2269000 | PA      | $1901935.72    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | SWAP/CDSWAP/SCDS: (PBI)                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       800000 | OU      | $116622.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oak Hill Credit Partners                                 | OHA Credit Funding 7 Ltd                                                                                               | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246087.68     | 0.00%             | 2037-02-24      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | UNITEDHEALTH GROUP INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          390 | NC      | $161850.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO Ltd                                             | ARES LII CLO Ltd                                                                                                       | CUSIP: 04009AAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $242191.58     | 0.00%             | 2031-04-22      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                             | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                  | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1829000 | PA      | $1805999.23    | 0.01%             | 2036-05-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| MEDIAN B V                                               | Median B V 2021 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     14250000 | PA      | $12955094.71   | 0.07%             | 2027-10-14      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                 | Service Properties Trust                                                                                               | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      2096000 | PA      | $1897026.72    | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CIFC European Funding                                    | CIFC European Funding CLO II DAC                                                                                       | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |       593000 | PA      | $611723.76     | 0.00%             | 2033-04-15      | Floating      | 3.89%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | VALERO ENERGY CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1075 | NC      | $-322500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.650000 02-MAY-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    839545800 | OU      | $-37089147.72  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                                   | Indian Railway Finance Corp Ltd                                                                                        | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |       660000 | PA      | $579067.50     | 0.00%             | 2030-02-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                                    | TotalEnergies Capital International SA                                                                                 | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1246328.27    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                    | Palmer Square CLO 2013-2 Ltd                                                                                           | CUSIP: 69688AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245110.33     | 0.00%             | 2031-10-17      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| Latch Inc                                                | Latch Inc                                                                                                              | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       111795 | NS      | $8161.04       | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Alphabet Inc                                             | Alphabet Inc                                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2431092 | NS      | $242793158.04  | 1.28%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                          | AstraZeneca PLC                                                                                                        | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       664705 | NS      | $43451765.85   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                   | AngloGold Ashanti Holdings PLC                                                                                         | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      1869000 | PA      | $1654065.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                          | Sealed Air Corp                                                                                                        | CUSIP: 000000000<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       473000 | PA      | $477209.70     | 0.00%             | 2028-02-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                           | Merck & Co Inc                                                                                                         | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      3196000 | PA      | $2797036.51    | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                       | Regal Rexnord Corp                                                                                                     | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      3325000 | PA      | $3390379.48    | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1007000 | PA      | $814009.54     | 0.00%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| AUTODESK INC                                             | Autodesk Inc                                                                                                           | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      2985000 | PA      | $2644206.46    | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                   | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41130500 | PA      | $38887602.42   | 0.20%             | 2042-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Cigna Corp                                               | Cigna Corp                                                                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        27211 | NS      | $8616907.37    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                              | SREIT Trust 2021-MFP                                                                                                   | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1604892 | PA      | $1565264.97    | 0.01%             | 2038-11-15      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                 | Japan Treasury Discount Bill                                                                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  24706050000 | PA      | $189822503.13  | 1.00%             | 2023-02-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SITC International Holdings Co Ltd                       | SITC International Holdings Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |       712000 | NS      | $1555434.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ubisoft Entertainment SA                                 | Ubisoft Entertainment SA                                                                                               | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |        82817 | NS      | $1714854.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| kdc/one Development Corporation, Inc.                    | kdc/one Development Corporation, Inc. 2020 EUR Term Loan B                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     23004713 | PA      | $24634436.88   | 0.13%             | 2025-12-22      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| NEW METRO GLOBAL LTD                                     | New Metro Global Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300HJRNTCANEH0D47 | Long             | DBT              | CORP              | VG        |       543000 | PA      | $420825.00     | 0.00%             | 2026-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Admiral Group PLC                                        | Admiral Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        54291 | NS      | $1475917.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Invesco QQQ Trust Series 1                               | Invesco QQQ Trust Series 1                                                                                             | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |       308000 | NS      | $90742960.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: —       |
| Options Clearing Corp.                                   | SOFI TECHNOLOGIES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          320 | NC      | $640.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SMB Private Education Loan Trust                         | SMB Private Education Loan Trust 2021-A                                                                                | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14420000 | PA      | $12521168.63   | 0.07%             | 2053-01-15      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                              | Cie Financiere Richemont SA                                                                                            | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        12624 | NS      | $1946080.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MICROSOFT CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1521 | NC      | $-596992.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      2238000 | PA      | $2228171.42    | 0.01%             | 2025-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                 | Spain Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     24603000 | PA      | $25001104.72   | 0.13%             | 2066-07-30      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX INVESTMENT GRA                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14794 | NC      | $-244101.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7145000 | PA      | $6822903.40    | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                     | BlueMountain CLO 2013-2 Ltd                                                                                            | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $490717.35     | 0.00%             | 2030-10-22      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| SINIC HOLDINGS GROUP CO                                  | Sinic Holdings Group Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 300300N5XRCGHA7P7B13 | Long             | DBT              | CORP              | KY        |      1188000 | PA      | $11880.00      | 0.00%             | 2022-06-18      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                             | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                  | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5411000 | PA      | $5315738.80    | 0.03%             | 2036-05-15      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1712801.82   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | YEN DENOM NIKKEI MAR23                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -27 | NC      | $24402.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LMIRT CAPITAL PTE LTD                                    | LMIRT Capital Pte Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5493009IDXHZSVD2BI70 | Long             | DBT              |  | SG        |      1139000 | PA      | $775089.50     | 0.00%             | 2026-02-09      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Merit                                                    | MHP 2021-STOR                                                                                                          | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3936000 | PA      | $3738869.77    | 0.02%             | 2038-07-15      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       187000 | PA      | $168874.66     | 0.00%             | 2027-03-11      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| JUMPCLOUD INC                                            | JUMPCLOUD INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424788 | NS      | $1253124.60    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SABRE GLBL INC                                           | Sabre GLBL Inc                                                                                                         | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      6826000 | PA      | $7003168.83    | 0.04%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                            | Sempra Energy                                                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       753176 | NS      | $120756708.08  | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy CLO Ltd                                           | Galaxy Xxviii Clo Ltd                                                                                                  | CUSIP: 36321JAC8<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246067.40     | 0.00%             | 2031-07-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 5 Ltd                               | Gulf Stream Meridian 5 Ltd                                                                                             | CUSIP: 40256LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $338407.69     | 0.00%             | 2034-07-15      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CHARTER COMMUNICATIONS INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -256 | NC      | $-92160.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3513000 | PA      | $2877831.47    | 0.02%             | 2032-11-22      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                    | Wells Fargo Commercial Mortgage Trust 2018-1745                                                                        | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2162000 | PA      | $1903618.73    | 0.01%             | 2036-06-15      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | 1Y RTP 3.750000 09-FEB-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    951740407 | OU      | $10063055.88   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                                       | Diageo Capital PLC                                                                                                     | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      3275000 | PA      | $2793926.28    | 0.01%             | 2030-04-29      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                          | CVS Health Corp                                                                                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       593599 | NS      | $52367303.78   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $10479.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                                                                        | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4139000 | PA      | $3396066.88    | 0.02%             | 2031-09-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| PROOF ACQUISITION CORP I                                 | PROOF ACQUISITION CORP I                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       271281 | NS      | $8138.43       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Goldman Sachs International                              | 5Y RTP 3.900000 14-JUN-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -224129000 | OU      | $-765806.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cox Communications Inc                                   | Cox Communications Inc                                                                                                 | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      5025000 | PA      | $4891815.84    | 0.03%             | 2025-02-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc                                         | Crown Castle Inc                                                                                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |         8515 | NS      | $1261156.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Direct Line Insurance Group PLC                          | Direct Line Insurance Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |       381755 | NS      | $837052.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MICROSOFT CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          180 | NC      | $250200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FIBER BIDCO SPA                                          | Fiber Bidco Spa                                                                                                        | CUSIP: 000000000<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |      3228000 | PA      | $3496599.94    | 0.02%             | 2027-10-25      | Floating      | 7.95%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                        | LVMH MOET HENNESSY LOUIS VUITT                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | FR        |         -240 | NC      | $-472258.10    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                              | FSWP: OIS 4.255000 06-SEP-2024                                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    260709083 | OU      | $495750.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                    | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      3750677 | PA      | $1278980.86    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                        | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2063000 | PA      | $1902503.18    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Bank of Chengdu Co Ltd                                   | Bank of Chengdu Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 30030030JPOKGL9K5418 | Long             | EC               | CORP              | CN        |      2440600 | NS      | $5261201.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hygeia Healthcare Holdings Co Ltd                        | Hygeia Healthcare Holdings Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 2549001Z9KHQTRR29237 | Long             | EC               | CORP              | KY        |       435400 | NS      | $3455605.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| adidas AG                                                | adidas AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        15920 | NS      | $2563377.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| US Bancorp                                               | US Bancorp                                                                                                             | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      4434000 | PA      | $4372241.92    | 0.02%             | 2028-04-26      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BOPARAN FINANCE PLC                                      | Boparan Finance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800GQSQIOBR3DHN70 | Long             | DBT              | CORP              | GB        |      7310000 | PA      | $6668976.20    | 0.04%             | 2025-11-30      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED NZD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |            1 | NC      | $-42741.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                  | Walt Disney Co/The                                                                                                     | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1820741.06    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| FREED CORP                                               | FREED CORP                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16723023 | PA      | $16137716.91   | 0.08%             | 2023-12-02      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS 2017-DELC Mortgage Trust                                                                                         | CUSIP: 05552EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1677000 | PA      | $1654828.89    | 0.01%             | 2036-08-15      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                        | EURO-SCHATZ FUT MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1072 | NC      | $954751.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                                                                                                | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      2063000 | PA      | $1628005.04    | 0.01%             | 2032-01-20      | Fixed         | 2.28%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                                       | Walt Disney Co/The                                                                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       932347 | NS      | $101150326.03  | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2017-III Ltd                                                                                              | CUSIP: 12548JAE2<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |       636826 | PA      | $617358.04     | 0.00%             | 2030-07-20      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                                         | Ryder System Inc                                                                                                       | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       305000 | PA      | $292648.85     | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                  | Hungary Government International Bond                                                                                  | CUSIP: 445545AL0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |       368000 | PA      | $368644.00     | 0.00%             | 2024-03-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                 | Aon Corp / Aon Global Holdings PLC                                                                                     | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3307000 | PA      | $2803882.68    | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| LG Energy Solution Ltd                                   | LG Energy Solution Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        86246 | NS      | $36684744.85   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy CLO Ltd                                           | Galaxy XV CLO Ltd                                                                                                      | CUSIP: 36318WAK6<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |       592217 | PA      | $582723.53     | 0.00%             | 2030-10-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES CHINA LARGE-CAP ETF                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        15340 | NC      | $659620.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX INVESTMENT GRA                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         9863 | NC      | $892601.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES CHINA LARGE-CAP ETF                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4356 | NC      | $56628.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Endeavour Group Ltd/Australia                            | Endeavour Group Ltd/Australia                                                                                          | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |       432597 | NS      | $2031284.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gartner Inc                                              | Gartner Inc                                                                                                            | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        11152 | NS      | $3770937.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Playstudios Inc                                          | Playstudios Inc                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831348 | NS      | $3840827.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                 | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       774946 | NS      | $135545804.86  | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                              | Walmart Inc                                                                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       294431 | NS      | $42359787.97   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Fanniemae-Aces                                           | Fannie Mae-Aces                                                                                                        | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1760918 | PA      | $1707565.77    | 0.01%             | 2030-09-25      | Variable      | 3.74%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                  | Corebridge Global Funding                                                                                              | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      3058000 | PA      | $2887627.23    | 0.02%             | 2024-06-17      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Symrise AG                                               | Symrise AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        85981 | NS      | $9140610.74    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                   | MGM China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       400000 | PA      | $388000.00     | 0.00%             | 2024-05-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SEAGEN INC                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -556 | NC      | $-305800.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| China Petroleum & Chemical Corp                          | China Petroleum & Chemical Corp                                                                                        | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |      1444000 | NS      | $779715.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                        | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |            1 | NC      | $13919561.74   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| HDFC BANK LTD                                            | HDFC Bank Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |       549000 | PA      | $479002.50     | 0.00%             | 2026-08-25      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                  | Goldentree Loan Management US Clo 3 Ltd                                                                                | CUSIP: 38138BAG5<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247310.85     | 0.00%             | 2030-04-20      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| Compass Group PLC                                        | Compass Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      2797962 | NS      | $66837724.70   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                     | Keurig Dr Pepper Inc                                                                                                   | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      3610000 | PA      | $3262767.06    | 0.02%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EOG RESOURCES INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2026 | NC      | $-455850.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OPTIGROUP                                                | OptiGroup EUR Term Loan B1                                                                                             | CUSIP: 000000000<br>LEI: 5493005IJ4CIJDVE9E09 | Long             | LON              | CORP              | SE        |      9165000 | PA      | $9502910.03    | 0.05%             | 2029-03-16      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | JUL23 TPNBNK  P @ 175.098                                                                                              | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |     -3751722 | NC      | $-86282.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                          | CFCRE Commercial Mortgage Trust 2018-TAN                                                                               | CUSIP: 12528DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1060199 | PA      | $1042987.20    | 0.01%             | 2033-02-15      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Databricks, Inc, Series G                                | Databricks, Inc, Series G                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       222270 | NS      | $11251307.40   | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Astellas Pharma Inc                                      | Astellas Pharma Inc                                                                                                    | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |       296950 | NS      | $4371142.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                         | Coca-Cola Co/The                                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        80762 | NS      | $4952325.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                             | Fortinet Inc                                                                                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       455576 | NS      | $23844847.84   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Financial Group Inc                                   | KB Financial Group Inc                                                                                                 | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        27360 | NS      | $1246860.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                 | Service Properties Trust                                                                                               | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       753000 | PA      | $710079.00     | 0.00%             | 2024-10-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2074000 | PA      | $2066611.38    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                              | Oracle Corp                                                                                                            | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8506000 | PA      | $8370113.08    | 0.04%             | 2023-09-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES CHINA LARGE-CAP ETF                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4356 | NC      | $-37026.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRF SA                                                   | BRF SA                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |      1659000 | PA      | $1398018.56    | 0.01%             | 2030-01-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                 | Brazil Notas do Tesouro Nacional Serie F                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    121274000 | PA      | $22815921.01   | 0.12%             | 2025-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Smith & Nephew PLC                                       | Smith & Nephew PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |        37785 | NS      | $521823.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      3867000 | PA      | $3741322.50    | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                 | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1745174.22    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                       | Seagate HDD Cayman                                                                                                     | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      2922727 | PA      | $3309520.69    | 0.02%             | 2032-12-01      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON AND CO                                  | Becton Dickinson and Co                                                                                                | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      3403000 | PA      | $2801652.67    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            | 2                  | On Loan: No      |
| Public Storage                                           | Public Storage                                                                                                         | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |        13391 | NS      | $4075416.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4659924.62    | 0.02%             | 2026-10-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SUN COUNTRY AIRLINES HOLDINGS INC                        | SUN COUNTRY AIRLINES HOLDINGS INC                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963151 | NS      | $17982029.17   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR                                   | Millicom International Cellular SA                                                                                     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      1493100 | PA      | $1333338.30    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                  | Oncor Electric Delivery Co LLC                                                                                         | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $2083999.36    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Dr Martens PLC                                           | Dr Martens PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |       313240 | NS      | $600341.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                                       | PPG Industries Inc                                                                                                     | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      1782000 | PA      | $1604634.69    | 0.01%             | 2026-03-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CROWDSTRIKE HOLDINGS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -430 | NC      | $-226825.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hedosophia European Growth                               | Hedosophia European Growth                                                                                             | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | Long             | EC               | CORP              | KY        |       637585 | NS      | $6788977.55    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd                | Industrial & Commercial Bank of China Ltd                                                                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |     11950000 | NS      | $6392278.82    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Cano Health Inc                                          | Cano Health Inc                                                                                                        | CUSIP: 13781Y111<br>LEI: N/A                  | N/A              | DE               |  | US        |       268681 | NS      | $93232.31      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                                                             | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1124951.74    | 0.01%             | 2028-11-03      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | AMAZON.COM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2319 | NC      | $1623300.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 6.440000 14-AUG-2026                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    394136208 | OU      | $-1547286.39   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AI CANDELARIA SPAIN SLU                                  | AI Candelaria Spain SA                                                                                                 | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      1054667 | PA      | $1001933.34    | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2021-D                                                                       | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11899562 | PA      | $11067706.03   | 0.06%             | 2060-04-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| BSST Mortgage Trust                                      | Beast Mortgage Trust                                                                                                   | CUSIP: 05601PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4812000 | PA      | $4563994.81    | 0.02%             | 2036-04-15      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                          | Benefit Street Partners CLO II Ltd                                                                                     | CUSIP: 08179XBA2<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |      1844615 | PA      | $1816315.10    | 0.01%             | 2029-07-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| ALPEK SA DE CV                                           | Alpek SAB de CV                                                                                                        | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |       379000 | PA      | $315707.00     | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CHINA SCE GRP HLDGS LTD                                  | China SCE Group Holdings Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |       339000 | PA      | $211875.00     | 0.00%             | 2024-04-09      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALPHABET INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2900 | NC      | $-442250.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                                   | Egypt Government International Bond                                                                                    | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1099000 | PA      | $774795.00     | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                 | Prudential Financial Inc                                                                                               | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      5623000 | PA      | $5594885.00    | 0.03%             | 2043-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Nice Ltd                                                 | Nice Ltd                                                                                                               | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       245955 | NS      | $51018445.65   | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| JP Morgan Mortgage Trust                                 | J.P. Morgan Mortgage Trust 2021-INV7                                                                                   | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10573941 | PA      | $7438848.91    | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                 | Ajax Mortgage Loan Trust 2021-E                                                                                        | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1331929 | PA      | $1067958.39    | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| Airbnb Inc                                               | Airbnb Inc                                                                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        21457 | NS      | $2384087.27    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                     | Frontier Florida LLC                                                                                                   | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      7660000 | PA      | $7108403.40    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | NORTHROP GRUMMAN CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -277 | NC      | $-133652.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                         | Exxon Mobil Corp                                                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       160504 | NS      | $18620069.04   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Rad CLO Ltd                                              | Rad CLO 7 Ltd                                                                                                          | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247680.00     | 0.00%             | 2033-04-17      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                       | Cellnex Telecom SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      2368223 | NS      | $92805886.45   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                 | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      2084000 | PA      | $2738120.13    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       427000 | PA      | $411071.47     | 0.00%             | 2028-01-20      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                    | Takeda Pharmaceutical Co Ltd                                                                                           | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      2055000 | PA      | $1736220.22    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| MC BRAZIL DWNSTRM                                        | MC Brazil Downstream Trading SARL                                                                                      | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       829000 | PA      | $723053.80     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| VERISURE HOLDING AB                                      | Verisure Holding AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      1880000 | PA      | $1803772.85    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                        | INEOS Finance PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      1632000 | PA      | $1614307.39    | 0.01%             | 2026-03-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270273427 | PA      | $253502360.85  | 1.33%             | 2053-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| iShares MSCI Brazil ETF                                  | iShares MSCI Brazil ETF                                                                                                | CUSIP: 464286400<br>LEI: F6BK0XM2JFWYXJ2MDK09 | Long             | EC               | RF                | US        |       436853 | NS      | $13254120.02   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| LYB INT FINANCE III                                      | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1716797.96    | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Kingspan Group PLC                                       | Kingspan Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        96492 | NS      | $6205983.23    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                    | Indonesia Government International Bond                                                                                | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      4355000 | PA      | $4350035.30    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SASOL Financing USA LLC                                  | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      1609000 | PA      | $1544640.00    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                       | SPDR Bloomberg High Yield Bond ETF                                                                                     | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |        95958 | NS      | $8984547.54    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SLM Student Loan Trust                                   | SLM Private Education Loan Trust 2010-C                                                                                | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |     13560518 | PA      | $14572449.99   | 0.08%             | 2041-10-15      | Floating      | 9.21%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CHIPOTLE MEXICAN GRILL INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -50 | NC      | $-300000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | TRSWAP: PBI US EQUITY                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        84260 | OU      | $-11736.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Brex Inc                                                 | Brex Commercial Charge Card Master Trust                                                                               | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5560000 | PA      | $5508869.68    | 0.03%             | 2024-07-15      | Fixed         | 2.09%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                                     | Mercedes-Benz Finance North America LLC                                                                                | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      3887000 | PA      | $3714568.72    | 0.02%             | 2024-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Nestle SA                                                | Nestle SA                                                                                                              | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       817762 | NS      | $99774360.93   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| LUXE Commercial Mortgage Trust                           | LUXE Trust 2021-TRIP                                                                                                   | CUSIP: 55066WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1214518 | PA      | $1145801.30    | 0.01%             | 2038-10-15      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | FEB23 ODFL US P @ 270                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       -73252 | NC      | $-505.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                   | Lendmark Funding Trust 2021-2                                                                                          | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2210000 | PA      | $1696563.74    | 0.01%             | 2032-04-20      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| PROJECT MONTELENA                                        | PROJECT MONTELENA                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      9500000 | PA      | $10018090.18   | 0.05%             | 2030-06-20      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2021-D                                                                       | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7450000 | PA      | $6410763.74    | 0.03%             | 2060-04-15      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| REI AGRO LTD                                             | REI AGRO LTD                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8271000 | PA      | $0.83          | 0.00%             | 2021-11-13      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| SREIT Trust                                              | SREIT Trust 2021-MFP                                                                                                   | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9828000 | PA      | $9385243.69    | 0.05%             | 2038-11-15      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                         | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |            1 | NC      | $810971.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                    | Palmer Square CLO 2018-1 Ltd                                                                                           | CUSIP: 69703PAA7<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $248019.20     | 0.00%             | 2031-04-18      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P 500 ETF TRUST                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3934 | NC      | $1542128.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                                                                   | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |        85000 | PA      | $76558.09      | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-SOAR                                                                                 | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14513061 | PA      | $13827769.88   | 0.07%             | 2038-06-15      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Acres PLC                                                | ACRES Commercial Realty 2021-FL1 Ltd                                                                                   | CUSIP: 00103CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       858500 | PA      | $829677.55     | 0.00%             | 2036-06-15      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                                                              | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      6162000 | PA      | $5593960.28    | 0.03%             | 2032-02-22      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                             | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                  | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1765000 | PA      | $1747242.86    | 0.01%             | 2036-05-15      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                              | OCP CLO 2014-5 Ltd                                                                                                     | CUSIP: 67102SAN4<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $434615.36     | 0.00%             | 2031-04-26      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6190000 | PA      | $5621574.34    | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Keyence Corp                                             | Keyence Corp                                                                                                           | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       121329 | NS      | $55856081.02   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                           | S&P Global Inc                                                                                                         | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      4296000 | PA      | $3995197.47    | 0.02%             | 2027-03-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International                              | TRSWAP: HYG US EQUITY                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     31369169 | OU      | $445476.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                   | Oman Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      2074000 | PA      | $1978077.50    | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Want Want China Holdings Ltd                             | Want Want China Holdings Ltd                                                                                           | CUSIP: 000000000<br>LEI: 5299005HZCEKX4O1J230 | Long             | EC               | CORP              | KY        |       590000 | NS      | $384267.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX HIGH YIELD CORPO                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        11160 | NC      | $491040.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                   | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      6792000 | PA      | $6653969.78    | 0.03%             | 2024-03-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Wolters Kluwer NV                                        | Wolters Kluwer NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        10724 | NS      | $1169162.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CONOCOPHILLIPS                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2365 | NC      | $-179740.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DREAM FINDERS HOMES INC                                  | DREAM FINDERS HOMES INC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        38156 | NS      | $35103520.00   | 0.18%             |  |  |  | No            | 3                  | On Loan: No      |
