# EDGAR Filing Document

**Accession Number:** 0001681717
**File Stem:** 0001193125-26-251390
**Filing Date:** 2026-6
**Character Count:** 286372
**Document Hash:** 69de7375249d51bda9cbec046b0fd6c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-251390.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001193125-26-251390

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST ALTERNATIVE OPPORTUNITIES FUND
- **CENTRAL INDEX KEY:** 0001681717

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23179
- **FILM NUMBER:** 261050644

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UMB FUND SERVICES, INC.
- **STREET 2:** 235 WEST GALENA STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53201
- **BUSINESS PHONE:** 414-299-2200

**MAIL ADDRESS:**
- **STREET 1:** C/O UMB FUND SERVICES, INC.
- **STREET 2:** 235 WEST GALENA STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53201

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Relative Value Fund
- **DATE OF NAME CHANGE:** 20160805

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Alternative Opportunities Fund

- **b. Investment Company Act file number:** 811-23179

- **c. CIK number of Registrant:** 0001681717

- **d. LEI of Registrant:** 549300T1OQVTYVCDS341

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

  - **Street Address 1:** 235 WEST GALENA STREET

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 532123948

  - **Telephone number:** 4142992000

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

- **a. Name of Series:** First Trust Alternative Opportunities Fund

- **c. LEI of Series:** 549300T1OQVTYVCDS341

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3490759272.44

**Total Liabilities:** $49395561.45

**Net Assets:** $3441363710.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 55.877741463664 | **1-Year:** 1381.414710840404 | **5-Year:** 2934.840807407034 | **10-Year:** 27748.530020098334 | **30-Year:** 3091.635381783564

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

- **3-Month:** 141.199552436184 | **1-Year:** 478.005060193588 | **5-Year:** 24075.516101911979 | **10-Year:** 133898.623803145014 | **30-Year:** 15705.189608976227