| Voya CLO Ltd                                             | Voya CLO 2017-3 Ltd                                                                                                    | CUSIP: 92915QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244489.05     | 0.00%             | 2034-04-20      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| VERGE GENOMICS                                           | VERGE GENOMICS                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1705369 | NS      | $8970240.94    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1977393.90    | 0.01%             | 2025-05-24      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| SONDER HOLDINGS INC                                      | SONDER HOLDINGS INC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       830701 | NS      | $1113139.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                             | Ganfeng Lithium Group Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |      1204960 | NS      | $11005118.36   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Yifeng Pharmacy Chain Co Ltd                             | Yifeng Pharmacy Chain Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 300300CZZIF44N1EZO06 | Long             | EC               | CORP              | CN        |       250256 | NS      | $2107001.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4097000 | PA      | $3375127.86    | 0.02%             | 2032-03-15      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ZSCALER INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -269 | NC      | $-145932.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Property Trust, Inc.                            | Starwood Property Trust, Inc. 2021 Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19000000 | PA      | $18268553.21   | 0.10%             | 2026-06-09      | Floating      | 5.50%                 | No            | 3                  | On Loan: No      |
| Life Financial Services Trust                            | Life 2021-BMR Mortgage Trust                                                                                           | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7926671 | PA      | $7589191.67    | 0.04%             | 2038-03-15      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Shanghai Fosun Pharmaceutical Group Co Ltd               | Shanghai Fosun Pharmaceutical Group Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 300300DMUYLW3FP1OT73 | Long             | EC               | CORP              | CN        |       336500 | NS      | $1085021.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| CITIBANK NA                                              | SWAP/CDSWAP/SCDS: (F)                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       745000 | OU      | $-62740.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1474000 | PA      | $1395526.20    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                   | Samsung Fire & Marine Insurance Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |         6039 | NS      | $995749.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | TESLA INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -834 | NC      | $-185148.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO Ltd                                             | Ares XXXVII CLO Ltd                                                                                                    | CUSIP: 04015NAJ3<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244727.10     | 0.00%             | 2030-10-15      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALPHABET INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          501 | NC      | $412072.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sega Sammy Holdings Inc                                  | Sega Sammy Holdings Inc                                                                                                | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |       218900 | NS      | $3466174.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Activision Blizzard Inc                                  | Activision Blizzard Inc                                                                                                | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       143447 | NS      | $10983736.79   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $401423.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                                                                  | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1244000 | PA      | $1167649.50    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR24P 94.75                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -1975 | NC      | $-308593.75    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SK Telecom Co Ltd                                        | SK Telecom Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |        61914 | NS      | $2346236.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | COSTCO WHOLESALE CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -276 | NC      | $-84456.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | FORD MOTOR CO                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          938 | NC      | $3283.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Symphony CLO Ltd                                         | Symphony CLO XVI Ltd                                                                                                   | CUSIP: 87165VAF6<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246562.50     | 0.00%             | 2031-10-15      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| FLYR CONVERTIBLE NOTES                                   | FLYR CONVERTIBLE NOTES                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12933143 | PA      | $14214817.27   | 0.07%             | 2023-07-20      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| BROWN BROTHERS EUR EUR OVERNIGHT SWEEP                   | BROWN BROTHERS EUR                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     22850166 | NS      | $24841565.16   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |            1 | NC      | $-467622.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6890000 | PA      | $6752938.61    | 0.04%             | 2028-04-26      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      6308000 | PA      | $6138975.25    | 0.03%             | 2024-08-17      | Fixed         | 0.73%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | LONG GILT FUTURE MAR23                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -121 | NC      | $247575.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HOMES BY WEST BAY LLC                                    | HOMES BY WEST BAY LLC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19399000 | PA      | $17653090.00   | 0.09%             | 2027-04-30      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| Koninklijke Vopak NV                                     | Koninklijke Vopak NV                                                                                                   | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |        56107 | NS      | $1690535.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BSST Mortgage Trust                                      | Beast Mortgage Trust                                                                                                   | CUSIP: 05601PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4614000 | PA      | $4283405.05    | 0.02%             | 2036-04-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Redstone Holdco 2 LP                                     | Redstone Holdco 2 LP 2021 2nd Lien Term Loan                                                                           | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6772000 | PA      | $3809250.00    | 0.02%             | 2029-04-27      | Floating      | 12.56%                | No            | 2                  | On Loan: No      |
| Hana Financial Group Inc                                 | Hana Financial Group Inc                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        65384 | NS      | $2597524.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Innovid Corp                                             | Innovid Corp                                                                                                           | CUSIP: 457679116<br>LEI: N/A                  | N/A              | DE               |  | US        |        49253 | NS      | $18962.41      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                              | FEB23 ODFL US P @ 290                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |        43649 | NC      | $74038.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rad CLO Ltd                                              | Rad CLO 3 Ltd                                                                                                          | CUSIP: 48661WAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $243274.80     | 0.00%             | 2032-04-15      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4158 | NC      | $291060.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                 | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      7694000 | PA      | $6457723.31    | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SANI/IKOS FINANCIAL HLDG                                 | Sani/Ikos Financial Holdings 1 Sarl                                                                                    | CUSIP: 000000000<br>LEI: 213800TZMBQZ462Y8A24 | Long             | DBT              | CORP              | LU        |      8042000 | PA      | $8083825.86    | 0.04%             | 2026-12-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258820000 | PA      | $242709094.29  | 1.27%             | 2053-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                              | Crown PropTech Acquisitions                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       162368 | NS      | $14613.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.430000 02-MAY-2052                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    577068100 | OU      | $62990956.94   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| GCT Commercial Mortgage Trust                            | GCT Commercial Mortgage Trust 2021-GCT                                                                                 | CUSIP: 36167RAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       810000 | PA      | $623920.97     | 0.00%             | 2038-02-15      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUIT INC                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -544 | NC      | $-456960.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                 | Spain Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     71859000 | PA      | $76731836.20   | 0.40%             | 2033-04-30      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Bank                                                     | BANK 2017-BNK9                                                                                                         | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1990000 | PA      | $1887930.91    | 0.01%             | 2054-11-15      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CONSTELLATION BRANDS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1714 | NC      | $1062680.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                      | Global Payments Inc                                                                                                    | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       647000 | PA      | $617136.72     | 0.00%             | 2025-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CF INDUSTRIES HOLDINGS INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1121 | NC      | $11210.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA CORP                                              | NVIDIA Corp                                                                                                            | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $3726549.70    | 0.02%             | 2030-04-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| VERSA NETWORKS INC                                       | VERSA NETWORKS INC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1933359 | NS      | $5220069.30    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LEVIATHAN BOND LTD                                       | Leviathan Bond Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |       919000 | PA      | $914864.50     | 0.00%             | 2023-06-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| London Stock Exchange Group PLC                          | London Stock Exchange Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |        80367 | NS      | $7357186.98    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| First Republic Bank/CA                                   | First Republic Bank/CA                                                                                                 | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        18109 | NS      | $2551195.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | THERMO FISHER SCIENTIFIC INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -108 | NC      | $-73440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BECTON DICKINSON AND CO                                  | Becton Dickinson and Co                                                                                                | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |       254632 | NS      | $12823267.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Canyon Capital CLO Ltd                                   | Canyon Capital CLO 2019-1 Ltd                                                                                          | CUSIP: 13887TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245879.55     | 0.00%             | 2032-04-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                          | TJX Cos Inc/The                                                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       515767 | NS      | $42220686.62   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Oak Hill Credit Partners                                 | OHA Credit Funding 3 LTD                                                                                               | CUSIP: 67112RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       936531 | PA      | $917816.77     | 0.00%             | 2035-07-02      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | XEROX HOLDINGS CORP                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          558 | NC      | $5580.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lenovo Group Ltd                                         | Lenovo Group Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      1264000 | NS      | $1013815.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hikma Pharmaceuticals PLC                                | Hikma Pharmaceuticals PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |        49069 | NS      | $1038010.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                       | Panama Government International Bond                                                                                   | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      5381000 | PA      | $4722836.44    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CONSTELLATION BRANDS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -973 | NC      | $-121625.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Extended Stay America Trust                              | Extended Stay America Trust 2021-ESH                                                                                   | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13923430 | PA      | $13566122.41   | 0.07%             | 2038-07-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8132000 | PA      | $8666549.46    | 0.05%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CBAM CLO Management                                      | Cbam 2018-7 Ltd                                                                                                        | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246468.20     | 0.00%             | 2031-07-20      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                           | NRG Energy Inc                                                                                                         | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2338239.80    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust            | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NXSS                                                       | CUSIP: 465979AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1795000 | PA      | $1794426.86    | 0.01%             | 2039-08-15      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd                            | Nomura Research Institute Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       113200 | NS      | $2717657.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wartsila OYJ Abp                                         | Wartsila OYJ Abp                                                                                                       | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        95956 | NS      | $912638.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                                                           | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     24443000 | PA      | $23931332.73   | 0.13%             | 2024-07-30      | Fixed         | 1.01%                 | No            | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI                                       | Braskem Idesa SAPI                                                                                                     | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      1753000 | PA      | $1289506.80    | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO, LLC                                     | Signal Peak CLO 8 Ltd                                                                                                  | CUSIP: 56845NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $291498.57     | 0.00%             | 2033-04-20      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                     | Western Digital Corp                                                                                                   | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      8760000 | PA      | $8409600.00    | 0.04%             | 2024-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                   | Berkshire Hathaway Inc                                                                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        27761 | NS      | $8648106.72    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PROLOGIS LP                                              | PROLOGIS LP                                                                                                            | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      1372000 | PA      | $1147354.88    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                    | SURA Asset Management SA                                                                                               | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      2153000 | PA      | $2127836.81    | 0.01%             | 2024-04-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                          | SWAP/CDSWAP/ICE: (CAR)                                                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     12271000 | OU      | $-714181.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                  | Romanian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2392000 | PA      | $2086872.01    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                  | Walt Disney Co/The                                                                                                     | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      8031000 | PA      | $7718123.00    | 0.04%             | 2030-03-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.910000 06-OCT-2027                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    259532653 | OU      | $-6504872.81   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                              | Nutrien Ltd                                                                                                            | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        71760 | NS      | $5940134.83    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNGARY                                                  | Hungary Government International Bond                                                                                  | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       720000 | PA      | $760500.00     | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Digital Room Holdings, Inc.                              | Digital Room Holdings, Inc. 2021 Term Loan                                                                             | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      3604760 | PA      | $3181200.70    | 0.02%             | 2028-12-21      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| HERENS MIDCO SARL                                        | Herens Midco Sarl                                                                                                      | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |     12016000 | PA      | $8866645.79    | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GOTO GROUP INC                                           | GoTo Group Inc                                                                                                         | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      4945000 | PA      | $2488744.33    | 0.01%             | 2027-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | FORD MOTOR CO                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1728 | NC      | $2592.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                      | Intesa Sanpaolo SpA                                                                                                    | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     13491596 | NS      | $35473045.68   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Recruit Holdings Co Ltd                                  | Recruit Holdings Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       151363 | NS      | $4867873.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                                       | Steel Dynamics Inc                                                                                                     | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      5045000 | PA      | $4649590.61    | 0.02%             | 2030-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                    | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     44033675 | PA      | $13562371.90   | 0.07%             | 2035-07-09      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                     | BX Commercial Mortgage Trust 2019-XL                                                                                   | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13303682 | PA      | $12872450.65   | 0.07%             | 2036-10-15      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                           | Atlas Copco AB                                                                                                         | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       546116 | NS      | $6480245.95    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ASTRA SPACE INC                                          | ASTRA SPACE INC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       748566 | NS      | $475938.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taboola.com Ltd                                          | Taboola.com Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671898 | NS      | $2674154.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                   | Lumen Technologies Inc                                                                                                 | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1453500.00    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| WANDA GROUP OVERSEAS                                     | Wanda Group Overseas Ltd                                                                                               | CUSIP: 000000000<br>LEI: 875500FNRQEY4G2KVW35 | Long             | DBT              | CORP              | HK        |       360000 | PA      | $359100.00     | 0.00%             | 2023-03-21      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| MODERN LAND CHINA CO LTD                                 | Modern Land China Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |      2170000 | PA      | $119350.00     | 0.00%             | 2023-04-11      | Fixed         | 9.80%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -986 | NC      | $-2040275.28   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| City Brewing Company, LLC                                | City Brewing Company, LLC Closing Date Term Loan                                                                       | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2650163 | PA      | $1179322.50    | 0.01%             | 2028-04-05      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                         | Ventas Realty LP                                                                                                       | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      4772000 | PA      | $4623648.88    | 0.02%             | 2025-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SERVICENOW INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -325 | NC      | $-394875.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| East Japan Railway Co                                    | East Japan Railway Co                                                                                                  | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |        38800 | NS      | $2163418.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CATERPILLAR INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -702 | NC      | $-4914.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 522 Funding CLO LTD                                      | 522 Funding CLO 2019-4 Ltd                                                                                             | CUSIP: 33834WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $481655.40     | 0.00%             | 2030-04-20      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                                                         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4596000 | PA      | $3636023.23    | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                                | Anchorage Capital CLO 3-R Ltd                                                                                          | CUSIP: 03330AAA0<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |       244866 | PA      | $242996.99     | 0.00%             | 2031-01-28      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | SWP: OIS 9.420000 02-JAN-2025                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | BR        |    315947887 | OU      | $-5639081.40   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| FEL ENERGY VI SARL                                       | FEL Energy VI Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |      1757353 | PA      | $1523734.56    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Think & Learn Private Limited, SERIES F                  | Think & Learn Private Limited, SERIES F                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | IN        |         4047 | NS      | $9810574.60    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                         | Bain Capital Credit CLO 2020-2 Ltd                                                                                     | CUSIP: 05683EAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2425000 | PA      | $2351960.70    | 0.01%             | 2034-07-19      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| TransDigm Group Inc                                      | TransDigm Group Inc                                                                                                    | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12770 | NS      | $9165667.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                  | Talen Energy Supply LLC                                                                                                | CUSIP: 87422VAJ7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      2995000 | PA      | $3122009.41    | 0.02%             | 2028-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ENERGY SELECT SECTOR SPDR FUND                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1482 | NC      | $-227487.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                              | Netflix Inc                                                                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         6174 | NS      | $2184731.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | NASDAQ 100 E-MINI MAR23                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -1615 | NC      | $-10292795.84  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems Inc                               | Cadence Design Systems Inc                                                                                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       141563 | NS      | $25881963.29   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                       | Dual Binary Option: Payout at expiration if the USDJP is above 137.06 and AUDUSD is above 0.697                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      6323000 | OU      | $160559.94     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Amkor Technology Inc                                     | Amkor Technology Inc                                                                                                   | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      1245000 | PA      | $1250129.40    | 0.01%             | 2027-09-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUITIVE SURGICAL INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          369 | NC      | $328410.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                              | SWP: IFS 2.693000 15-AUG-2032                                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | XX        |     14565000 | OU      | $56414.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ENERGY SELECT SECTOR SPDR FUND                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1482 | NC      | $-48906.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                     | BX Commercial Mortgage Trust 2019-XL                                                                                   | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2321880 | PA      | $2311744.94    | 0.01%             | 2036-10-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                          | AstraZeneca PLC                                                                                                        | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       498969 | NS      | $65371153.90   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                                                              | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1519768.26    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                                 | International Business Machines Corp                                                                                   | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      6271000 | PA      | $6051402.62    | 0.03%             | 2026-05-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Intuitive Surgical Inc                                   | Intuitive Surgical Inc                                                                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       220962 | NS      | $54288153.78   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $308066.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AFFINITY GAMING                                          | Affinity Gaming                                                                                                        | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1580000 | PA      | $1414495.00    | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| FANUC Corp                                               | FANUC Corp                                                                                                             | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       401100 | NS      | $70870180.66   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Epic Games, Inc.                                         | Epic Games, Inc.                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40843 | NS      | $32173256.39   | 0.17%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SREIT Trust                                              | SREIT Trust 2021-MFP2                                                                                                  | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4565000 | PA      | $4347919.64    | 0.02%             | 2036-11-15      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                  | Talen Energy Supply LLC                                                                                                | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      7664000 | PA      | $7836440.00    | 0.04%             | 2028-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                           | SWAP/CDSWAP/SCDS: (BWA)                                                                                                | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | US        |      1330000 | OU      | $-17948.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DirecTV Financing, LLC                                   | DirecTV Financing, LLC Term Loan                                                                                       | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5719041 | PA      | $5615983.81    | 0.03%             | 2027-08-02      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| VERTIV GROUP CORPORATION                                 | Vertiv Group Corp                                                                                                      | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      4286000 | PA      | $3716561.91    | 0.02%             | 2028-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                   | US 5YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2063 | NC      | $1434945.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DOLLAR GENERAL CORP                                      | Dollar General Corp                                                                                                    | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      2067000 | PA      | $2048137.07    | 0.01%             | 2024-09-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fresenius SE & Co KGaA                                   | Fresenius SE & Co KGaA                                                                                                 | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        69582 | NS      | $2016545.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | COSTCO WHOLESALE CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -577 | NC      | $-86261.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Quality Municipal Income Trust                   | Invesco Quality Municipal Income Trust                                                                                 | CUSIP: 46133G107<br>LEI: WLEGDSEH0E242WVNUY02 | Long             | EC               | RF                | US        |       205405 | NS      | $2078698.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GREENKO DUTCH BV                                         | Greenko Dutch BV                                                                                                       | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |       477500 | PA      | $424378.13     | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Mastercard Inc                                           | Mastercard Inc                                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       383870 | NS      | $142262222.00  | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                   | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     74240700 | PA      | $68881449.47   | 0.36%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                   | US LONG BOND(CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          362 | NC      | $1950801.71    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                 | AT&T Inc                                                                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       142111 | NS      | $2894801.07    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CASTOR SPA                                               | Castor SpA                                                                                                             | CUSIP: 000000000<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |      8819000 | PA      | $9443764.98    | 0.05%             | 2029-02-15      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                   | Prodigy Finance CM2021-1 DAC                                                                                           | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       720000 | PA      | $710462.38     | 0.00%             | 2051-07-25      | Floating      | 10.41%                | No            | 2                  | On Loan: No      |