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.52%                | -0.19%               | 0.14%                |
| Class ID N/A | 0.51%                | -0.18%               | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1023792.64             | $4063708.11                                |
| Month 2  | $1021068.88              | $-24295945.66                              |
| Month 3  | $6639845.60              | $-20358722.39                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Flatiron CLO Ltd                              | Flatiron CLO 20 Ltd.                                                | CUSIP: 33883NAG7<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $718768.35    | 0.02%             | 2038-11-20      | Floating      | 8.91%                 | Yes           | 2                  | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                       | Franklin BSP Capital Corp.                                          | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012628.00   | 0.06%             | 2029-06-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL CAP FND                         | Golub Capital Private Credit Fund                                   | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972292.00   | 0.06%             | 2029-09-12      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LT                | Golub Capital CLO 88 B Ltd.                                         | CUSIP: 38190MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.03%             | 2039-04-17      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LT                | Golub Capital CLO 88 B Ltd.                                         | CUSIP: 38190NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $735000.00    | 0.02%             | 2039-04-17      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -240000 | OU      | $-280369.46   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/21/2028   /   | EURO FORWARDVIREMAIN CONTRACT 1/21/2028   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4968000 | OU      | $-5863472.06  | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  2/22/2027   /  | EURO FORWARDVIREMAIN CONTRACT  2/22/2027   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -270000 | OU      | $-315769.36   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1448000 | OU      | $-1675518.68  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -270000 | OU      | $-315897.36   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -740000 | OU      | $-857423.59   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2608000 | OU      | $-3028527.54  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -240000 | OU      | $-281610.52   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /   | EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -330000 | OU      | $-383690.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -380000 | OU      | $-442447.46   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  10/22/2027   / | EURO FORWARDVIREMAIN CONTRACT  10/22/2027   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -280000 | OU      | $-329509.97   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/06/2026   /  | EURO FORWARDVIREMAIN CONTRACT 11/06/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   2808000 | OU      | $3271221.03   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Invesco CLO LTD                               | Invesco U.S. CLO 2026-1 Ltd.                                        | CUSIP: 46091DAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00    | 0.02%             | 2039-04-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Invesco CLO LTD                               | Invesco U.S. CLO 2025-1 Ltd.                                        | CUSIP: 46151PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497643.70    | 0.01%             | 2038-07-15      | Floating      | 9.67%                 | Yes           | 2                  | On Loan: No      |
| Jamestown CLO Ltd                             | Jamestown CLO XI Ltd.                                               | CUSIP: 47049AAA9<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1406942.25   | 0.04%             | 2031-07-14      | Floating      | 9.95%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2023-19 Ltd.                         | CUSIP: 617934AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $977101.30    | 0.03%             | 2038-07-15      | Floating      | 8.17%                 | Yes           | 2                  | On Loan: No      |
| Mount Logan Funding LP                        | Mount Logan Funding 2018-1 LP                                       | CUSIP: 62188AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16084782 | PA      | $6859205.70   | 0.20%             | 2033-01-22      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 60 Ltd.                          | CUSIP: 640974AC5<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $5829690.40   | 0.17%             | 2039-04-22      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers Clo 61 Ltd.                          | CUSIP: 640985AE7<br>LEI: 2549006I8TDEPS26X974 | Long             | ABS-CBDO         | CORP              | KY        |  15620000 | PA      | $11866385.92  | 0.34%             | 2039-07-17      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 63 Ltd.                          | CUSIP: 640988AC5<br>LEI: 254900DDWWKSKL7QS113 | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $11440000.00  | 0.33%             | 2039-04-16      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman CLO XXII Ltd.                                      | CUSIP: 64131CAG6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.03%             | 2038-04-15      | Floating      | 10.50%                | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -130000 | OU      | $-150426.40   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -340000 | OU      | $-397796.67   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ABPCI Direct Lending Fund CLO                 | ABPCI Direct Lending Fund CLO XIX LP                                | CUSIP: 00112CAL2<br>LEI: 984500D9CK69N677EA83 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1493412.15   | 0.04%             | 2036-10-30      | Floating      | 11.32%                | Yes           | 2                  | On Loan: No      |
| ANTARES LOAN FUNDING CLO EQUITY   /           | ANTARES LOAN FUNDING CLO EQUITY   /                                 | CUSIP: 03690BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $8048396.30   | 0.23%             | 2032-02-17      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| MIDCAP FINANCIAL INVEST                       | MidCap Financial Investment Corp.                                   | CUSIP: 03761U601<br>LEI: 5493005P14I7WFB3FW47 | Long             | EP               | CORP              | US        |    131854 | NS      | $3316128.10   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MIDCAP FINANCIAL INVEST                       | MidCap Financial Investment Corp.                                   | CUSIP: 03761UAH9<br>LEI: 5493005P14I7WFB3FW47 | Long             | DBT              | CORP              | US        |    605000 | PA      | $599455.78    | 0.02%             | 2026-07-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Apidos CLO                                    | Apidos CLO XXIII                                                    | CUSIP: 03765YBN3<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1485541.20   | 0.04%             | 2033-04-15      | Floating      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| Apidos CLO                                    | Apidos CLO XXVIII                                                   | CUSIP: 03767CAU4<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995140.20    | 0.03%             | 2038-10-20      | Floating      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                  | Ares LXIII CLO Ltd.                                                 | CUSIP: 039937BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488166.10    | 0.01%             | 2038-10-15      | Floating      | 8.02%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                  | Ares XXXIX CLO Ltd.                                                 | CUSIP: 04015WBS2<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985192.40    | 0.03%             | 2037-07-18      | Floating      | 6.92%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                  | ARES Loan Funding I Ltd.                                            | CUSIP: 04018XAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994828.70    | 0.03%             | 2039-04-15      | Floating      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/21/2028   /   | EURO FORWARDVIREMAIN CONTRACT 1/21/2028   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -290000 | OU      | $-342271.92   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  02/22/2027   / | EURO FORWARDVIREMAIN CONTRACT  02/22/2027   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5472000 | OU      | $-6399592.33  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -290000 | OU      | $-335566.59   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  04/22/2027   / | EURO FORWARDVIREMAIN CONTRACT  04/22/2027   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -130000 | OU      | $-152098.73   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -640000 | OU      | $-741555.54   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/21/2027   /   | EURO FORWARDVIREMAIN CONTRACT 5/21/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -270000 | OU      | $-316188.21   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 06/18/2026   /  | EURO FORWARDVIREMAIN CONTRACT 06/18/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   1600000 | OU      | $1856024.56   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -440000 | OU      | $-510947.90   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-481084.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 5/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -350000 | OU      | $-405538.18   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  06/26/2026   / | EURO FORWARDVIREMAIN CONTRACT  06/26/2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -3220000 | OU      | $-3736628.79  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   2608000 | OU      | $3028527.54   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -210000 | OU      | $-246409.21   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -360000 | OU      | $-419160.75   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /  | EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -330000 | OU      | $-384632.41   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PENNANTPARK INVESTMENT C                      | PennantPark Investment Corp.                                        | CUSIP: 708062AD6<br>LEI: 529900OK432R4C6NQQ73 | Long             | DBT              | CORP              | US        |   4189000 | PA      | $4113128.83   | 0.12%             | 2026-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Post CLO LTD                                  | Post CLO 2021-1 Ltd.                                                | CUSIP: 73742FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $642526.04    | 0.02%             | 2034-10-15      | Floating      | 6.67%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /   | EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -730000 | OU      | $-848770.21   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/20/2027   /   | EURO FORWARDVIREMAIN CONTRACT 8/20/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5968000 | OU      | $-7009181.15  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| Post CLO LTD                                  | Post CLO 2023-1 Ltd.                                                | CUSIP: 73743CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750457.35    | 0.02%             | 2038-10-20      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| Post CLO LTD                                  | Post CLO 2023-1 Ltd.                                                | CUSIP: 73743CAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995126.70    | 0.03%             | 2038-10-20      | Floating      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Post CLO LTD                                  | Post CLO 2023-1 Ltd.                                                | CUSIP: 73743CAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $370849.91    | 0.01%             | 2038-10-20      | Floating      | 7.62%                 | Yes           | 2                  | On Loan: No      |
| Post CLO LTD                                  | Post CLO 2024-1 Ltd.                                                | CUSIP: 73743FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984082.40    | 0.03%             | 2037-04-20      | Floating      | 10.47%                | Yes           | 2                  | On Loan: No      |
| Sculptor CLO Ltd                              | Sculptor CLO XXX Ltd.                                               | CUSIP: 81124PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $477035.45    | 0.01%             | 2038-07-20      | Floating      | 10.49%                