| Southwest Airlines Co                                    | Southwest Airlines Co                                                                                                  | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        72733 | NS      | $2601659.41    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PITNEY BOWES INC                                         | Pitney Bowes Inc                                                                                                       | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      2289000 | PA      | $1802587.50    | 0.01%             | 2029-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                            | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |            1 | NC      | $58249194.11   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3921998.26    | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | FSWP: USD 0.526000 06-JUN-2024                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    204209015 | OU      | $12895998.07   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| GREENLAND GLB INVST                                      | Greenland Global Investment Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300RR3CIGB2A33O28 | Long             | DBT              | CORP              | VG        |       349000 | PA      | $171010.00     | 0.00%             | 2025-09-26      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                             | Broadcom Inc                                                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         7076 | NS      | $4139530.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                | Amgen Inc                                                                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        45492 | NS      | $11482180.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                     | Bank of America Corp                                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1622814 | NS      | $57577440.72   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| OPEN TEXT CORP                                           | Open Text Corp                                                                                                         | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      2875000 | PA      | $2943281.25    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust              | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                                                   | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1650416 | PA      | $948872.19     | 0.00%             | 2053-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BSST Mortgage Trust                                      | Beast Mortgage Trust                                                                                                   | CUSIP: 05601PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4410000 | PA      | $4138829.98    | 0.02%             | 2036-04-15      | Floating      | 7.36%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                  | Fantasia Holdings Group Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      2110000 | PA      | $363975.00     | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sheraton Austin                                          | Sheraton Austin CML Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18180000 | PA      | $17502255.05   | 0.09%             | 2026-06-01      | Floating      | 8.24%                 | No            | 3                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd          | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                                 | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       656000 | PA      | $636320.00     | 0.00%             | 2036-11-15      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.900000 15-NOV-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    193693735 | OU      | $-5425243.67   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                 | Olympus Water US Holding Corp                                                                                          | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2548000.00    | 0.01%             | 2027-10-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                 | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      4126000 | PA      | $4089918.13    | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                                                                   | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       451000 | PA      | $422467.42     | 0.00%             | 2024-10-07      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| POSCO                                                    | POSCO                                                                                                                  | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       641000 | PA      | $659717.20     | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Symbotic Inc                                             | Symbotic Inc                                                                                                           | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23722 | NS      | $371249.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elmwood CLO IV Ltd                                       | Elmwood CLO IV Ltd                                                                                                     | CUSIP: 29002GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $298159.95     | 0.00%             | 2033-04-15      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4721000 | PA      | $3993360.44    | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 10Y RTP 3.600000 14-DEC-2023                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -61817000 | OU      | $-910761.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BHMS Mortgage Trust                                      | BHMS 2018-ATLS                                                                                                         | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6720098 | PA      | $6547562.84    | 0.03%             | 2035-07-15      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10415000 | PA      | $10228070.85   | 0.05%             | 2025-04-25      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CAPITAL ONE FINANCIAL CORP                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1382 | NC      | $1071050.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 10Y RTP 3.800000 03-APR-2023                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     95290664 | OU      | $188644.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hippo Holdings Inc                                       | Hippo Holdings Inc                                                                                                     | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       123393 | NS      | $7415.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gracie Point International Funding                       | GRACIE POINT INTERNATIONAL FUNDING 2021-1                                                                              | CUSIP: 38411EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1640000 | PA      | $1634478.61    | 0.01%             | 2023-11-01      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| POWER FINANCE CORP LTD                                   | Power Finance Corp Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |       500000 | PA      | $465093.75     | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5199000 | PA      | $3692016.82    | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | PULTEGROUP INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2174 | NC      | $206530.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                    | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     35805238 | PA      | $12675054.25   | 0.07%             | 2030-07-09      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA N Y BRH INSTL                                | CITIBANK NA N Y BRH INSTL                                                                                              | CUSIP: 17330QAB3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     29540000 | PA      | $29466701.81   | 0.15%             | 2023-09-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4158 | NC      | $-145530.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK AG                                         | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1300606.14    | 0.01%             | 2026-06-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Essex Property Trust Inc                                 | Essex Property Trust Inc                                                                                               | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |         7348 | NS      | $1661162.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp                                              | Cameco Corp                                                                                                            | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       777523 | NS      | $21778419.23   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Bluemountain CLO Ltd                                     | BlueMountain CLO XXIX Ltd                                                                                              | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $608169.88     | 0.00%             | 2034-07-25      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Opendoor Technologies Inc                                | Opendoor Technologies Inc                                                                                              | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       744088 | NS      | $1629552.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                 | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                        | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       970000 | PA      | $968315.91     | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2020-VKNG                                                                                 | CUSIP: 12433YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1050000 | PA      | $992440.47     | 0.01%             | 2037-10-15      | Floating      | 7.84%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                                | Tesla Inc                                                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       236300 | NS      | $40931886.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| LETRA TESOURO NACIONAL                                   | Brazil Letras do Tesouro Nacional                                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    591234000 | PA      | $97932630.79   | 0.51%             | 2024-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SCOR SE                                                  | SCOR SE                                                                                                                | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |        29009 | NS      | $716006.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                      | Elmwood CLO II Ltd                                                                                                     | CUSIP: 29001LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       975000 | PA      | $959301.53     | 0.01%             | 2034-04-20      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                 | Japan Treasury Discount Bill                                                                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 110466650000 | PA      | $848767859.55  | 4.46%             | 2023-03-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Novozymes A/S                                            | Novozymes A/S                                                                                                          | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |        46040 | NS      | $2395762.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Inpex Corp                                               | Inpex Corp                                                                                                             | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |        79900 | NS      | $877992.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                 | Madison Park Funding XXVI Ltd                                                                                          | CUSIP: 55819YAA8<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |       459030 | PA      | $455912.75     | 0.00%             | 2030-07-29      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CARNIVAL CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | PA        |          542 | NC      | $1084.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Telekom AG                                      | Deutsche Telekom AG                                                                                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      3267887 | NS      | $72804599.91   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SEAGATE TECHNOLOGY HOLDINGS PL                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |          620 | NC      | $7130.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hangzhou Tigermed Consulting Co Ltd                      | Hangzhou Tigermed Consulting Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 300300CP4N8WDF6DOO67 | Long             | EC               | CORP              | CN        |       166900 | NS      | $2189339.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | APPLE INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          733 | NC      | $930910.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                  | Aeropuertos Dominicanos Siglo XXI SA                                                                                   | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      1244000 | PA      | $1227672.50    | 0.01%             | 2029-03-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                           | Air Lease Corp                                                                                                         | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      2770000 | PA      | $2765413.49    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                             | ING Groep NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      9114587 | NS      | $131981595.13  | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P 500 ETF TRUST                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3934 | NC      | $-991368.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 10Y RTP 3.400000 06-APR-2023                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -129333341 | NC      | $-1028611.34   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                      | Suzano Austria GmbH                                                                                                    | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      1421000 | PA      | $1212184.05    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MERCIA                                                   | Mercia GBP Term Loan B1                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1099379 | PA      | $1341762.16    | 0.01%             | 2026-04-09      | Variable      | 5.33%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -690 | NC      | $-127650.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                 | Univision Communications Inc                                                                                           | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2687000 | PA      | $2635015.01    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                                      | Allegiant Travel Co                                                                                                    | CUSIP: 01748XAC6<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     19212000 | PA      | $19212000.00   | 0.10%             | 2024-02-05      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | CDX.NA.IG.39.V1 5YR RTP @ 105.0000                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     44286686 | OU      | $29524.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Volta Inc                                                | Volta Inc                                                                                                              | CUSIP: 92873V110<br>LEI: N/A                  | N/A              | DE               |  | US        |       150460 | NS      | $30513.29      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp                                      | Alliant Energy Corp                                                                                                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        19805 | NS      | $1070064.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INVESCO SENIOR LOAN ETF                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1663 | NC      | $16630.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3719000 | PA      | $3381128.85    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                                                         | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1032000 | PA      | $1005665.17    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| OVG Business Services, LLC                               | OVG Business Services, LLC Initial Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7158902 | PA      | $6908340.91    | 0.04%             | 2028-10-13      | Floating      | 10.80%                | No            | 3                  | On Loan: No      |
| Oak Hill Credit Partners                                 | OHA Credit Partners XIII Ltd                                                                                           | CUSIP: 67110NAP0<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245352.80     | 0.00%             | 2034-10-25      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                    | Wells Fargo Commercial Mortgage Trust 2017-C41                                                                         | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3149132 | PA      | $2808348.05    | 0.01%             | 2050-11-15      | Variable      | 4.19%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                             | Comcast Corp                                                                                                           | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2958000 | PA      | $3184294.93    | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                                                                     | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |       421011 | NS      | $5591026.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | 1Y RTP 2.470000 03-APR-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    512248345 | NC      | $11268965.95   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BIO CITY DEVELOPMENT CO                                  | Bio City Development Co B.V                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    140850000 | PA      | $13563855.00   | 0.07%             | 2021-07-06      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Bank of America Corp                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       199000 | PA      | $193625.97     | 0.00%             | 2026-04-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                     | BlueMountain CLO 2014-2 Ltd                                                                                            | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |       464603 | PA      | $450041.88     | 0.00%             | 2030-10-20      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX HIGH YIELD CORPO                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9310 | NC      | $-256025.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                       | CA Magnum Holdings                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |       475000 | PA      | $437000.00     | 0.00%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MET LIFE GLOB FUNDING I                                  | Metropolitan Life Global Funding I                                                                                     | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |        81000 | PA      | $72973.28      | 0.00%             | 2027-01-11      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |            1 | NC      | $238389.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Auto Trader Group PLC                                    | Auto Trader Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      1267951 | NS      | $9837375.41    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield                                | Unibail-Rodamco-Westfield                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | FR        |        13050 | NS      | $844534.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharmaron Beijing Co Ltd                                 | Pharmaron Beijing Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 300300JYXHGVS5SNGG54 | Long             | EC               | CORP              | CN        |       143650 | NS      | $1052942.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK NEGARA INDONESIA                                    | Bank Negara Indonesia Persero Tbk PT                                                                                   | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |       722000 | PA      | $676954.42     | 0.00%             | 2026-03-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-NWM                                                                                  | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18807590 | PA      | $17867210.96   | 0.09%             | 2033-02-15      | Floating      | 5.37%                 | No            | 3                  | On Loan: No      |
| KASIKORNBANK PCL HK                                      | Kasikornbank PCL/Hong Kong                                                                                             | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |       300000 | PA      | $289500.00     | 0.00%             | 2025-10-14      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                            | Rio Tinto PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       208071 | NS      | $16292214.36   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 2Y RTR 1.400000 15-FEB-2023                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -526237489 | NC      | $-5.26         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| APOLLO FINCO                                             | Apollo Finco 2021 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |     20021000 | PA      | $16759694.12   | 0.09%             | 2028-10-01      | Floating      | 7.60%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp                                      | Dollar General Corp                                                                                                    | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      5019000 | PA      | $4870073.87    | 0.03%             | 2027-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Trust 2021-ARIA                                                                                                     | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9187091 | PA      | $8566231.98    | 0.04%             | 2036-10-15      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| HONG KONG                                                | Hong Kong Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |       250000 | PA      | $256077.50     | 0.00%             | 2028-01-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | SCDS: (T)                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      1620000 | OU      | $10046.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                      | Southern California Edison Co                                                                                          | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      2544000 | PA      | $2769170.23    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                       | Bahrain Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      1402000 | PA      | $1268810.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Honda Motor Co Ltd                                       | Honda Motor Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |        90700 | NS      | $2243601.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                  | GSK Consumer Healthcare Capital UK PLC                                                                                 | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      7283000 | PA      | $7005337.08    | 0.04%             | 2025-03-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SCHLUMBERGER LTD                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        -2382 | NC      | $-452580.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1748241.02    | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| UBS Commercial Mortgage Trust                            | UBS Commercial Mortgage Trust                                                                                          | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1175348 | PA      | $1043638.27    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | FREEPORT-MCMORAN INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3422 | NC      | $850367.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8567000 | PA      | $8412050.98    | 0.04%             | 2025-04-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                       | USD P JPY C @127.5000 EO                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     70354663 | OU      | $222883.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cook Park CLO, Ltd                                       | Cook Park CLO Ltd                                                                                                      | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1147986 | PA      | $1123474.66    | 0.01%             | 2030-04-17      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      1105000 | PA      | $1094640.63    | 0.01%             | 2024-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                 | Neuberger Berman CLO XIV Ltd                                                                                           | CUSIP: 64129JBE9<br>LEI: 549300Z5ZNFT7IECFZ07 | Long             | ABS-CBDO         | CORP              | KY        |       239727 | PA      | $238236.71     | 0.00%             | 2030-01-28      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                            | Koninklijke Ahold Delhaize NV                                                                                          | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       224241 | NS      | $6692912.81    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T Inc                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2555716.78    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                 | Brazil Notas do Tesouro Nacional Serie F                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     53773000 | PA      | $9731612.19    | 0.05%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| CITIBANK NA                                              | 2Y RTR 3.090000 24-OCT-2023                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -453788494 | OU      | $-1935303.56   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6264000 | PA      | $6059246.88    | 0.03%             | 2026-04-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SABRE CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          351 | NC      | $5440.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                  | Mexican Bonos                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    542222500 | PA      | $27170658.47   | 0.14%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Lojas Renner SA                                          | Lojas Renner SA                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       610189 | NS      | $2600001.59    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 3Y RTP 3.360000 15-FEB-2023                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -285158694 | OU      | $-158936.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5435000 | PA      | $5453873.58    | 0.03%             | 2027-01-28      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| GREEN PLAINS SPE LLC                                     | GREEN PLAINS SPE LLC                                                                                                   | CUSIP: 39322XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91561000 | PA      | $86067340.00   | 0.45%             | 2026-02-09      | Fixed         | 11.75%                | No            | 3                  | On Loan: No      |
| JD.com Inc                                               | JD.com Inc                                                                                                             | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       164647 | NS      | $4888921.33    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                          | ICE: (CDX.NA.IG.39.V1)                                                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     18263224 | OU      | $-250953.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | 10Y RTP 3.270000 23-MAR-2023                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -195107235 | NC      | $-2023660.05   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SONDER SECURED NOTES                                     | SONDER SECURED NOTES                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21212779 | PA      | $19144533.10   | 0.10%             | 2027-01-19      | Floating      | 10.00%                | No            | 3                  | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2021-B                                                                                       | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6450000 | PA      | $5444966.16    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| TVC DSCR 21 1 CERT                                       | TVC DSCR 21 1 CERT                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6340390 | PA      | $5538964.49    | 0.03%             | 2051-02-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Abbott Laboratories                                      | Abbott Laboratories                                                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       887570 | NS      | $98120863.50   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                  | Fantasia Holdings Group Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       481000 | PA      | $82972.50      | 0.00%             | 2023-10-19      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $3172851.67    | 0.02%             | 2026-04-28      | Fixed         | 0.99%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                             | ING Groep NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1291094.26    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                     | Fomento Economico Mexicano SAB de CV                                                                                   | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |       556834 | NS      | $4877416.95    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BYD Electronic International Co Ltd                      | BYD Electronic International Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 5299001O3LAFGRPZ3Y63 | Long             | EC               | CORP              | HK        |        29000 | NS      | $100518.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                       | Realty Income Corp                                                                                                     | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      4023000 | PA      | $4264941.85    | 0.02%             | 2032-10-13      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SPROTT PVT RESOURCE STREAM                               | SPROTT PVT RESOURCE STREAM                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     21279646 | NS      | $26780434.49   | 0.14%             |  |  |  | No            | 3                  | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1180767.30    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SCHLUMBERGER LTD                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |         3322 | NC      | $956736.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wuhan Raycus Fiber Laser Technologies Co Ltd             | Wuhan Raycus Fiber Laser Technologies Co Ltd                                                                           | CUSIP: 000000000<br>LEI: 836800KV0RDX6LZWOS56 | Long             | EC               | CORP              | CN        |       862763 | NS      | $3289257.23    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Synchrony Financial                                      | Synchrony Financial                                                                                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        68371 | NS      | $2511266.83    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                                                           | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1659000 | PA      | $1306545.45    | 0.01%             | 2031-11-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-298395.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PLAYTIKA HOLDING CORP                                    | Playtika Holding Corp                                                                                                  | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      2097000 | PA      | $1739996.24    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 10Y RTR 2.670000 15-FEB-2023                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -94730685 | OU      | $-3417.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RAKUTEN GROUP INC                                        | Rakuten Group Inc                                                                                                      | CUSIP: 75102WAD0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      1960000 | PA      | $1984443.96    | 0.01%             | 2024-11-30      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| WRKCo Inc                                                | WRKCo Inc                                                                                                              | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      2292000 | PA      | $2232245.91    | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Pernod Ricard SA                                         | Pernod Ricard SA                                                                                                       | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Short            | EC               | CORP              | FR        |       -31333 | NS      | $-6486870.03   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| QUINTIS AUS PTY LTD                                      | Quintis Australia Pty Ltd                                                                                              | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     82684528 | PA      | $12882249.46   | 0.07%             | 2028-10-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Steel Dynamics Inc                                       | Steel Dynamics Inc                                                                                                     | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       428000 | PA      | $424831.98     | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | COSTCO WHOLESALE CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -386 | NC      | $-266340.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trinitas CLO Ltd                                         | Trinitas CLO XIV Ltd                                                                                                   | CUSIP: 89641QAG5<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      1022849 | PA      | $993548.67     | 0.01%             | 2034-01-25      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| KraneShares Bosera MSCI China A 50 Connect Index ETF     | KraneShares Bosera MSCI China A 50 Connect Index ETF                                                                   | CUSIP: 500767405<br>LEI: 549300COS8LSFBN8GG59 | Long             | EC               | RF                | US        |       142472 | NS      | $4078973.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                                                                   | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4175000 | PA      | $4035681.67    | 0.02%             | 2027-05-04      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                    | Takeda Pharmaceutical Co Ltd                                                                                           | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       418000 | PA      | $416348.77     | 0.00%             | 2023-11-26      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                          | SWAP/CDSWAP/ICE: (CDX.NA.HY.37.V1)                                                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    157444887 | OU      | $-7916774.88   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust              | MF1 2021-FL6 Ltd                                                                                                       | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2970000 | PA      | $2886549.24    | 0.02%             | 2036-07-16      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                               | Viasat Inc                                                                                                             | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      4624000 | PA      | $4312989.76    | 0.02%             | 2027-04-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                              | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.357 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4025157 | NC      | $174711.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALLY FINANCIAL INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          995 | NC      | $44775.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | LYONDELLBASELL INDUSTRIES NV                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |        -2607 | NC      | $-547470.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ECOLAB INC                                               | Ecolab Inc                                                                                                             | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      5252000 | PA      | $5387308.06    | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| LG CHEM LTD                                              | LG Chem Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |      1100000 | PA      | $891550.00     | 0.00%             | 2031-07-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      8144000 | PA      | $6832389.74    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                    | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      7729000 | PA      | $7528936.30    | 0.04%             | 2028-08-04      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                    | Guatemala Government Bond                                                                                              | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       259000 | PA      | $215261.38     | 0.00%             | 2041-10-07      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp                                  | SBA Communications Corp                                                                                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        14370 | NS      | $4275506.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED CNH / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $42911.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | FEB23 ODFL US P @ 310                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |        29603 | NC      | $122336.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                    | Indonesia Government International Bond                                                                                | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $201272.00     | 0.00%             | 2033-01-11      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| PIONEER MIDCO 144A NOTES                                 | PIONEER MIDCO 144A NOTES                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13052000 | PA      | $12823590.00   | 0.07%             | 2030-11-18      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| PROJECT BEEPER TL B                                      | EPER TL B                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11120000 | PA      | $11008800.00   | 0.06%             | 2027-12-21      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO, LLC                                     | Mariner CLO 2016-3 LLC                                                                                                 | CUSIP: 56845AAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $490006.10     | 0.00%             | 2029-07-23      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| SONDER WARRANTS                                          | SONDER WARRANTS                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       295710 | NS      | $2957.10       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Trimaran Advisors CAVU 2019-1                            | Trimaran Cavu 2019-1 Ltd                                                                                               | CUSIP: 89624CAE2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $492087.50     | 0.00%             | 2032-07-20      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                               | Ecolab Inc                                                                                                             | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      4218000 | PA      | $3522055.94    | 0.02%             | 2032-02-01      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5940000 | PA      | $5938495.64    | 0.03%             | 2028-07-25      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                           | Commerzbank AG                                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      1122579 | NS      | $12832685.89   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                  | BASF SE                                                                                                                | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        29166 | NS      | $1672244.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CHALLENGER                                               | Challenger EUR Term Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     20225597 | PA      | $21577083.16   | 0.11%             | 2024-12-20      | Floating      | 5.23%                 | No            | 3                  | On Loan: No      |
| Jamestown CLO Ltd                                        | Jamestown CLO XII Ltd                                                                                                  | CUSIP: 47047JAC8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |       442150 | PA      | $429116.39     | 0.00%             | 2032-04-20      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Exo Imaging, Inc. SERIES C                               | Exo Imaging, Inc. SERIES C                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1423565 | NS      | $4199516.75    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Domino's Pizza Inc                                       | Domino's Pizza Inc                                                                                                     | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |        63871 | NS      | $22546463.00   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3830000 | PA      | $3296500.04    | 0.02%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| American Money Management Corporation                    | AMMC CLO 22 Ltd                                                                                                        | CUSIP: 00177HAC3<br>LEI: 549300ZW9D4NPX7LOC22 | Long             | ABS-CBDO         | CORP              | KY        |       374629 | PA      | $362458.02     | 0.00%             | 2031-04-25      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | VERTIV HOLDINGS CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          334 | NC      | $5010.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jack Ohio Finance LLC                                    | Jack Ohio Finance LLC Term Loan                                                                                        | CUSIP: 46647KAG2<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |      2116041 | PA      | $2094880.24    | 0.01%             | 2028-10-04      | Floating      | 9.32%                 | No            | 3                  | On Loan: No      |
| Lonza Group AG                                           | Lonza Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        31520 | NS      | $17980311.08   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                             | Barclays PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1257981.07    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      6159000 | PA      | $5726851.61    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AGL CLO 5 Ltd                                            | AGL CLO 5 Ltd                                                                                                          | CUSIP: 00119TAH7<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |      1260121 | PA      | $1208888.51    | 0.01%             | 2034-07-20      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| KASIKORNBANK PCL HK                                      | Kasikornbank PCL/Hong Kong                                                                                             | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |       369000 | PA      | $329786.37     | 0.00%             | 2031-10-02      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| Republic of Senegal                                      | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      1300000 | PA      | $1124500.00    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Apidos CLO                                               | Apidos CLO XXIII                                                                                                       | CUSIP: 03765YAW4<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244078.10     | 0.00%             | 2033-04-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                          | Benefit Street Partners CLO III Ltd                                                                                    | CUSIP: 08180EBL7<br>LEI: 549300Y1V90IQ456QX97 | Long             | ABS-CBDO         | CORP              | KY        |       667000 | PA      | $656979.79     | 0.00%             | 2029-07-20      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4634000 | PA      | $4589537.56    | 0.02%             | 2024-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EOG RESOURCES INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2026 | NC      | $207665.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 4.415000 28-FEB-2023                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    958090726 | OU      | $-260107.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO                   | Park Avenue Institutional Advisers CLO Ltd 2019-1                                                                      | CUSIP: 70017WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $241680.88     | 0.00%             | 2032-05-15      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| PKHL Commercial Mortgage Trust                           | PKHL Commercial Mortgage Trust 2021-MF                                                                                 | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1881000 | PA      | $1715696.40    | 0.01%             | 2038-07-15      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR EURO STOXX 50 ETF                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          713 | NC      | $2139.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                 | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      3542000 | PA      | $3473539.02    | 0.02%             | 2026-03-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                             | QUALCOMM Inc                                                                                                           | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      2321000 | PA      | $1868879.46    | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| SK HYNIX INC                                             | SK Hynix Inc                                                                                                           | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      1000000 | PA      | $753312.50     | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Brookfield Asset Management Ltd                          | Brookfield Asset Management Ltd                                                                                        | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        45740 | NS      | $1493326.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VNO Mortgage Trust                                       | VNDO Trust 2016-350P                                                                                                   | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2150000 | PA      | $1795738.05    | 0.01%             | 2035-01-10      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MICROSOFT CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -652 | NC      | $-59332.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cypher Bidco                                             | Cypher Bidco EUR Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19969920 | PA      | $20082032.01   | 0.11%             | 2028-03-01      | Floating      | 6.61%                 | No            | 3                  | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6160000 | PA      | $5029961.37    | 0.03%             | 2032-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 5Y RTR 2.800000 30-MAY-2023                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -190316737 | OU      | $-754716.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                     | Keurig Dr Pepper Inc                                                                                                   | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      2917000 | PA      | $2787121.86    | 0.01%             | 2024-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CONOCOPHILLIPS                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1577 | NC      | $512525.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Foshan Haitian Flavouring & Food Co Ltd                  | Foshan Haitian Flavouring & Food Co Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       482630 | NS      | $5687855.76    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                 | Principal Life Global Funding II                                                                                       | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       125000 | PA      | $118758.03     | 0.00%             | 2024-04-12      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| LESSEN SERIES B PREFERRED                                | LESSEN SERIES B PREFERRED                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       841086 | NS      | $10892063.70   | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| Kinder Morgan Inc                                        | Kinder Morgan Inc                                                                                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       105175 | NS      | $1924702.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA CORP                                                 | KLA Corp                                                                                                               | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      4301000 | PA      | $4368177.41    | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                 | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     62190715 | PA      | $2818080.04    | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                        | NatWest Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1276995.89    | 0.01%             | 2026-09-19      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust            | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                                                          | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1252632 | PA      | $1145604.62    | 0.01%             | 2033-07-05      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                              | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         7804 | NS      | $2854781.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FIBER BIDCO SPA                                          | Fiber Bidco Spa                                                                                                        | CUSIP: 000000000<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |      4906000 | PA      | $5772035.11    | 0.03%             | 2027-10-25      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| FAURECIA                                                 | Faurecia SE                                                                                                            | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      2466000 | PA      | $2373143.91    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Hangzhou Robam Appliances Co Ltd                         | Hangzhou Robam Appliances Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2278133 | NS      | $10155998.23   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ENERGY SELECT SECTOR SPDR FUND                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1482 | NC      | $552045.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola HBC AG                                         | Coca-Cola HBC AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       105520 | NS      | $2564280.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SK BATTERY AMERICA INC                                   | SK Battery America Inc                                                                                                 | CUSIP: 000000000<br>LEI: 54930012FBFVNU7RWO57 | Long             | DBT              | CORP              | US        |      1326000 | PA      | $1152294.00    | 0.01%             | 2026-01-26      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                 | Empresas Publicas de Medellin ESP                                                                                      | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      1659000 | PA      | $1359654.19    | 0.01%             | 2029-07-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Embark Technology Inc                                    | Embark Technology Inc                                                                                                  | CUSIP: 29079J111<br>LEI: 549300NVUJ89UY1TGM94 | N/A              | DE               |  | US        |       126570 | NS      | $8859.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TICP CLO Ltd                                             | TICP CLO VI 2016-2 Ltd                                                                                                 | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $489710.00     | 0.00%             | 2034-01-15      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| ELP 2021-ELP                                             | ELP Commercial Mortgage Trust 2021-ELP                                                                                 | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6593000 | PA      | $6279482.41    | 0.03%             | 2038-11-15      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                              | FinecoBank Banca Fineco SpA                                                                                            | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       129909 | NS      | $2332106.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PetroChina Co Ltd                                        | PetroChina Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |      2322000 | NS      | $1242153.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Regatta XVIII Funding Ltd                                | Regatta XVIII Funding Ltd                                                                                              | CUSIP: 75884EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $339904.39     | 0.00%             | 2034-01-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                     | Kraft Heinz Foods Co                                                                                                   | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      8399000 | PA      | $7994394.47    | 0.04%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                              | Oracle Corp                                                                                                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3205000 | PA      | $2819197.77    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     12085000 | PA      | $11014642.43   | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                        | Cedar Funding XI Clo Ltd                                                                                               | CUSIP: 15033LAS1<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244191.90     | 0.00%             | 2032-05-29      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      8186000 | PA      | $7879958.70    | 0.04%             | 2026-03-17      | Fixed         | 3.29%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                     | Freeport-McMoRan Inc                                                                                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1426743 | NS      | $63661272.66   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                           | ServiceNow Inc                                                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       114660 | NS      | $52185205.80   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4473000 | PA      | $3638402.39    | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Atrium CDO Corp                                          | Madison Park Funding XLI Ltd                                                                                           | CUSIP: 04965CAL2<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |       695365 | PA      | $682426.13     | 0.00%             | 2027-04-22      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                       | Regal Rexnord Corp                                                                                                     | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      2135000 | PA      | $2189070.13    | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8414025 | PA      | $548466.54     | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                               | US Bancorp                                                                                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10553000 | PA      | $10537149.92   | 0.06%             | 2028-07-22      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1685989.80    | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| CASTOR SPA                                               | Castor SpA                                                                                                             | CUSIP: 000000000<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |      2764000 | PA      | $2814674.35    | 0.01%             | 2029-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | NIKE INC                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1362 | NC      | $497130.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5145000 | PA      | $5132044.99    | 0.03%             | 2026-07-22      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                 | Uruguay Government International Bond                                                                                  | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      2256000 | PA      | $2500776.00    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                    | KKR Clo 17 Ltd                                                                                                         | CUSIP: 48251FAG6<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $491993.20     | 0.00%             | 2034-04-15      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | OWL ROCK CAPITAL CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1083 | NC      | $16245.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                 | Cooperatieve Rabobank UA                                                                                               | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1193798.78    | 0.01%             | 2028-07-12      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CSL Ltd                                                  | CSL Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |         5793 | NS      | $1223194.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                 | Santander UK Group Holdings PLC                                                                                        | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1294226.94    | 0.01%             | 2026-01-14      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                          | SWAP/CDSWAP/ICE: (ITRAXX.XO.38.V1)                                                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     40906389 | OU      | $4517940.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                 | Saudi Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1896000 | PA      | $1548558.00    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Davis-Standard, LLC                                      | Davis-Standard, LLC Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5596450 | PA      | $5392179.58    | 0.03%             | 2028-12-10      | Floating      | 10.48%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | OFFICE PROPERTIES INCOME TRUST                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          393 | NC      | $3930.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Liquidity Funds                                | BlackRock Liquidity Funds: T-Fund, Institutional Shares                                                                | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |     11580939 | NS      | $11580939.37   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| QBE Insurance Group Ltd                                  | QBE Insurance Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |       235208 | NS      | $2294904.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc               | Fidelity National Information Services Inc                                                                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        36066 | NS      | $2706392.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co                                                                                                    | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      4127000 | PA      | $4063627.11    | 0.02%             | 2025-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Myers Park CLO LTD                                       | Myers Park CLO Ltd                                                                                                     | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245013.00     | 0.00%             | 2030-10-20      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| CLOROX COMPANY                                           | Clorox Co/The                                                                                                          | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |      3347000 | PA      | $3305993.73    | 0.02%             | 2029-05-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Kose Corp                                                | Kose Corp                                                                                                              | CUSIP: 000000000<br>LEI: 353800NX4GGAVDHHY664 | Long             | EC               | CORP              | JP        |       165600 | NS      | $18271122.92   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | NVIDIA CORP                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -342 | NC      | $-442035.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HANWHA LIFE INSURANCE                                    | Hanwha Life Insurance Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |       600000 | PA      | $527737.50     | 0.00%             | 2032-02-04      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply, LLC                                 | Talen Energy Supply, LLC 2022 DIP Term Loan                                                                            | CUSIP: 000000000<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     10446000 | PA      | $10519122.00   | 0.06%             | 2023-11-10      | Variable      | 9.27%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                              | Equinix Inc                                                                                                            | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      4600000 | PA      | $4127044.05    | 0.02%             | 2026-05-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | INVESCO SENIOR LOAN ETF                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1363 | NC      | $8859.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                               | Dexcom Inc                                                                                                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       335778 | NS      | $35958466.02   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN CASTLE INC                                         | Crown Castle Inc                                                                                                       | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      2249000 | PA      | $2275517.82    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       202000 | PA      | $193940.97     | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                 | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      4640000 | PA      | $4588683.27    | 0.02%             | 2024-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4064000 | PA      | $3252870.43    | 0.02%             | 2032-01-27      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| RONSHINE CHINA                                           | Ronshine China Holdings Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |      2778000 | PA      | $340305.00     | 0.00%             | 2025-01-25      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Diageo PLC                                               | Diageo PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Short            | EC               | CORP              | GB        |      -133863 | NS      | $-5853303.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SERVICENOW INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -216 | NC      | $-386640.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Glodon Co Ltd                                            | Glodon Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       555630 | NS      | $5391379.95    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                         | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |            1 | NC      | $783201.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REC LIMITED                                              | REC Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |       500000 | PA      | $449965.00     | 0.00%             | 2027-01-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Altar Bidco, Inc.                                        | Altar Bidco, Inc. 2021 Term Loan                                                                                       | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2726047 | PA      | $2659612.92    | 0.01%             | 2029-02-01      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                             | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                  | CUSIP: 12653VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8135000 | PA      | $7909957.43    | 0.04%             | 2036-05-15      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-388677.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                       | Regal Rexnord Corp                                                                                                     | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      4640000 | PA      | $4715280.52    | 0.02%             | 2026-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                  | Talen Energy Supply LLC                                                                                                | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      4306000 | PA      | $4481747.32    | 0.02%             | 2027-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Hudson Yards                                             | Hudson Yards 2016-10HY Mortgage Trust                                                                                  | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       897300 | PA      | $762588.35     | 0.00%             | 2038-08-10      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| APA Corp                                                 | APA Corp                                                                                                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        27566 | NS      | $1222000.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER NORTH INC                                       | Frontier North Inc                                                                                                     | CUSIP: 362337AK3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      5875000 | PA      | $5421861.25    | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      4329000 | PA      | $4175212.28    | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| GoTo Group, Inc.                                         | GoTo Group, Inc. Term Loan B                                                                                           | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     12434291 | PA      | $6838860.17    | 0.04%             | 2027-08-31      | Floating      | 9.30%                 | No            | 2                  | On Loan: No      |
| INSPIRED ENTERTAINMENT                                   | Inspired Entertainment Financing PLC                                                                                   | CUSIP: 000000000<br>LEI: 894500C0TCVBHY3RSJ33 | Long             | DBT              | CORP              | GB        |      7442000 | PA      | $8562443.83    | 0.04%             | 2026-06-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Deere & Co                                               | Deere & Co                                                                                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       122523 | NS      | $51807625.32   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                         | PURCHASED DKK / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | DK        |            1 | NC      | $1257873.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Venustech Group Inc                                      | Venustech Group Inc                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1101788 | NS      | $4878409.58    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Danone SA                                                | Danone SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       429476 | NS      | $23552143.44   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | NIKE INC                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1362 | NC      | $-166845.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                                 | Baxter International Inc                                                                                               | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      3762000 | PA      | $3290468.70    | 0.02%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| NMC Health PLC                                           | NMC Health PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |      1077976 | NS      | $13.29         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Charles Schwab Corp/The                                  | Charles Schwab Corp/The                                                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1283296 | NS      | $99352776.32   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                              | MetLife Inc                                                                                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        24457 | NS      | $1785850.14    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                              | 2Y RTR 3.260000 07-NOV-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -187404698 | OU      | $-1100041.21   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NEWMONT CORP                                             | Newmont Corp                                                                                                           | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      3135000 | PA      | $2758762.41    | 0.01%             | 2029-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                                                              | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1735869.22    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| MED Trust                                                | Med Trust 2021-MDLN                                                                                                    | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17579773 | PA      | $16239844.58   | 0.09%             | 2038-11-15      | Floating      | 9.71%                 | No            | 2                  | On Loan: No      |
| MCM 2021 VFN1                                            | MCM 2021 VFN1                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6479411 | PA      | $4277908.00    | 0.02%             | 2028-08-25      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| College Ave Student Loans                                | College Ave Student Loans 2021-B LLC                                                                                   | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       230000 | PA      | $195855.37     | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| LEIDOS INC                                               | Leidos Inc                                                                                                             | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2981231.25    | 0.02%             | 2023-05-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                  | Broadcom Corp / Broadcom Cayman Finance Ltd                                                                            | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      7230000 | PA      | $6966421.31    | 0.04%             | 2027-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                 | Canadian Pacific Railway Co                                                                                            | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      2034000 | PA      | $1737396.06    | 0.01%             | 2030-03-05      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                 | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      4097000 | PA      | $4042837.66    | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sarcos Technology and Robotics Corp                      | Sarcos Technology and Robotics Corp                                                                                    | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       254485 | NS      | $37002.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SANDS CHINA LTD                                          | Sands China Ltd                                                                                                        | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       800000 | PA      | $724000.00     | 0.00%             | 2030-06-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Great Wall Motor Co Ltd                                  | Great Wall Motor Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |      1067000 | NS      | $1506552.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MGM Resorts International                                | MGM Resorts International                                                                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        93175 | NS      | $3858376.75    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMAZON.COM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1645 | NC      | $2364687.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hundsun Technologies Inc                                 | Hundsun Technologies Inc                                                                                               | CUSIP: 000000000<br>LEI: 3003003LS77D1DRDDE25 | Long             | EC               | CORP              | CN        |      1134788 | NS      | $7959262.47    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Burberry Group PLC                                       | Burberry Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |        85870 | NS      | $2615678.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO                   | Park Avenue Institutional Advisers CLO Ltd 2017-1                                                                      | CUSIP: 70017KAN9<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $479544.15     | 0.00%             | 2034-02-14      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                        | Eversource Energy                                                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        79979 | NS      | $6584671.07    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockford Tower CLO Ltd                                   | Rockford Tower CLO 2017-1 Ltd                                                                                          | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $484165.20     | 0.00%             | 2034-04-20      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4064000 | PA      | $4048243.34    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| F5 Inc                                                   | F5 Inc                                                                                                                 | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295128 | NS      | $43578600.48   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| DOUGLAS GMBH                                             | Douglas GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 529900381YTPHVY9AI06 | Long             | DBT              | CORP              | DE        |      8152000 | PA      | $7646078.21    | 0.04%             | 2026-04-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |            1 | NC      | $34206.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                | Nelnet Student Loan Trust 2021-A                                                                                       | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6030000 | PA      | $5063242.66    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                 | Deutsche Telekom International Finance BV                                                                              | CUSIP: 25156PAV5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      1838000 | PA      | $1809741.23    | 0.01%             | 2023-09-19      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| ADLER PELZER HLDG GMBH                                   | Adler Pelzer Holding GmbH                                                                                              | CUSIP: 000000000<br>LEI: 984500950ABB2CB7E742 | Long             | DBT              | CORP              | DE        |     18415000 | PA      | $16516395.31   | 0.09%             | 2024-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                   | US 2YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6425 | NC      | $1846118.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                 | Transocean Titan Financing Ltd                                                                                         | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1405000 | PA      | $1457996.60    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| AIA GROUP LTD                                            | AIA Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      1000000 | PA      | $902500.00     | 0.00%             | 2026-04-07      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                      | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      2184000 | PA      | $1866807.72    | 0.01%             | 2030-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Snowflake Inc                                            | Snowflake Inc                                                                                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        21566 | NS      | $3373785.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 6.465000 13-AUG-2026                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    796887416 | OU      | $-3099934.63   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | XTRACKERS HARVEST CSI 300 CHIN                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -18000 | NC      | $-207000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                       | Meta Platforms Inc                                                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        28551 | NS      | $4253242.47    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SPRINT LLC                                               | Sprint LLC                                                                                                             | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      7209000 | PA      | $7316219.46    | 0.04%             | 2023-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| KLABIN AUSTRIA GMBH                                      | Klabin Austria GmbH                                                                                                    | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      1244000 | PA      | $1013860.00    | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc                                               | Pfizer Inc                                                                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       522298 | NS      | $23064679.68   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoya Corp                                                | Hoya Corp                                                                                                              | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       302850 | NS      | $33304995.12   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| VeriSign Inc                                             | VeriSign Inc                                                                                                           | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        94955 | NS      | $20704937.75   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6236 | NC      | $-109130.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $55190.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                                                                                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         5825 | NS      | $7327791.75    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SK HYNIX INC                                             | SK Hynix Inc                                                                                                           | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      2360000 | PA      | $2393689.00    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp Japan                                        | Oracle Corp Japan                                                                                                      | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |        14600 | NS      | $1000199.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                  | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                       | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       565000 | PA      | $549045.76     | 0.00%             | 2025-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | APPLE INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3332 | NC      | $-233240.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                                  | Lululemon Athletica Inc                                                                                                | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        27647 | NS      | $8484311.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                   | Krung Thai Bank PCL/Cayman Islands                                                                                     | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |       396000 | PA      | $363651.75     | 0.00%             | 2026-03-25      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                 | Madison Park Funding XIII Ltd                                                                                          | CUSIP: 55818MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $883127.25     | 0.00%             | 2030-04-19      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                                                              | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      8933000 | PA      | $6169734.12    | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                                      | Gilead Sciences Inc                                                                                                    | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2087000 | PA      | $2032927.46    | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                     | Indonesia Treasury Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 108989000000 | PA      | $8082054.21    | 0.04%             | 2036-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                                 | Baxter International Inc                                                                                               | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      3369000 | PA      | $2760855.71    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| Shanghai Jinjiang International Hotels Co Ltd            | Shanghai Jinjiang International Hotels Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 300300KOJEHP8FQX5092 | Long             | EC               | CORP              | CN        |       403200 | NS      | $3444022.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MORGAN STANLEY                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -648 | NC      | $-56700.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MET LIFE GLOB FUNDING I                                  | Metropolitan Life Global Funding I                                                                                     | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1823000 | PA      | $1644987.22    | 0.01%             | 2030-04-09      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Kobayashi Pharmaceutical Co Ltd                          | Kobayashi Pharmaceutical Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900WBSL04KD6TKP95 | Long             | EC               | CORP              | JP        |        31000 | NS      | $2225555.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HUMANA INC                                               | Humana Inc                                                                                                             | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       106000 | PA      | $93333.17      | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Nibe Industrier AB                                       | Nibe Industrier AB                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |       110613 | NS      | $1195092.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                            | PURCHASED ZAR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |            1 | NC      | $-95615.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CF INDUSTRIES HOLDINGS INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1121 | NC      | $-5605.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DBGS Mortgage Trust                                      | DBGS 2018-BIOD Mortgage Trust                                                                                          | CUSIP: 23306GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1865136 | PA      | $1823010.08    | 0.01%             | 2035-05-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| CIMB BANK BHD                                            | CIMB Bank Bhd                                                                                                          | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |       700000 | PA      | $625537.50     | 0.00%             | 2027-07-20      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BHP Group Ltd                                            | BHP Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       114466 | NS      | $4008843.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8656450 | PA      | $798190.48     | 0.00%             | 2030-04-25      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare Inc                                    | Molina Healthcare Inc                                                                                                  | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         6304 | NS      | $1965776.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust            | JPMCC Commercial Mortgage Securities Trust 2019-COR4                                                                   | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4308000 | PA      | $4039211.82    | 0.02%             | 2052-03-10      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                      | Elevance Health Inc                                                                                                    | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       120000 | PA      | $114670.18     | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                   | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4097000 | PA      | $4038594.77    | 0.02%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                   | Standard Chartered PLC                                                                                                 | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       110893 | NS      | $931458.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Experian PLC                                             | Experian PLC                                                                                                           | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        79053 | NS      | $2890926.55    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Atrium CDO Corp                                          | Atrium XIII                                                                                                            | CUSIP: 04966HAE6<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $588200.64     | 0.00%             | 2030-11-21      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |            1 | NC      | $435844.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 5Y RTP 4.000000 08-JUN-2023                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -189499169 | OU      | $-499305.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Oil Fund LP                                | United States Oil Fund LP                                                                                              | CUSIP: 91232N207<br>LEI: ZR7XWIN3GSRDDWZ9V446 | Long             | EC               | RF                | US        |       203215 | NS      | $14086863.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                              | 2Y RTP 4.030000 08-MAR-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -945671416 | OU      | $-3771318.69   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RKPF OVERSEAS 2019 A LTD                                 | RKPF Overseas 2019 A Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900P8BXRCW5458103 | Long             | DBT              | CORP              | VG        |       877000 | PA      | $764524.75     | 0.00%             | 2025-09-04      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                      | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1854834.20    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp                                | Edwards Lifesciences Corp                                                                                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       356405 | NS      | $27336263.50   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| MODERN LAND CHINA CO LTD                                 | Modern Land China Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |       569000 | PA      | $31295.00      | 0.00%             | 2024-03-04      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| George Weston Ltd                                        | George Weston Ltd                                                                                                      | CUSIP: 961148509<br>LEI: 549300GEHU6LUSPS7Q65 | Long             | EC               | CORP              | CA        |        10214 | NS      | $1313990.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                        | EURO-OAT FUTURE MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          291 | NC      | $-971171.30    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                       | USD C CNH P @7.400000 EO                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     93139000 | OU      | $131605.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Husqvarna AB                                             | Husqvarna AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |        94148 | NS      | $801000.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP              | DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21879411 | NS      | $21879411.41   | 0.11%             |  |  |  | Yes           | N/A                | On Loan: No      |
| ADANI GREEN ENERGY LTD                                   | Adani Green Energy Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |      1099000 | PA      | $835240.00     | 0.00%             | 2024-09-08      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                 | Liberty Costa Rica Senior Secured Finance                                                                              | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |       837000 | PA      | $815238.00     | 0.00%             | 2031-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | HCA HEALTHCARE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -510 | NC      | $-89250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BUNGE LTD                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BM        |         -807 | NC      | $-102892.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CML LAKE TAHOE RESORT HOTEL                              | CML Lake Tahoe Resort Hotel Term Loan                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8101604 | PA      | $7793689.96    | 0.04%             | 2026-10-25      | Floating      | 3.16%                 | No            | 3                  | On Loan: No      |
| BARCLAYS BANK PLC                                        | SWAP/CDSWAP/SCDS: (SPLS)                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       790000 | OU      | $29670.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                       | Conagra Brands Inc                                                                                                     | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       313000 | PA      | $309758.24     | 0.00%             | 2024-05-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AIVEN SERIES D PREFERRED                                 | AIVEN SERIES D PREFERRED                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |        86562 | NS      | $8791236.72    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| FLYR SECURED NOTES WTS                                   | FLYR SECURED NOTES WTS                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6580000 | PA      | $6102950.00    | 0.03%             | 2027-01-20      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                 | Empresa Nacional del Petroleo                                                                                          | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      1161000 | PA      | $1091557.69    | 0.01%             | 2026-08-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                    | Indonesia Government International Bond                                                                                | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $209522.00     | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                      | Citigroup COmmercial Mortgage Trust 2018-C6                                                                            | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1999900 | PA      | $1955169.84    | 0.01%             | 2051-11-10      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| LATCH INC                                                | LATCH INC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520854 | NS      | $478925.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                                                                         | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3375000 | PA      | $2852404.03    | 0.01%             | 2033-01-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SHIBA BIDCO SPA                                          | Shiba Bidco SpA                                                                                                        | CUSIP: 000000000<br>LEI: 815600658C215B62EA21 | Long             | DBT              | CORP              | IT        |      9744000 | PA      | $9073069.55    | 0.05%             | 2028-10-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                   | Boston Scientific Corp                                                                                                 | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |        88689 | NS      | $10122075.57   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     13522000 | PA      | $10882069.11   | 0.06%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| TVC DSCR 21 1 A                                          | TVC DSCR 21 1 A                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25361555 | PA      | $23614143.86   | 0.12%             | 2051-02-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| CVS Health Corp                                          | CVS Health Corp                                                                                                        | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2836000 | PA      | $2778258.30    | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Kindstar Globalgene Technology Inc                       | Kindstar Globalgene Technology Inc                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7490500 | NS      | $2201518.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Snorkel AI Inc                                           | Snorkel AI Inc                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70636 | NS      | $502928.32     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MELCO RESORTS FINANCE                                    | Melco Resorts Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1234000 | PA      | $1058155.00    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Orsted AS                                                | Orsted AS                                                                                                              | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |        25792 | NS      | $2296828.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings Inc                                 | Crowdstrike Holdings Inc                                                                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       249897 | NS      | $26464092.30   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung SDI Co Ltd                                       | Samsung SDI Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |        43444 | NS      | $24346107.54   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA CORP                                              | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10588000 | PA      | $10225168.40   | 0.05%             | 2027-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                            | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-4294317.08   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES RUSSELL 2000 ETF                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -714 | NC      | $-10353.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bytedance Ltd Series E-1                                 | Bytedance Ltd Series E-1                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       308665 | NS      | $50331535.63   | 0.26%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Gen Digital Inc                                          | Gen Digital Inc                                                                                                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        31157 | NS      | $716922.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ABBVIE INC                                               | AbbVie Inc                                                                                                             | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      6092000 | PA      | $5975035.55    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | UNITED PARCEL SERVICE INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -834 | NC      | $-20016.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferrari NV                                               | Ferrari NV                                                                                                             | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        65559 | NS      | $16382156.06   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-NWM                                                                                  | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11028224 | PA      | $10476812.75   | 0.06%             | 2033-02-15      | Floating      | 6.61%                 | No            | 3                  | On Loan: No      |
| INDIA GREEN POWER HOLD                                   | India Green Power Holdings                                                                                             | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |       600000 | PA      | $516750.00     | 0.00%             | 2027-02-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $68749.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                     | Indonesia Treasury Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 215611000000 | PA      | $14638965.66   | 0.08%             | 2038-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                   | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      8490000 | PA      | $6843438.70    | 0.04%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Money Market Series a series of SL Liquidity Series, LLC | SL Liquidity Series, LLC, Money Market Series                                                                          | CUSIP: 590204509<br>LEI: 549300I0RQO84VDWQP47 | Long             | STIV             |  | US        |    273720807 | NS      | $273775551.17  | 1.44%             |  |  |  | No            | N/A                | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2489000 | PA      | $1987217.60    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| OQ SAOC                                                  | OQ SAOC                                                                                                                | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |       829000 | PA      | $797290.75     | 0.00%             | 2028-05-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Food & Life Cos Ltd                                      | Food & Life Cos Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |        55800 | NS      | $1241911.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CATERPILLAR INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          520 | NC      | $1040.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | XTRACKERS HARVEST CSI 300 CHIN                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12028 | NC      | $-144336.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Maverick Gaming LLC                                      | Maverick Gaming LLC Term Loan B                                                                                        | CUSIP: 57770JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3517475 | PA      | $2755343.69    | 0.01%             | 2026-09-03      | Floating      | 12.23%                | No            | 2                  | On Loan: No      |
| LOADSMART INC                                            | LOADSMART INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       131402 | NS      | $1902700.96    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Deutsche Bank AG                                         | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-4396484.66   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                            | Citigroup Inc                                                                                                          | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1032000 | PA      | $970517.98     | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Oi SA                                                    | Oi SA                                                                                                                  | CUSIP: 000000000<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |      1244000 | PA      | $125022.00     | 0.00%             | 2025-07-27      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Sendas Distribuidora SA                                  | Sendas Distribuidora SA                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       239721 | NS      | $927943.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                           | TRSWAP: HYG US EQUITY                                                                                                  | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |     13429138 | OU      | $243524.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Konami Group Corp                                        | Konami Group Corp                                                                                                      | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |        20500 | NS      | $1008056.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cardinal Health Inc                                      | Cardinal Health Inc                                                                                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        20559 | NS      | $1588182.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avoca CLO                                                | Avoca CLO XV DAC                                                                                                       | CUSIP: 000000000<br>LEI: 63540019ZRWR9Z7GEY65 | Long             | ABS-CBDO         | CORP              | IE        |       134000 | PA      | $138129.49     | 0.00%             | 2031-04-15      | Floating      | 3.34%                 | No            | 2                  | On Loan: No      |
| AmerisourceBergen Corp                                   | AmerisourceBergen Corp                                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        42944 | NS      | $7255818.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wiwynn Corp                                              | Wiwynn Corp                                                                                                            | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |        59000 | NS      | $1481940.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TE Connectivity Ltd                                      | TE Connectivity Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       375636 | NS      | $47762117.40   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecopetrol SA                                             | Ecopetrol SA                                                                                                           | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2269000 | PA      | $2192421.25    | 0.01%             | 2025-01-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                        | EURO-BOBL FUTURE MAR23                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          667 | NC      | $-1494310.13   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                           | CAMB Commercial Mortgage Trust 2019-LIFE                                                                               | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2181506 | PA      | $2132286.86    | 0.01%             | 2037-12-15      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| American Tower Corp                                      | American Tower Corp                                                                                                    | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      8040000 | PA      | $7866480.00    | 0.04%             | 2024-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX HIGH YIELD CORPO                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         8886 | NC      | $599805.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Luxembourg Life Fund                                     | Luxembourg Life Fund 2021 1st Lien Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     12586900 | PA      | $12508860.88   | 0.07%             | 2026-05-27      | Floating      | 13.98%                | No            | 3                  | On Loan: No      |
| BSST Mortgage Trust                                      | Beast Mortgage Trust                                                                                                   | CUSIP: 05601PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4993000 | PA      | $4683659.18    | 0.02%             | 2036-04-15      | Floating      | 8.26%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | NVIDIA CORP                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -248 | NC      | $-381300.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3066000 | PA      | $2743609.33    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TRUST FIBRAUNO                                           | Trust Fibra Uno                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      1515000 | PA      | $1389141.38    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                  | Philippine Government International Bond                                                                               | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1200000 | PA      | $835632.00     | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | TESLA INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1623 | NC      | $3513795.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rialto Real Estate Fund LP                               | RIAL 2022-FL8 Issuer Ltd                                                                                               | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      5707000 | PA      | $5621452.07    | 0.03%             | 2037-01-19      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                   | Motorola Solutions Inc                                                                                                 | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      2755000 | PA      | $2808884.69    | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                              | Equinix Inc                                                                                                            | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      4999000 | PA      | $4177473.14    | 0.02%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES CHINA LARGE-CAP ETF                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        15431 | NC      | $1388790.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LIONS GATE CAPITAL HOLD                                  | Lions Gate Capital Holdings LLC                                                                                        | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      5785000 | PA      | $3760250.00    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.920000 04-NOV-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    121430847 | OU      | $-3223273.76   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bayer AG                                                 | Bayer AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       179507 | NS      | $11173401.54   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                    | Grupo Bimbo SAB de CV                                                                                                  | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |       829000 | PA      | $824709.93     | 0.00%             | 2023-04-17      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1114000 | PA      | $906094.36     | 0.00%             | 2032-07-21      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Advance Auto Parts Inc                                   | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        19437 | NS      | $2959866.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                               | LPL Financial Holdings Inc                                                                                             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       414162 | NS      | $98206093.44   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Mr Cooper Group Inc                                      | Mr Cooper Group Inc                                                                                                    | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       106908 | NS      | $4916698.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Aimco                                                    | AIMCO CLO Series 2018-A                                                                                                | CUSIP: 00900GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       465551 | PA      | $455835.60     | 0.00%             | 2031-04-17      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corp                                      | Carrier Global Corp                                                                                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        73327 | NS      | $3338578.31    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corp                                        | Devon Energy Corp                                                                                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        81000 | NS      | $5122440.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF CHILE                                        | Chile Government International Bond                                                                                    | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      2267000 | PA      | $2009553.81    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALPHABET INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1819 | NC      | $-936785.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                             | LyondellBasell Industries NV                                                                                           | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       277333 | NS      | $26815327.77   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6548000 | PA      | $6431996.42    | 0.03%             | 2026-04-26      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Hermes International                                     | Hermes International                                                                                                   | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        17332 | NS      | $32436995.71   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| LOADSMART INC, Series C                                  | LOADSMART INC, Series C                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1250814 | NS      | $18111786.72   | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Anglo American Platinum Ltd                              | Anglo American Platinum Ltd                                                                                            | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |        22358 | NS      | $1662788.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UPL CORP LTD                                             | UPL Corp Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |       530000 | PA      | $387496.25     | 0.00%             | 2025-02-27      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                              | EURO STOXX 50 Index Down-and-in barrier option; Barrier price EUR 3,971.00000                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |         7685 | NC      | $424922.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-636039.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Altria Group Inc                                         | Altria Group Inc                                                                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        79414 | NS      | $3576806.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Electric Corp                                 | Mitsubishi Electric Corp                                                                                               | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       103800 | NS      | $1143953.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                           | Transocean Inc                                                                                                         | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      1507000 | PA      | $1553717.00    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| LKQ Corp                                                 | LKQ Corp                                                                                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        16396 | NS      | $966708.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | JUL23 TPNBNK  C @ 218.8725                                                                                             | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |      3751722 | NC      | $186360.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                      | Elevance Health Inc                                                                                                    | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      9054000 | PA      | $9618082.67    | 0.05%             | 2032-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Palo Alto Networks Inc                                   | Palo Alto Networks Inc                                                                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       154048 | NS      | $24438174.72   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS PLC                                             | Barclays PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1270299.30    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                     | Colombian TES                                                                                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  58200000000 | PA      | $8895063.42    | 0.05%             | 2032-06-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                            | PURCHASED CAD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |            1 | NC      | $1344639.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO                                               | Apidos CLO XXII                                                                                                        | CUSIP: 03765XAJ5<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $491408.75     | 0.00%             | 2031-04-20      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | FSWP: USD 2.000000 17-FEB-2025                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    148032894 | OU      | $6166579.03    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Luxembourg Life Fund                                     | Luxembourg Life Fund 2021 Term Loan                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     11945122 | PA      | $11945121.87   | 0.06%             | 2023-04-01      | Floating      | 13.93%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | SERVICENOW INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          216 | NC      | $259200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCIA                                                   | Mercia GBP Term Loan A2                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     19525602 | PA      | $23830471.71   | 0.13%             | 2026-04-09      | Variable      | 5.33%                 | No            | 3                  | On Loan: No      |
| OCP CLO Ltd                                              | OCP CLO 2016-11 Ltd                                                                                                    | CUSIP: 67110DAS6<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $492492.25     | 0.00%             | 2030-10-26      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                              | Crown PropTech Acquisitions                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       487104 | NS      | $4948976.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P 500 ETF TRUST                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -597 | NC      | $-1582050.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CARESYNTAX INC CONV                                      | CARESYNTAX INC CONV                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1102302 | PA      | $1134227.62    | 0.01%             | 2024-12-31      | Fixed         | 15.00%                | No            | 3                  | On Loan: No      |
| Starbucks Corp                                           | Starbucks Corp                                                                                                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       463012 | NS      | $50533129.68   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3467500 | PA      | $2854442.74    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| QUINTIS AUS PTY LTD                                      | Quintis Australia Pty Ltd                                                                                              | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     92389186 | PA      | $92389186.00   | 0.49%             | 2026-10-01      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                   | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-973609.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                      | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1695723.74    | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| MERCIA                                                   | Mercia GBP Term Loan A1                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      9465019 | PA      | $11551800.77   | 0.06%             | 2026-04-09      | Variable      | 5.33%                 | No            | 3                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $865634.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                         | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |            1 | NC      | $3227153.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                 | Huntington National Bank/The                                                                                           | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      1032000 | PA      | $1073770.30    | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                       | Royalty Pharma PLC                                                                                                     | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      2355000 | PA      | $1871679.65    | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | DEXCOM INC                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -586 | NC      | $-123060.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VERISURE HOLDING AB                                      | Verisure Holding AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      2088000 | PA      | $2272898.13    | 0.01%             | 2028-02-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | SWP: OIS 9.385000 02-JAN-2025                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | BR        |    289614691 | OU      | $-5227592.40   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | USD P BRL C @5.356000 EO                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -11656766 | OU      | $-628113.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                   | US 10YR FUT OPTN MAR23P 112                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           92 | NC      | $8625.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apidos CLO                                               | Apidos CLO XII                                                                                                         | CUSIP: 03764DAH4<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $545050.00     | 0.00%             | 2031-04-15      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp                                           | TC Energy Corp                                                                                                         | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       394729 | NS      | $17007864.09   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | EUR P USD C @1.033300 EO                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -11403995 | OU      | $-2491.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2367000 | PA      | $2057514.75    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JINGRUI HOLDINGS LTD                                     | Jingrui Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300RXCFKI6KHCMP52 | Long             | DBT              | CORP              | KY        |      1269000 | PA      | $106331.96     | 0.00%             | 2022-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 10Y RTR 2.900000 30-OCT-2023                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    113447124 | OU      | $2477882.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                   | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-17598891.34  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | VISA INC                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1029 | NC      | $-157951.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | EQT CORP                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2220 | NC      | $-256410.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nan Ya Printed Circuit Board Corp                        | Nan Ya Printed Circuit Board Corp                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       280000 | NS      | $2299242.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                           | Amazon.com Inc                                                                                                         | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      8629000 | PA      | $8833524.21    | 0.05%             | 2032-12-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Goldentree Loan Opportunities IX Ltd                     | GoldenTree Loan Opportunities IX Ltd                                                                                   | CUSIP: 38123HAS3<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $492681.25     | 0.00%             | 2029-10-29      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                         | Welltower OP LLC                                                                                                       | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      4284000 | PA      | $3928580.30    | 0.02%             | 2027-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                          | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                                                                  | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      1513515 | PA      | $1484198.02    | 0.01%             | 2027-12-01      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                            | PURCHASED USD / SOLD CNH                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-6318616.67   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.580000 24-MAY-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    159068343 | OU      | $8507935.11    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                    | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |        52872 | NS      | $5157134.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TELUS Corp                                               | TELUS Corp                                                                                                             | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |       642957 | NS      | $13854103.33   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                                                                        | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1932938.29    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                 | Saudi Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      2553000 | PA      | $2555074.31    | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                                   | AP Moller - Maersk A/S                                                                                                 | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          457 | NS      | $994108.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NEWMONT CORP                                             | Newmont Corp                                                                                                           | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      3095000 | PA      | $2592067.98    | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                   | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4097000 | PA      | $3605882.04    | 0.02%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                                 | Agile Group Holdings Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |       905000 | PA      | $540737.50     | 0.00%             | 2025-04-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4321000 | PA      | $3671893.29    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                              | MetLife Inc                                                                                                            | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $2095078.41    | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $-56119.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                            | Live Nation Entertainment Inc                                                                                          | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        28884 | NS      | $2324873.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                                                                                  | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      3333000 | PA      | $3014546.12    | 0.02%             | 2027-03-02      | Fixed         | 1.27%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                              | SWAP/CDSWAP/SCDS: (XRXCRP)                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       470000 | OU      | $53517.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                       | Union Pacific Corp                                                                                                     | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      6278000 | PA      | $5559050.35    | 0.03%             | 2032-02-14      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5384000 | PA      | $4616780.00    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                  | Romanian Government International Bond                                                                                 | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2190000 | PA      | $2154412.50    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Datadog Inc                                              | Datadog Inc                                                                                                            | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       183746 | NS      | $13746038.26   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Options Clearing Corp.                                   | ALPHABET INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1900 | NC      | $523450.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCK & CO INC                                           | Merck & Co Inc                                                                                                         | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1709534.45    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                     | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-24677949.39  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Norsk Hydro ASA                                          | Norsk Hydro ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       510950 | NS      | $4142704.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                 | Saudi Government International Bond                                                                                    | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1445000 | PA      | $1461617.50    | 0.01%             | 2028-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO                                | Rockford Tower Europe CLO 2018-1 DAC                                                                                   | CUSIP: 000000000<br>LEI: 635400J1BXSISHD5XN53 | Long             | ABS-CBDO         | CORP              | IE        |       343000 | PA      | $362195.05     | 0.00%             | 2031-12-20      | Floating      | 3.90%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                                | Anchorage Capital CLO 7 Ltd                                                                                            | CUSIP: 03328TBA2<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247505.28     | 0.00%             | 2031-01-28      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                                | Shell PLC                                                                                                              | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      2856785 | NS      | $83784233.96   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Trestles CLO LTD                                         | TRESTLES CLO III LTD                                                                                                   | CUSIP: 89532TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2489503 | PA      | $2469477.69    | 0.01%             | 2033-01-20      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| Relativity Space, Inc. SERIES E                          | Relativity Space, Inc. SERIES E                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       399649 | NS      | $6961885.58    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Boca Commercial Mortgage Trust                           | BOCA Commercial Mortgage Trust 2022-BOCA                                                                               | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2411000 | PA      | $2385505.36    | 0.01%             | 2039-05-15      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| LLPL Capital Pte Ltd                                     | LLPL Capital Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |      1254204 | PA      | $1141325.64    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| OFFERPAD SOLUTIONS INC                                   | OFFERPAD SOLUTIONS INC                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       743794 | NS      | $682431.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                               | Sixth Street CLO XVI Ltd                                                                                               | CUSIP: 83012DAA1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |       948000 | PA      | $938363.58     | 0.00%             | 2032-10-20      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                              | Gulf Stream Meridian 1 Ltd                                                                                             | CUSIP: 402563AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5718214 | PA      | $5638159.00    | 0.03%             | 2033-04-15      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 2Y RTP 2.700000 15-FEB-2023                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -526237489 | NC      | $-15061643.14  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 4.680000 27-FEB-2024                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    679789480 | OU      | $-2300220.16   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances Inc                   | International Flavors & Fragrances Inc                                                                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        74115 | NS      | $8334972.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SHRIRAM FINANCE LTD                                      | Shriram Finance Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |       703000 | PA      | $674880.00     | 0.00%             | 2024-03-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                             | Ares LV CLO Ltd                                                                                                        | CUSIP: 04018BAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2786000 | PA      | $2723397.47    | 0.01%             | 2034-07-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| LYONDELLBASELL IND NV                                    | LyondellBasell Industries NV                                                                                           | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |       748000 | PA      | $751860.35     | 0.00%             | 2024-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3287000 | PA      | $2834809.05    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                 | Spain Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    268463000 | PA      | $274304278.75  | 1.44%             | 2032-10-31      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| AGC Inc                                                  | AGC Inc                                                                                                                | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |         9200 | NS      | $338981.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                                                             | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       291000 | PA      | $357848.68     | 0.00%             | 2024-06-18      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| RONSHINE CHINA                                           | Ronshine China Holdings Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $24500.00      | 0.00%             | 2024-08-05      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                   | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      7435000 | PA      | $7383627.57    | 0.04%             | 2026-07-24      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | EUR P USD C @0.970000 EO                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     81603518 | OU      | $88.71         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                          | Gen Digital Inc                                                                                                        | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      3888000 | PA      | $3947486.40    | 0.02%             | 2030-09-30      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| GRAND ROUNDS INC                                         | GRAND ROUNDS INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11562554 | NS      | $13990690.34   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Epiroc AB                                                | Epiroc AB                                                                                                              | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       421862 | NS      | $8208065.53    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ALM Loan Funding                                         | ALM 2020 Ltd                                                                                                           | CUSIP: 00166FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       373134 | PA      | $368471.28     | 0.00%             | 2029-10-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                          | SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)                                                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     13728108 | OU      | $1566562.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       574474 | NS      | $55913554.42   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| LYB INTERNATIONAL FINANC                                 | LYB International Finance II BV                                                                                        | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     11414000 | PA      | $10833485.10   | 0.06%             | 2027-03-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       198000 | PA      | $176661.29     | 0.00%             | 2027-07-20      | Fixed         | 1.51%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                      | BWAY 2013-1515 Mortgage Trust                                                                                          | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3734687 | PA      | $3252329.39    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| OAFIT A NOTE UPSIZE (PT2)                                | OAFIT A NOTE UPSIZE (PT2)                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |     10036000 | PA      | $6898310.20    | 0.04%             | 2026-03-28      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Ulta Beauty Inc                                          | Ulta Beauty Inc                                                                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         3174 | NS      | $1631309.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                      | Nigeria Government International Bond                                                                                  | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1336000 | PA      | $1112220.00    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| CML TRIGRAMS                                             | CML Trigrams Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27968423 | PA      | $27699652.52   | 0.15%             | 2024-09-15      | Floating      | 7.04%                 | No            | 3                  | On Loan: No      |
| Deutsche Bank AG                                         | PURCHASED USD / SOLD SEK                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $753897.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU                                 | Telefonica Emisiones SA                                                                                                | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      2200000 | PA      | $2754580.34    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                      | COMM 2014-CCRE21 Mortgage Trust                                                                                        | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3801568 | PA      | $3694089.79    | 0.02%             | 2047-12-10      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2020-I Ltd                                                                                                | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2475000 | PA      | $2421155.63    | 0.01%             | 2036-07-15      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| WRKCo Inc                                                | WRKCo Inc                                                                                                              | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      1536000 | PA      | $1530565.69    | 0.01%             | 2026-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      2310000 | PA      | $2220516.38    | 0.01%             | 2026-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                   | SAP SE                                                                                                                 | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        64922 | NS      | $7695204.66    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| WORKDAY INC                                              | Workday Inc                                                                                                            | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      8235000 | PA      | $7881254.29    | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MICRON TECHNOLOGY INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1767 | NC      | $-413478.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SINIC HOLDINGS GROUP CO                                  | Sinic Holdings Group Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 300300N5XRCGHA7P7B13 | Long             | DBT              | CORP              | KY        |       490000 | PA      | $4900.00       | 0.00%             | 2022-01-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Kuehne + Nagel International AG                          | Kuehne + Nagel International AG                                                                                        | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         5815 | NS      | $1386624.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                            | PURCHASED NOK / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |            1 | NC      | $-1835883.02   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CHARTER COMMUNICATIONS INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          333 | NC      | $922410.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexagon AB                                               | Hexagon AB                                                                                                             | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       749156 | NS      | $8587950.91    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Cruise, Series G                                         | Cruise, Series G                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       373495 | NS      | $5871341.40    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2121022 | PA      | $1988742.77    | 0.01%             | 2042-01-25      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| CF Industries Holdings Inc                               | CF Industries Holdings Inc                                                                                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       713705 | NS      | $60450813.50   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                   | Skyworks Solutions Inc                                                                                                 | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |      1355000 | PA      | $1334073.99    | 0.01%             | 2023-06-01      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CROWDSTRIKE HOLDINGS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -861 | NC      | $-90405.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                          | CVS Health Corp                                                                                                        | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4968000 | PA      | $4883880.48    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| VOLOCOPTER GMBH                                          | VOLOCOPTER GMBH                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |         4218 | NS      | $26875468.15   | 0.14%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES CHINA LARGE-CAP ETF                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15431 | NC      | $-324051.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | 2Y RTR 2.750000 14-NOV-2023                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -361746068 | OU      | $-1096488.51   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd                                   | Rockford Tower CLO 2017-2 Ltd                                                                                          | CUSIP: 77340GAL5<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $493668.60     | 0.00%             | 2029-10-15      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer Ltd                                     | FS Rialto 2022-FL6 Issuer LLC                                                                                          | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8340868 | PA      | $8340790.43    | 0.04%             | 2037-08-17      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3515000 | PA      | $755285.63     | 0.00%             | 2026-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Sysmex Corp                                              | Sysmex Corp                                                                                                            | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |       483400 | NS      | $32090537.15   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                   | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      2893000 | PA      | $2799272.56    | 0.01%             | 2033-06-13      | Fixed         | 4.29%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | SWAP/CDSWAP/SCDS: (F)                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |      1695000 | OU      | $-145950.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Siemens AG                                               | Siemens AG                                                                                                             | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       660029 | NS      | $103100010.49  | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | EUR C USD P @1.100000 EO                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -58090192 | OU      | $-444974.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | AMAZON.COM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4379 | NC      | $-1653072.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                   | United States Treasury Inflation Indexed Bonds                                                                         | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    296577763 | PA      | $290769782.40  | 1.53%             | 2024-01-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Breeze Aviation Group, Inc. SERIES B                     | Breeze Aviation Group, Inc. SERIES B                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31603 | NS      | $10071244.04   | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       926000 | PA      | $974368.92     | 0.01%             | 2029-01-18      | Fixed         | 6.72%                 | No            | 2                  | On Loan: No      |
| CHINA EVERGRANDE GROUP                                   | China Evergrande Group                                                                                                 | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |      2277000 | PA      | $233819.44     | 0.00%             | 2023-01-22      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11537000 | PA      | $11202940.97   | 0.06%             | 2025-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                 | Perusahaan Penerbit SBSN Indonesia III                                                                                 | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |      1151000 | PA      | $1146810.36    | 0.01%             | 2027-06-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| HANWHA LIFE INSURANCE                                    | Hanwha Life Insurance Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |      1733000 | PA      | $1702672.50    | 0.01%             | 2023-04-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                                      | Gilead Sciences Inc                                                                                                    | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      7693000 | PA      | $5711427.98    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| URSA MAJOR TECHNOLOGIES INC                              | URSA MAJOR TECHNOLOGIES INC                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200098 | NS      | $1540754.60    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| VEDANTA RESOURCES                                        | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      1477000 | PA      | $1155752.50    | 0.01%             | 2025-03-11      | Fixed         | 8.95%                 | No            | 2                  | On Loan: No      |
| BROWN BROTHERS NZD NZD OVERNIGHT SWEEP                   | BROWN BROTHERS NZD                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |           15 | NS      | $9.95          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Mexican States                                    | Mexico Government International Bond                                                                                   | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2037000 | PA      | $1952464.50    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AutoZone Inc                                             | AutoZone Inc                                                                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         1430 | NS      | $3487555.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | 2Y RTP 4.750000 14-NOV-2023                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -361746068 | OU      | $-439521.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications Inc                                                                                             | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4333000 | PA      | $4068728.68    | 0.02%             | 2026-08-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                                      | EssilorLuxottica SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       252701 | NS      | $46365411.27   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                 | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2196000 | PA      | $2149304.17    | 0.01%             | 2024-03-15      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                  | GlaxoSmithKline Capital PLC                                                                                            | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      2938000 | PA      | $2786945.99    | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                              | CROWN PROPTECH ACQUISITIONS                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186720 | NS      | $1.87          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HCA Healthcare Inc                                       | HCA Healthcare Inc                                                                                                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        54102 | NS      | $13799797.14   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                                                           | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3026000 | PA      | $2981014.76    | 0.02%             | 2026-05-12      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| MAF GLOBAL SECURITIES                                    | MAF Global Securities Ltd                                                                                              | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |       829000 | PA      | $817497.63     | 0.00%             | 2026-03-20      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                                 | CSX Corp                                                                                                               | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      4925000 | PA      | $4783424.87    | 0.03%             | 2032-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      9121000 | PA      | $8593933.44    | 0.05%             | 2025-06-23      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                              | 30Y RTR 2.850000 14-NOV-2023                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     36174607 | OU      | $1945535.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Masimo Corp                                              | Masimo Corp                                                                                                            | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        48745 | NS      | $8290549.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| XPO Inc                                                  | XPO Inc                                                                                                                | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       220804 | NS      | $8801247.44    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Oil Ltd                                         | Imperial Oil Ltd                                                                                                       | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |        40663 | NS      | $2222399.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3095000 | PA      | $3061502.69    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SK HYNIX INC                                             | SK Hynix Inc                                                                                                           | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $202855.00     | 0.00%             | 2028-01-17      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Terumo Corp                                              | Terumo Corp                                                                                                            | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |       189800 | NS      | $5525144.98    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nuveen Municipal Value Fund Inc                          | Nuveen Municipal Value Fund Inc                                                                                        | CUSIP: 670928100<br>LEI: 549300TFLBQ7LJSP8B20 | Long             | EC               | RF                | US        |       324048 | NS      | $2952077.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust 2019-OC11                                       | BX Trust 2019-OC11                                                                                                     | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11784000 | PA      | $9490844.21    | 0.05%             | 2041-12-09      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                                                         | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2325000 | PA      | $2305568.23    | 0.01%             | 2026-07-17      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Invesco Municipal Opportunity Trust                      | Invesco Municipal Opportunity Trust                                                                                    | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             | EC               | RF                | US        |       208538 | NS      | $2095806.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bankers Healthcare Group Securitization Trust            | Bankers Healthcare Group Securitization Trust 2020-A                                                                   | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       730000 | PA      | $707683.32     | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp                                      | Otis Worldwide Corp                                                                                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       175225 | NS      | $14408751.75   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | TESLA INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          834 | NC      | $1747230.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                                 | KLA Corp                                                                                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        86631 | NS      | $34000934.88   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                          | CVS Health Corp                                                                                                        | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6439000 | PA      | $6093497.30    | 0.03%             | 2026-06-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Glencore PLC                                             | Glencore PLC                                                                                                           | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     13045598 | NS      | $87364827.21   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Peloton Interactive Inc                                  | Peloton Interactive Inc                                                                                                | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |       511875 | NS      | $6618543.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Copart Inc                                               | Copart Inc                                                                                                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        66076 | NS      | $4401322.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp                                    | Northrop Grumman Corp                                                                                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       219274 | NS      | $98243522.96   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ARCHER-DANIELS-MIDLAND CO                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1731 | NC      | $12982.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                          | Telefonaktiebolaget LM Ericsson                                                                                        | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       149318 | NS      | $866113.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED CNH / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $-206911.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                   | REGIONAL MGMT ISSUANCE                                                                                                 | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27070000 | PA      | $23198990.00   | 0.12%             | 2033-10-17      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| MCM TR 2021 VFN1                                         | MCM TR 2021 VFN1                                                                                                       | CUSIP: 55293CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11556939 | PA      | $11080943.20   | 0.06%             | 2059-01-01      | Variable      | 1.00%                 | No            | 3                  | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                   | NXP BV / NXP Funding LLC                                                                                               | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5666000 | PA      | $5630304.20    | 0.03%             | 2024-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co                                                                                                    | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       171000 | PA      | $162687.95     | 0.00%             | 2025-03-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CARESYNTAX INC C 2                                       | CARESYNTAX INC C 2                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39141 | NS      | $2714428.35    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| ATENTO LUXCO 1 SA                                        | Atento Luxco 1 SA                                                                                                      | CUSIP: 04684LAC2<br>LEI: 549300MLFF3HYCZQTC48 | Long             | DBT              | CORP              | LU        |       829000 | PA      | $451067.19     | 0.00%             | 2026-02-10      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| McKesson Corp                                            | McKesson Corp                                                                                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        43300 | NS      | $16396844.00   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| GoldenTree Loan Opportunities XI Ltd                     | Goldentree Loan Opportunities XI Ltd                                                                                   | CUSIP: 38137HBU1<br>LEI: 549300ZH5R2TCUAYC824 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $248386.23     | 0.00%             | 2031-01-18      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Anhui Gujing Distillery Co Ltd                           | Anhui Gujing Distillery Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        14700 | NS      | $251359.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | VISA INC                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -845 | NC      | $-70557.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                    | Guatemala Government Bond                                                                                              | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1082000 | PA      | $1049066.63    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       125000 | PA      | $123169.93     | 0.00%             | 2025-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mirion Technologies                                      | Mirion Technologies                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2672710 | NS      | $21248044.50   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Verisk Analytics Inc                                     | Verisk Analytics Inc                                                                                                   | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        79226 | NS      | $14402494.54   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                               | Humana Inc                                                                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       182549 | NS      | $93410323.30   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Vita Global FinCo Limited                                | Vita Global FinCo Limited GBP Incremental Term Loan                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      5300514 | PA      | $6175325.66    | 0.03%             | 2027-07-06      | Variable      | 8.69%                 | No            | 3                  | On Loan: No      |
| HSBC Bank PLC                                            | PURCHASED SGD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |            1 | NC      | $917386.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | EUR C USD P @1.075000 EO                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     43567596 | OU      | $928581.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                                    | BG Energy Capital PLC                                                                                                  | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      2009000 | PA      | $2539908.28    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Corportation Trust 2021-IP                                                                      | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1493092 | PA      | $1410871.01    | 0.01%             | 2036-10-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Tapestry Inc                                             | Tapestry Inc                                                                                                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        83284 | NS      | $3795251.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                                                                   | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4408000 | PA      | $3696108.00    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Kroger Co/The                                            | Kroger Co/The                                                                                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        53858 | NS      | $2403682.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BCP MODULAR SERVICES                                     | BCP V Modular Services Finance II PLC                                                                                  | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     12036000 | PA      | $12772305.02   | 0.07%             | 2028-11-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                              | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $705580.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPDR Gold Shares                                         | SPDR Gold Shares                                                                                                       | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |       228889 | NS      | $41064975.49   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Exscientia Plc                                           | Exscientia Plc                                                                                                         | CUSIP: 30223G102<br>LEI: 213800XOQHH5CV85AD30 | Long             | EC               | CORP              | GB        |      1110300 | NS      | $7816512.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| EDISON INTERNATIONAL                                     | Edison International                                                                                                   | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $2239764.69    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | 10Y RTR 2.400000 14-DEC-2023                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -61817000 | OU      | $-645401.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 5Y RTR 2.500000 08-JUN-2023                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -94749585 | OU      | $-200763.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-21M                                                                                  | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6373574 | PA      | $6206378.31    | 0.03%             | 2036-10-15      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                         | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1283798.26    | 0.01%             | 2024-12-16      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Nexa Resources SA                                        | Nexa Resources SA                                                                                                      | CUSIP: 91832CAA4<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       622000 | PA      | $601474.00     | 0.00%             | 2027-05-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       952000 | PA      | $891725.94     | 0.00%             | 2025-12-10      | Fixed         | 1.56%                 | No            | 2                  | On Loan: No      |
| United Airlines Holdings Inc                             | United Airlines Holdings Inc                                                                                           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        73697 | NS      | $3608205.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                   | Prodigy Finance CM2021-1 DAC                                                                                           | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      1100000 | PA      | $1090418.67    | 0.01%             | 2051-07-25      | Floating      | 8.26%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2352000 | PA      | $1944743.98    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| KraneShares CSI China Internet ETF                       | KraneShares CSI China Internet ETF                                                                                     | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |      1362905 | NS      | $46161592.35   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC 2020-FACT                                                                                                         | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1935000 | PA      | $1743435.00    | 0.01%             | 2037-10-15      | Floating      | 9.32%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | MARATHON OIL CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3228 | NC      | $-112980.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corp                                             | Fortive Corp                                                                                                           | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1279517 | NS      | $87045541.51   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | TESLA INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1623 | NC      | $-1915140.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                 | Spain Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     22348000 | PA      | $21667187.71   | 0.11%             | 2046-10-31      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                  | Dell International LLC / EMC Corp                                                                                      | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4932000 | PA      | $5072549.03    | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain                                      | Cie de Saint-Gobain                                                                                                    | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       911072 | NS      | $52323926.28   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4064000 | PA      | $3448760.43    | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                        | SWAP/CDSWAP/SCDS: (PBI)                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       410000 | OU      | $31708.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                             | CD 2017-CD6 Mortgage Trust                                                                                             | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       863935 | PA      | $775602.74     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                             | Synopsys Inc                                                                                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         4826 | NS      | $1707197.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cedar Funding Ltd                                        | Cedar Funding V CLO Ltd                                                                                                | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247891.68     | 0.00%             | 2031-07-17      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CONOCOPHILLIPS                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2632 | NC      | $-217140.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                 | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1804000 | PA      | $1641640.00    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                             | Canadian National Railway Co                                                                                           | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |         8319 | NS      | $990239.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Datang International Power Generation Co Ltd             | Datang International Power Generation Co Ltd                                                                           | CUSIP: 000000000<br>LEI: 213800VW156IS7SJUL96 | Long             | EC               | CORP              | CN        |      1236400 | NS      | $507766.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZERO MASS WATER INC                                      | ZERO MASS WATER INC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        40240 | NS      | $1466345.60    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Republic of South Africa                                 | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    119266239 | PA      | $6023391.98    | 0.03%             | 2032-03-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Invesco Trust for Investment Grade Municipals            | Invesco Trust for Investment Grade Municipals                                                                          | CUSIP: 46131M106<br>LEI: V0VF67S6NRLBDK357F71 | Long             | EC               | RF                | US        |       210256 | NS      | $2192970.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                              | Ovintiv Inc                                                                                                            | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58964 | NS      | $2902797.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-492777.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4126000 | PA      | $4493314.88    | 0.02%             | 2033-11-17      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                                | Apple Inc                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1926572 | NS      | $277985073.88  | 1.46%             |  |  |  | No            | 1                  | On Loan: No      |
| CHINA SCE GRP HLDGS LTD                                  | China SCE Group Holdings Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |       314000 | PA      | $167990.00     | 0.00%             | 2025-05-02      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WESTERN ALLIANCE BK PHOENIX AZ                           | WESTERN ALLIANCE BK PHOENIX AZ                                                                                         | CUSIP: 95763PEH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33610000 | PA      | $33584175.42   | 0.18%             | 2024-12-30      | Variable      | 9.14%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P RETAIL ETF                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -811 | NC      | $-4055.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                                                   | BP PLC                                                                                                                 | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       150207 | NS      | $5441999.61    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PERU                                         | Peruvian Government International Bond                                                                                 | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3894000 | PA      | $2905410.75    | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| BROWN BROTHERS SEK SEK OVERNIGHT SWEEP                   | BROWN BROTHERS SEK                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |            2 | NS      | $0.16          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| POSCO                                                    | POSCO                                                                                                                  | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $210305.00     | 0.00%             | 2033-01-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P REGIONAL BANKING ETF                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         7846 | NC      | $541374.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TORONTO-DOMINION BANK                                    | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       179000 | PA      | $167941.37     | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Dassault Systemes SE                                     | Dassault Systemes SE                                                                                                   | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |        57256 | NS      | $2129401.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                   | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $21221408.26   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                | Taiwan Semiconductor Manufacturing Co Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4068000 | NS      | $71787107.34   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1767233.98    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                              | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.342 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      4025157 | NC      | $263414.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SEAGATE TECHNOLOGY HOLDINGS PL                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -620 | NC      | $-2480.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| INFORMA PLC                                              | Informa PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1266236.32    | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | FSWP: OIS 4.457500 12-JUL-2024                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    941993000 | OU      | $-156403.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Amoy Diagnostics Co Ltd                                  | Amoy Diagnostics Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1088430 | NS      | $4647963.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2221000 | PA      | $2162698.75    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| ANSYS Inc                                                | ANSYS Inc                                                                                                              | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        58094 | NS      | $15473917.84   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | SWAPTION MAR23 0.8 CALL                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   1362004223 | NC      | $13.62         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Embraer SA                                               | Embraer SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |       676744 | NS      | $2179690.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ROCKWELL AUTOMATION INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          342 | NC      | $367650.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                                 | BX 2021-MFM1                                                                                                           | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3160000 | PA      | $3009785.29    | 0.02%             | 2034-01-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| FRIGORIFICO CONCEPCION                                   | Frigorifico Concepcion SA                                                                                              | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |       643000 | PA      | $515525.25     | 0.00%             | 2028-07-21      | Fixed         | 7.70%                 | 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        |      7630000 | PA      | $7348392.72    | 0.04%             | 2038-04-15      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| DEEP INSTINCT LTD                                        | DEEP INSTINCT LTD                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1550832 | NS      | $10654215.84   | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BHMS Mortgage Trust                                      | BHMS 2018-ATLS                                                                                                         | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1582949 | PA      | $1507681.52    | 0.01%             | 2035-07-15      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1857334.31    | 0.01%             | 2029-07-31      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| OCP CLO LTD                                              | OCP CLO 2020-19 Ltd                                                                                                    | CUSIP: 670881AP6<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $484660.95     | 0.00%             | 2034-10-20      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: USD 1.080000 17-AUG-2030                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     26559288 | OU      | $-2252698.97   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                  | Fantasia Holdings Group Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      3132000 | PA      | $540270.00     | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| MAF GLOBAL SECURITIES                                    | MAF Global Securities Ltd                                                                                              | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |      1895000 | PA      | $1870483.44    | 0.01%             | 2024-05-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INDIA GREEN ENERGY HLDNG                                 | India Green Energy Holdings                                                                                            | CUSIP: 45410FAA3<br>LEI: 2549005BFUXXT5HWAG36 | Long             | DBT              | CORP              | MU        |       829000 | PA      | $802057.50     | 0.00%             | 2024-04-29      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO                   | Park Avenue Institutional Advisers CLO Ltd 2016-1                                                                      | CUSIP: 700162AL4<br>LEI: 549300SPM0J0RQRUOB94 | Long             | ABS-CBDO         | CORP              | KY        |       610531 | PA      | $591922.69     | 0.00%             | 2031-08-23      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES HOLDINGS LIMITED                 | 10X FUTURE TECHNOLOGIES HOLDINGS LIMITED                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |       637808 | NS      | $9066284.45    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PROOF ACQUISITION CORP                                   | PROOF ACQUISITION CORP                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       108512 | NS      | $122618.56     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WRKCO INC                                                | WRKCo Inc                                                                                                              | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1722751.40    | 0.01%             | 2033-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MICROSOFT CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1178 | NC      | $-80693.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MORGAN STANLEY                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1298 | NC      | $-81125.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LIGHTNING EMOTORS WARRANTS                               | LIGHTNING EMOTORS WARRANTS                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       292348 | NS      | $102953.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | Lloyds Banking Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $2602367.81    | 0.01%             | 2024-10-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Shionogi & Co Ltd                                        | Shionogi & Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |        38100 | NS      | $1815635.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ningbo Deye Technology Co Ltd                            | Ningbo Deye Technology Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        46100 | NS      | $2388972.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                          | SWAP/CDSWAP/ICE: (ITRAXX.XO.36.V1)                                                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     35885316 | OU      | $-2092623.29   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                   | Volkswagen Financial Services NV                                                                                       | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $600781.13     | 0.00%             | 2025-10-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                          | CSAIL 2016-C5 Commercial Mortgage Trust                                                                                | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      1259948 | PA      | $1167126.37    | 0.01%             | 2048-11-15      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      2760000 | PA      | $2718738.00    | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX HIGH YIELD CORPO                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4655 | NC      | $667992.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Value Municipal Income Trust                     | Invesco Value Municipal Income Trust                                                                                   | CUSIP: 46132P108<br>LEI: X075VJ33QQP2G2NTOV20 | Long             | EC               | RF                | US        |       175143 | NS      | $2238327.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.650000 02-MAY-2024                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1549700700 | OU      | $-38622994.42  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| Lear Corp                                                | Lear Corp                                                                                                              | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      3013000 | PA      | $2832536.67    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                   | United States Treasury Inflation Indexed Bonds                                                                         | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81684188 | PA      | $77250587.59   | 0.41%             | 2032-07-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                           | Sabre GLBL Inc                                                                                                         | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      2490000 | PA      | $2442358.85    | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                  | Romanian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1323000 | PA      | $1053554.66    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| PT Pertamina (Persero)                                   | Pertamina Persero PT                                                                                                   | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      2307000 | PA      | $2128461.27    | 0.01%             | 2029-07-30      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                                                           | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2055000 | PA      | $2011950.73    | 0.01%             | 2033-08-05      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| Ziggo B.V.                                               | Ziggo B.V. 2019 EUR Term Loan H                                                                                        | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     39843242 | PA      | $40897283.65   | 0.21%             | 2029-01-31      | Floating      | 3.76%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      6137000 | PA      | $5692575.77    | 0.03%             | 2032-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                  | HCA Inc                                                                                                                | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       416000 | PA      | $415022.49     | 0.00%             | 2024-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                         | USD P MXN C @18.50000 EO                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     38514849 | OU      | $115698.61     | 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      | $627409.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SHELL PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |        -4557 | NC      | $-56962.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 2.880000 02-NOV-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    120734470 | OU      | $-3620390.97   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS                                      | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAF2<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |       829000 | PA      | $846512.63     | 0.00%             | 2081-01-23      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | COSTCO WHOLESALE CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          237 | NC      | $774990.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dryden Senior Loan Fund                                  | Dryden 45 Senior Loan Fund                                                                                             | CUSIP: 26244MAQ5<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244608.13     | 0.00%             | 2030-10-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Alcoa Corp                                               | Alcoa Corp                                                                                                             | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       247923 | NS      | $12951497.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| MercadoLibre Inc                                         | MercadoLibre Inc                                                                                                       | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         1957 | NS      | $2312567.33    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| South32 Ltd                                              | South32 Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      2289847 | NS      | $7347955.80    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                     | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-5763303.52   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Telia Co AB                                              | Telia Co AB                                                                                                            | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      1979657 | NS      | $5112742.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Opendoor GP II LLC                                       | Opendoor GP II LLC Mezzanine Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28023899 | PA      | $26538632.26   | 0.14%             | 2026-01-23      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                   | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                            | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       347000 | PA      | $346028.40     | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3095000 | PA      | $2705068.84    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| China Merchants Bank Co Ltd                              | China Merchants Bank Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |       429500 | NS      | $2785791.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                        | Battalion CLO XX Ltd                                                                                                   | CUSIP: 07134UAA5<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | KY        |      1847891 | PA      | $1806313.45    | 0.01%             | 2034-07-15      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Univar Solutions Inc                                     | Univar Solutions Inc                                                                                                   | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |        43067 | NS      | $1484950.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Indian Oil Corp Ltd                                      | Indian Oil Corp Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |       577611 | NS      | $577797.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15106670 | PA      | $1320443.78    | 0.01%             | 2030-04-25      | Variable      | 1.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1768440.32    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | FTSE 100 IDX FUT MAR23                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          -73 | NC      | $-225543.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEON PAYMENTS NEON PAYMENTS LTD PREF EQ                  | NEON PAYMENTS NEON PAYMENTS LTD PREF EQ                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39435 | NS      | $19939124.70   | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| Agricultural Bank of China Ltd                           | Agricultural Bank of China Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |      5555000 | NS      | $1999428.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX INVESTMENT GRA                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        14793 | NC      | $384618.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |            1 | NC      | $436065.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57932319 | PA      | $2197152.71    | 0.01%             | 2029-05-25      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                  | HCA Inc                                                                                                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5232000 | PA      | $4689587.47    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                    | Palmer Square CLO 2015-1 Ltd                                                                                           | CUSIP: 69689ABL3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $488626.65     | 0.00%             | 2034-05-21      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| CSMC 2022 LION                                           | CSMC 2022 LION                                                                                                         | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11900000 | PA      | $11638735.74   | 0.06%             | 2027-02-15      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| Celltrion Healthcare Co Ltd                              | Celltrion Healthcare Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        26651 | NS      | $1247278.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| CITIBANK NA                                              | 10Y RTP 4.550000 24-OCT-2023                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    113447123 | OU      | $378661.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Signal Parent, Inc                                       | Signal Parent, Inc Term Loan B                                                                                         | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4193073 | PA      | $2994566.97    | 0.02%             | 2028-04-03      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO I Ltd.                                       | Elmwood CLO I Ltd                                                                                                      | CUSIP: 290015AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $497512.65     | 0.00%             | 2033-10-20      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                 | Shire Acquisitions Investments Ireland DAC                                                                             | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     15525000 | PA      | $14837618.67   | 0.08%             | 2026-09-23      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                           | Pikes Peak Clo 11                                                                                                      | CUSIP: 72132KAA3<br>LEI: 5493008O059R6VFBVX94 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $993838.60     | 0.01%             | 2034-07-25      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED USD / SOLD NOK                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $488732.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349627407 | PA      | $345257064.41  | 1.81%             | 2053-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX HIGH YIELD CORPO                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1610 | NC      | $4830.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2018-II Ltd                                                                                               | CUSIP: 17180WAC9<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244871.30     | 0.00%             | 2031-04-20      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       996000 | PA      | $927557.81     | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                              | 1Y RTP 1.000000 02-MAY-2023                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    706927944 | OU      | $19045936.22   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                                | Amgen Inc                                                                                                              | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       167000 | PA      | $157510.65     | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                              | Novartis AG                                                                                                            | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        59281 | NS      | $5359538.03    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Oportun Funding LLC                                      | Oportun Issuance Trust 2021-B                                                                                          | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1340000 | PA      | $1202413.09    | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | No            | 2                  | On Loan: No      |
| Informatica Inc                                          | Informatica Inc                                                                                                        | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409891 | NS      | $7296059.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| BCP V MODULAR SERVICES                                   | BCP V Modular Services Finance PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |     16262000 | PA      | $14010796.49   | 0.07%             | 2029-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Mettler-Toledo International Inc                         | Mettler-Toledo International Inc                                                                                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         1861 | NS      | $2852764.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                 | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1742000 | PA      | $1613527.50    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                      | Bangkok Bank PCL/Hong Kong                                                                                             | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       832000 | PA      | $732160.00     | 0.00%             | 2034-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3365000 | PA      | $3458676.32    | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BROWN BROTHERS JPY JPY OVERNIGHT SWEEP                   | BROWN BROTHERS JPY                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     52560001 | NS      | $403795.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cold Storage Trust                                       | Cold Storage Trust 2020-ICE5                                                                                           | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6007055 | PA      | $5916745.60    | 0.03%             | 2037-11-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                     | Colombia Government International Bond                                                                                 | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3572000 | PA      | $3410813.50    | 0.02%             | 2026-01-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                  | Aeropuerto Internacional de Tocumen SA                                                                                 | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |       829000 | PA      | $672422.63     | 0.00%             | 2061-08-11      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB                                   | Verisure Midholding AB                                                                                                 | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      2723000 | PA      | $2443907.86    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| National Grid PLC                                        | National Grid PLC                                                                                                      | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |        55939 | NS      | $711146.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | XTRACKERS HARVEST CSI 300 CHIN                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        18000 | NC      | $1224000.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenango Park CLO, Ltd.                                  | Chenango Park CLO Ltd                                                                                                  | CUSIP: 16409TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1143036 | PA      | $1121970.19    | 0.01%             | 2030-04-15      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| Travelers Cos Inc/The                                    | Travelers Cos Inc/The                                                                                                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        22247 | NS      | $4251846.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA Group Ltd                                            | AIA Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      4691600 | NS      | $53050945.13   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                 | Principal Life Global Funding II                                                                                       | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       116000 | PA      | $102456.24     | 0.00%             | 2026-08-16      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Charter Communications Inc                               | Charter Communications Inc                                                                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        91768 | NS      | $35267360.08   | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| FARMER'S BUSINESS NETWORK, INC                           | FARMER'S BUSINESS NETWORK, INC                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40758 | NS      | $2026080.18    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       171000 | PA      | $167843.87     | 0.00%             | 2024-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MED Trust                                                | Med Trust 2021-MDLN                                                                                                    | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1587284 | PA      | $1547555.00    | 0.01%             | 2038-11-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                        | EURO-BUXL 30Y BND MAR23                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -91 | NC      | $1845972.27    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2709000 | PA      | $2243783.54    | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED ZAR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |            1 | NC      | $-504541.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ZERO MASS WATER INC, SERIES C-1                          | ZERO MASS WATER INC, SERIES C-1                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       558055 | NS      | $14939132.35   | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bayview Commercial Asset Trust                           | Bayview Commercial Asset Trust 2005-3                                                                                  | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       344111 | PA      | $309904.49     | 0.00%             | 2035-11-25      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 3.200000 28-NOV-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    115864673 | OU      | $-246782.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Temenos AG                                               | Temenos AG                                                                                                             | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |         9953 | NS      | $710451.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SCIH Salt Holdings Inc.                                  | SCIH Salt Holdings Inc. 2021 Incremental Term Loan B                                                                   | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5755763 | PA      | $5633452.72    | 0.03%             | 2027-03-16      | Floating      | 8.83%                 | No            | 2                  | On Loan: No      |
| MC BRAZIL DWNSTRM                                        | MC Brazil Downstream Trading SARL                                                                                      | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      1348210 | PA      | $1175908.97    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage Inc                                  | Extra Space Storage Inc                                                                                                | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13305 | NS      | $2099928.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JD Health International Inc                              | JD Health International Inc                                                                                            | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | KY        |       874350 | NS      | $7260892.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Microport Cardioflow Medtech Corp                        | Microport Cardioflow Medtech Corp                                                                                      | CUSIP: 000000000<br>LEI: 254900V03B971A7FK886 | Long             | EC               | CORP              | KY        |     10261000 | NS      | $4235907.36    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Eurex Deutschland                                        | LVMH MOET HENNESSY LOUIS VUITT                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | FR        |          240 | NC      | $224387.83     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GILEAD SCIENCES INC                                      | Gilead Sciences Inc                                                                                                    | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      6208000 | PA      | $5121428.91    | 0.03%             | 2030-10-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                 | Shire Acquisitions Investments Ireland DAC                                                                             | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      8049000 | PA      | $7928678.72    | 0.04%             | 2023-09-23      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                                      | Gilead Sciences Inc                                                                                                    | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      4724000 | PA      | $4593973.79    | 0.02%             | 2023-09-29      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                     | Tencent Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      1147400 | NS      | $55911550.95   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                    | Wells Fargo Commercial Mortgage Trust 2017-C38                                                                         | CUSIP: 95001MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1304697 | PA      | $1098992.86    | 0.01%             | 2050-07-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                   | TK Elevator Midco GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |      7566000 | PA      | $7428340.05    | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MUANG THAI LIFE ASSURANC                                 | Muang Thai Life Assurance PCL                                                                                          | CUSIP: 000000000<br>LEI: 549300V70GAMNLTH3D74 | Long             | DBT              | CORP              | TH        |      1000000 | PA      | $878750.00     | 0.00%             | 2037-01-27      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| FLYR WARRANTS                                            | FLYR WARRANTS                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        35428 | NS      | $521145.88     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Delta Air Lines Inc                                      | Delta Air Lines Inc                                                                                                    | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       135263 | NS      | $5288783.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5825000 | PA      | $5364076.78    | 0.03%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| SALT PAY CO LTD                                          | SALT PAY CO LTD                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         5237 | NS      | $5159597.14    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| APTIV PLC                                                | Aptiv PLC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |       132372 | NS      | $16677548.28   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| HPS Loan Management 6-2015, Ltd.                         | HPS Loan Management 6-2015 Ltd                                                                                         | CUSIP: 40436KAC9<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |       496606 | PA      | $492789.90     | 0.00%             | 2031-02-05      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Kumba Iron Ore Ltd                                       | Kumba Iron Ore Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |        84377 | NS      | $2583627.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Thomson Reuters Corp                                     | Thomson Reuters Corp                                                                                                   | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |        97000 | PA      | $92983.23      | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| BayCurrent Consulting Inc                                | BayCurrent Consulting Inc                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        26700 | NS      | $1135004.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | FREEPORT-MCMORAN INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -5133 | NC      | $-102660.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kronos Acquisition Holdings Inc.                         | Kronos Acquisition Holdings Inc. 2021 1st Lien Term Loan                                                               | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1909710 | PA      | $1887041.74    | 0.01%             | 2026-12-22      | Floating      | 10.51%                | No            | 2                  | On Loan: No      |
| UBS AG                                                   | USD P HUF C @393.5700 EO                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -11578015 | OU      | $-1016410.78   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | AMAZON.COM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1954 | NC      | $364421.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       257000 | PA      | $252023.01     | 0.00%             | 2025-03-15      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                 | AT&T Inc                                                                                                               | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      7121000 | PA      | $6952225.18    | 0.04%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Databricks, Inc. SERIES F                                | Databricks, Inc. SERIES F                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       822138 | NS      | $41616625.56   | 0.22%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden Senior Loan Fund                                  | Dryden 65 CLO Ltd                                                                                                      | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244904.40     | 0.00%             | 2030-07-18      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EDWARDS LIFESCIENCES CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1085 | NC      | $-130200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gohl Capital Ltd                                         | Gohl Capital Ltd                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |      1362000 | PA      | $1251337.50    | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                   | Oman Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      2489000 | PA      | $2442331.25    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                   | Star Energy Geothermal Wayang Windu Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       392427 | PA      | $380163.85     | 0.00%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd                                   | Rockford Tower CLO 2018-1 Ltd                                                                                          | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247246.65     | 0.00%             | 2031-05-20      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Dr Sulaiman Al Habib Medical Services Group Co           | Dr Sulaiman Al Habib Medical Services Group Co                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         5497 | NS      | $343578.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust 2021-D                                                                       | CUSIP: 63942CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2370000 | PA      | $2052066.16    | 0.01%             | 2060-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BSST Mortgage Trust                                      | Beast Mortgage Trust                                                                                                   | CUSIP: 05601PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1955000 | PA      | $1888975.94    | 0.01%             | 2036-04-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1870000 | PA      | $1756360.55    | 0.01%             | 2025-05-24      | Fixed         | 0.98%                 | No            | 2                  | On Loan: No      |
| STILLWATER MINING CO                                     | Stillwater Mining Co                                                                                                   | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      1701000 | PA      | $1573425.00    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LG Display Co Ltd                                        | LG Display Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |        68904 | NS      | $767257.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                        | CDX.NA.HY.39.V1 5YR RTP @ 95.00000                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     10225000 | OU      | $2827.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2979000 | PA      | $2396480.05    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 2Y RTR 2.950000 30-OCT-2023                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -453788494 | OU      | $-1656314.39   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY                                                  | Hungary Government International Bond                                                                                  | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      2199000 | PA      | $2174261.25    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                     | Colombia Government International Bond                                                                                 | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1811000 | PA      | $1639294.56    | 0.01%             | 2027-04-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                     | Booking Holdings Inc                                                                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         4628 | NS      | $11265014.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SPLUNK INC                                               | Splunk Inc                                                                                                             | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      4230000 | PA      | $3640338.00    | 0.02%             | 2027-06-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3095000 | PA      | $2586047.40    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                 | PURCHASED USD / SOLD HKD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $300960.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aptiv PLC                                                | Aptiv PLC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       314527 | NS      | $35569858.43   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PsiQuantum Corp                                          | PsiQuantum Corp                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200937 | NS      | $5009359.41    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                 | Service Properties Trust                                                                                               | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      1814000 | PA      | $1800485.50    | 0.01%             | 2023-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      3638000 | PA      | $3781268.04    | 0.02%             | 2033-01-31      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| VERSA NETWORKS INC                                       | VERSA NETWORKS INC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       238291 | NS      | $614790.78     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7763768 | PA      | $627793.83     | 0.00%             | 2030-07-25      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                           | Merck & Co Inc                                                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       798814 | NS      | $85800611.74   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| ELEVANCE HEALTH INC                                      | Elevance Health Inc                                                                                                    | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1955433.58    | 0.01%             | 2032-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | APPLE INC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1355 | NC      | $-294035.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DUA CAPITAL LTD                                          | Dua Capital Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800ILVLALFTITCB43 | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $840640.00     | 0.00%             | 2031-05-11      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Kyowa Kirin Co Ltd                                       | Kyowa Kirin Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |        37900 | NS      | $845205.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                           | Home Depot Inc/The                                                                                                     | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     11485000 | PA      | $11624696.19   | 0.06%             | 2032-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-XL2                                                                                  | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15202761 | PA      | $14479762.88   | 0.08%             | 2038-10-15      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2415000 | PA      | $1982442.49    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | WELLS FARGO + CO                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1114 | NC      | $-135908.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Healthpeak Properties Inc                                | Healthpeak Properties Inc                                                                                              | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |        79032 | NS      | $2171799.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                   | US 10YR FUT OPTN FEB23P 111.5                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          118 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VOLTA SERIES C                                           | VOLTA SERIES C                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |        30817 | NS      | $3996538.44    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Catskill Park CLO, LTD.                                  | Catskill Park CLO Ltd                                                                                                  | CUSIP: 149420AC5<br>LEI: 549300QY7L9WFVGWC115 | Long             | ABS-CBDO         | CORP              | KY        |       891736 | PA      | $883555.30     | 0.00%             | 2029-04-20      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CATERPILLAR INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          702 | NC      | $38610.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VF Corp                                                  | VF Corp                                                                                                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       130214 | NS      | $4028821.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sound Point CLO LTD                                      | Sound Point Clo XV Ltd                                                                                                 | CUSIP: 83609RAN1<br>LEI: 549300YVZ0M0XDDYS744 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245439.15     | 0.00%             | 2029-01-23      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp                                   | Chesapeake Energy Corp                                                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        70609 | NS      | $6123212.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Birch Grove CLO Ltd.                                     | Birch Grove CLO Ltd                                                                                                    | CUSIP: 09075JAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $481891.20     | 0.00%             | 2031-06-15      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Ambev SA                                                 | Ambev SA                                                                                                               | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |       962774 | NS      | $2590763.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                     | Colgate-Palmolive Co                                                                                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        42392 | NS      | $3159475.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Coloplast A/S                                            | Coloplast A/S                                                                                                          | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |        11020 | NS      | $1330493.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hino Motors Ltd                                          | Hino Motors Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |       378900 | NS      | $1620759.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                           | Morgan Stanley Capital I Trust 2018-MP                                                                                 | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2110000 | PA      | $1894098.89    | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| Quest Diagnostics Inc                                    | Quest Diagnostics Inc                                                                                                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         7783 | NS      | $1155619.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                 | Ajax Mortgage Loan Trust 2021-E                                                                                        | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2183561 | PA      | $1783962.79    | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                                           | S&P Global Inc                                                                                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        50388 | NS      | $18892476.72   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5291000 | PA      | $5058240.97    | 0.03%             | 2025-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                                       | Steel Dynamics Inc                                                                                                     | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      7140000 | PA      | $6721148.04    | 0.04%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                      | DBGS 2018-BIOD Mortgage Trust                                                                                          | CUSIP: 23306GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       785836 | PA      | $778924.40     | 0.00%             | 2035-05-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                      | SPI 200 FUTURES MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          -35 | NC      | $-217104.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| West Pharmaceutical Services Inc                         | West Pharmaceutical Services Inc                                                                                       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        13821 | NS      | $3670857.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                 | Neuberger Berman CLO XXII Ltd                                                                                          | CUSIP: 64131BAH6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246053.35     | 0.00%             | 2030-10-17      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                             | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                  | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5897000 | PA      | $5822841.69    | 0.03%             | 2036-05-15      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | FREEPORT-MCMORAN INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3359 | NC      | $-162911.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                   | Nationstar Mortgage Holdings Inc                                                                                       | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4013000 | PA      | $3250530.00    | 0.02%             | 2030-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TML HOLDINGS PTE LTD                                     | TML Holdings Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |       239000 | PA      | $219103.25     | 0.00%             | 2026-06-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | 10Y RTP 4.400000 30-OCT-2023                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    113447124 | OU      | $481164.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                           | Eli Lilly & Co                                                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       221168 | NS      | $76114967.20   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| VERISURE HOLDING AB                                      | Verisure Holding AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      2087000 | PA      | $2097514.00    | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bunge Ltd                                                | Bunge Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |       399335 | NS      | $39574098.50   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| FORNO D ASOLO SPA                                        | Forno d'Asolo SpA                                                                                                      | CUSIP: 000000000<br>LEI: 81560063C1143F7B5254 | Long             | DBT              | CORP              | IT        |     21390000 | PA      | $20056700.32   | 0.11%             | 2027-04-30      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                           | JPN 10Y BOND(OSE) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -181 | NC      | $2165422.23    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: OIS 3.470000 04-OCT-2032                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    111213897 | OU      | $2284884.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SABENA TECHNICS SAS                                      | SABENA TECHNICS SAS                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      8303000 | PA      | $9026609.09    | 0.05%             | 2029-09-30      | Variable      | 1.00%                 | Yes           | 3                  | On Loan: No      |
| JPMorgan Chase & Co                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        50227 | NS      | $7029770.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SPDR S+P REGIONAL BANKING ETF                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7846 | NC      | $-156920.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1032000 | PA      | $966551.93     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                                           | Halliburton Co                                                                                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       376389 | NS      | $15514754.58   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                           | Amazon.com Inc                                                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1811574 | NS      | $186827626.62  | 0.98%             |  |  |  | No            | 1                  | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                  | Ping An Insurance Group Co of China Ltd                                                                                | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |       708100 | NS      | $5369414.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                    | Wells Fargo Commercial Mortgage Trust 2021-C59                                                                         | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24936525 | PA      | $2073329.89    | 0.01%             | 2054-04-15      | Variable      | 1.54%                 | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                    | Schneider Electric SE                                                                                                  | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        18589 | NS      | $3015424.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ING GROEP NV                                             | ING Groep NV                                                                                                           | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1085000 | PA      | $1053779.83    | 0.01%             | 2026-03-28      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                                  | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       414000 | PA      | $380921.40     | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Equinor ASA                                              | Equinor ASA                                                                                                            | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |        49502 | NS      | $1508654.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                                 | Infineon Technologies AG                                                                                               | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       368244 | NS      | $13260634.44   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| iShares 0-5 Year TIPS Bond ETF                           | iShares 0-5 Year TIPS Bond ETF                                                                                         | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             | EC               | RF                | US        |       190821 | NS      | $18652752.75   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1307245.83    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co                                  | Becton Dickinson and Co                                                                                                | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     12332000 | PA      | $11992684.53   | 0.06%             | 2027-06-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Lookout, Inc., Series F                                  | Lookout, Inc., Series F                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4459883 | NS      | $24395560.01   | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MetLife Inc                                              | MetLife Inc                                                                                                            | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $2355416.26    | 0.01%             | 2032-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DEEP INSTINCT LTD                                        | DEEP INSTINCT LTD                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |       109339 | NS      | $635259.59     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                                                           | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3320000 | PA      | $3283706.56    | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | NORTHROP GRUMMAN CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -137 | NC      | $-117820.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Credit Funding Ltd                                | Apollo Credit Funding IV Ltd                                                                                           | CUSIP: 03765WBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246250.10     | 0.00%             | 2030-07-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | EUR C USD P @1.080000 EO                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     81603518 | OU      | $922993.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                | BlackRock Liquidity Funds: T-Fund, Institutional Shares                                                                | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    330856673 | NS      | $330856673.18  | 1.74%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                 | Canadian Pacific Railway Co                                                                                            | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      6030000 | PA      | $5906589.24    | 0.03%             | 2028-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      4221000 | PA      | $3708796.09    | 0.02%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Woodside Energy Group Ltd                                | Woodside Energy Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       122173 | NS      | $3163600.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglo American PLC                                       | Anglo American PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |       513319 | NS      | $22139641.64   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CF INDUSTRIES HOLDINGS INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1266 | NC      | $72795.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC BANK PLC                                            | USD P MXN C @19.46060 EO                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -23367591 | OU      | $-745169.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                        | LVMH MOET HENNESSY LOUIS VUITT                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | FR        |         -240 | NC      | $-130718.95    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                     | Waste Management Inc                                                                                                   | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      4147000 | PA      | $3954986.31    | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | HUDSON PACIFIC PROPERTIES INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          374 | NC      | $6545.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GE HEALTHCARE TECH INC                                   | GE HealthCare Technologies Inc                                                                                         | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $2235553.22    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| FULL HOUSE RESORTS INC                                   | Full House Resorts Inc                                                                                                 | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       349000 | PA      | $325337.80     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | E-MINI RUSS 2000 MAR23                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           37 | NC      | $194608.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DBGS Mortgage Trust                                      | DBGS 2018-BIOD Mortgage Trust                                                                                          | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7766983 | PA      | $7477574.21    | 0.04%             | 2035-05-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Meituan                                                  | Meituan                                                                                                                | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |       339070 | NS      | $7580207.04    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                                 | Cloud Software Group Holdings Inc                                                                                      | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1435000 | PA      | $1259340.36    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SARCOS TECHNOLOGY AND ROBOTICS                           | SARCOS TECHNOLOGY AND ROBOTICS                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3560566 | NS      | $2136339.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FQT                                                      | FQT                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2439185 | NS      | $2878238.35    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| BROWN BROTHERS AUD AUD OVERNIGHT SWEEP                   | BROWN BROTHERS AUD                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     12254762 | NS      | $8650021.28    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Fanatics Holdings Inc                                    | Fanatics Holdings Inc                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       599248 | NS      | $45644720.16   | 0.24%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Nippon Yusen KK                                          | Nippon Yusen KK                                                                                                        | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |        74200 | NS      | $1765132.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                        | SWAP/CDSWAP/SCDS: (BBDBCN)                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |      8698273 | OU      | $-167641.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Canyon Capital CLO Ltd                                   | Canyon CLO 2020-3 Ltd                                                                                                  | CUSIP: 13876RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $243264.13     | 0.00%             | 2034-01-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Jinxin Fertility Group Ltd                               | Jinxin Fertility Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 2549000NTC85I8X21O47 | Long             | EC               | CORP              | KY        |      3547500 | NS      | $3305107.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO                                               | Apidos CLO XV                                                                                                          | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |      1770000 | PA      | $1753936.72    | 0.01%             | 2031-04-20      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES CHINA LARGE-CAP ETF                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15340 | NC      | $-38350.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                          | Polski Koncern Naftowy ORLEN SA                                                                                        | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |        46829 | NS      | $703353.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                 | Discovery Communications LLC                                                                                           | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3014000 | PA      | $2962520.61    | 0.02%             | 2024-03-13      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                             | Barclays PLC                                                                                                           | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4118000 | PA      | $4639785.07    | 0.02%             | 2033-11-02      | Fixed         | 7.44%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust              | MF1 2021-W10X                                                                                                          | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8512188 | PA      | $7904038.13    | 0.04%             | 2034-12-15      | Floating      | 7.85%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                      | Liberty Media Corp-Liberty SiriusXM                                                                                    | CUSIP: 531229409<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |       722082 | NS      | $29330970.84   | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Noodle Partners Inc., SERIES C                           | Noodle Partners Inc., SERIES C                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1099886 | NS      | $7061268.12    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                                                          | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2063000 | PA      | $1868931.94    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4980000 | PA      | $5216184.32    | 0.03%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Mythic AI Inc. series C                                  | Mythic AI Inc. series C                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       892159 | NS      | $151667.03     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CITIBANK NA                                              | 10Y RTR 3.050000 24-OCT-2023                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    113447123 | OU      | $3103842.95    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                  | Fantasia Holdings Group Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $88153.50      | 0.00%             | 2022-07-05      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| AGL CLO Ltd.                                             | AGL Static CLO 18 Ltd                                                                                                  | CUSIP: 00850BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3210000 | PA      | $3058723.29    | 0.02%             | 2031-04-21      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| SYMBOTIC CORP CLASS A LEGENDED                           | SYMBOTIC CORP CLASS A LEGENDED                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       257895 | NS      | $4036056.75    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                            | Citigroup Inc                                                                                                          | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1007748.92    | 0.01%             | 2025-04-24      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                 | Madison Park Funding XXXI Ltd                                                                                          | CUSIP: 55819DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244972.18     | 0.00%             | 2031-01-23      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                | ONEOK Inc                                                                                                              | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        61044 | NS      | $4180293.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO 2017-4, Ltd.                                    | Voya Clo 2017-4 Ltd                                                                                                    | CUSIP: 92916QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244440.30     | 0.00%             | 2030-10-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| VITA GLOBAL FINCO LIMITED                                | VITA GLOBAL FINCO LIMITED EUR TERM LOAN B                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      8657506 | PA      | $8870820.00    | 0.05%             | 2027-07-06      | Floating      | 9.44%                 | No            | 3                  | On Loan: No      |
| LOWE'S COS INC                                           | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3320000 | PA      | $3179219.48    | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Floor & Decor Holdings Inc                               | Floor & Decor Holdings Inc                                                                                             | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |        57112 | NS      | $5184056.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| ANHEUSER-BUSCH INBEV SA/                                 | Anheuser-Busch InBev SA/NV                                                                                             | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      1100000 | PA      | $1353891.43    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ASMPT Ltd                                                | ASMPT Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | KY        |       126900 | NS      | $1048146.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                   | United States Treasury Inflation Indexed Bonds                                                                         | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    171139280 | PA      | $166860798.10  | 0.88%             | 2024-04-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| SambaNova Systems, Inc. SERIES C                         | SambaNova Systems, Inc. SERIES C                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220503 | NS      | $13999735.47   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX INVESTMENT GRA                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         9803 | NC      | $426430.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Hotels & Resorts Inc                                | Park Hotels & Resorts Inc                                                                                              | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |       134442 | NS      | $1977641.82    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INTEL CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          434 | NC      | $1953.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International Inc                                 | Baxter International Inc                                                                                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       102664 | NS      | $4690718.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                   | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31131000 | PA      | $25184492.73   | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp                                                                                                   | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3979000 | PA      | $3840473.78    | 0.02%             | 2025-02-04      | Fixed         | 1.84%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU JUN23                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1383 | NC      | $2772226.77    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                   | United States Treasury Inflation Indexed Bonds                                                                         | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51792475 | PA      | $48910507.17   | 0.26%             | 2027-04-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Corp                                    | Freedom Mortgage Corp                                                                                                  | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      5170000 | PA      | $5002130.10    | 0.03%             | 2024-11-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                          | CVS Health Corp                                                                                                        | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5412000 | PA      | $4381535.88    | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SERVICENOW INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -324 | NC      | $-153900.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                      | American Express Co                                                                                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        14413 | NS      | $2521266.09    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REGIONS FINANCIAL CORP                                   | Regions Financial Corp                                                                                                 | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       238000 | PA      | $224851.89     | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $80770.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Element Solutions Inc                                    | Element Solutions Inc                                                                                                  | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       183943 | NS      | $3767152.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                            | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $46518.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TICP CLO LTD                                             | TICP CLO XII Ltd                                                                                                       | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $681218.16     | 0.00%             | 2034-07-15      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                              | SWP: MXN 6.415000 14-AUG-2026                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    649632467 | OU      | $-2576957.14   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Teleperformance                                          | Teleperformance                                                                                                        | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |         4825 | NS      | $1341286.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                   | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1262043.16    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | WALT DISNEY CO/THE                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -800 | NC      | $-208800.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mercedes-Benz Group AG                                   | Mercedes-Benz Group AG                                                                                                 | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      1091474 | NS      | $81218792.44   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| YANGO JUSTICE INTL                                       | Yango Justice International Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |      1223000 | PA      | $24460.00      | 0.00%             | 2024-09-04      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| BYD Co Ltd                                               | BYD Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       164500 | NS      | $5209310.72    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                              | USD/JPY Up-and-in barrier option; Barrier price USD 136.50000                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     43465027 | OU      | $41161.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CML LA QUINTA RESORT                                     | CML La Quinta Resort Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15525741 | PA      | $14999060.92   | 0.08%             | 2026-12-09      | Floating      | 7.97%                 | No            | 3                  | On Loan: No      |
| Public Service Enterprise Group Inc                      | Public Service Enterprise Group Inc                                                                                    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        13391 | NS      | $829304.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Qantas Airways Ltd                                       | Qantas Airways Ltd                                                                                                     | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |       424871 | NS      | $1917794.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ISHARES IBOXX HIGH YIELD CORPO                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9863 | NC      | $-507944.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CF INDUSTRIES HOLDINGS INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1121 | NC      | $-739860.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TITULOS DE TESORERIA                                     | Colombian TES                                                                                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  23205400000 | PA      | $3682754.27    | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AGL Energy Ltd                                           | AGL Energy Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |       642122 | NS      | $3482402.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| The Federal Republic of Nigeria                          | Nigeria Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       829000 | PA      | $625895.00     | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Fastenal Co                                              | Fastenal Co                                                                                                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        73892 | NS      | $3735240.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OAFIT A NOTE UPSIZE                                      | OAFIT A NOTE UPSIZE                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1940000 | PA      | $1345385.01    | 0.01%             | 2024-01-21      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| CITIBANK NA                                              | SWAP/CDSWAP/SCDS: (PBI)                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       400000 | OU      | $107824.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                 | EQM Midstream Partners LP                                                                                              | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       810000 | PA      | $809981.95     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MARATHON OIL CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3228 | NC      | $-206592.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RIZAL COMMERCIAL BANKING                                 | Rizal Commercial Banking Corp                                                                                          | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |      1000000 | PA      | $893750.00     | 0.00%             | 2025-08-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| StarPower Semiconductor Ltd                              | StarPower Semiconductor Ltd                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       115300 | NS      | $5418074.41    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Panama                                       | Panama Government International Bond                                                                                   | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      4043000 | PA      | $3856769.31    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc             | BAMLL Commercial Mortgage Securities Trust 2015-200P                                                                   | CUSIP: 05526QAJ5<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |       730000 | PA      | $658940.27     | 0.00%             | 2033-04-14      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| SKY LTD                                                  | Sky Ltd                                                                                                                | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      1082000 | PA      | $1063519.68    | 0.01%             | 2024-09-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Super Hi International Holding Ltd                       | Super Hi International Holding Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       130699 | NS      | $250358.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                      | Gilead Sciences Inc                                                                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        92306 | NS      | $7748165.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                   | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6359000 | PA      | $6071265.87    | 0.03%             | 2025-02-26      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                 | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    125090074 | PA      | $5925390.28    | 0.03%             | 2040-01-31      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Corp                                          | Mitsubishi Corp                                                                                                        | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       134200 | NS      | $4493814.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Chem Ltd                                              | LG Chem Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |        30830 | NS      | $17400543.60   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    428500000 | PA      | $423043318.17  | 2.22%             | 2053-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                                      | American International Group Inc                                                                                       | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1537000 | PA      | $1505578.28    | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SK HYNIX INC                                             | SK Hynix Inc                                                                                                           | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       400000 | PA      | $403620.00     | 0.00%             | 2026-01-17      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4064000 | PA      | $3233526.31    | 0.02%             | 2031-11-19      | Fixed         | 1.76%                 | No            | 2                  | On Loan: No      |
| Haidilao International Holding Ltd                       | Haidilao International Holding Ltd                                                                                     | CUSIP: 000000000<br>LEI: 3003009Q8GV4VNKZWI24 | Long             | EC               | CORP              | KY        |      1213000 | NS      | $3307502.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| China Construction Bank Corp                             | China Construction Bank Corp                                                                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |      8610000 | NS      | $5573173.51    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                    | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1744741.52    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Li Auto Inc                                              | Li Auto Inc                                                                                                            | CUSIP: 000000000<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |        54900 | NS      | $671768.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2013-IV Ltd                                                                                               | CUSIP: 12549FBP3<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $441446.00     | 0.00%             | 2031-04-27      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Barrick Gold Corp                                        | Barrick Gold Corp                                                                                                      | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        85001 | NS      | $1662264.49    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                           | ConocoPhillips                                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1057062 | NS      | $128824145.94  | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| TORONTO-DOMINION BANK                                    | Toronto-Dominion Bank/The                                                                                              | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $1262996.86    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                              | SWP: EUR 0.020000 26-AUG-2031                                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    103788151 | OU      | $24588932.44   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SABRE CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          257 | NC      | $899.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken NV                                              | Heineken NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        13677 | NS      | $1366864.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** BlackRock Global Allocation Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer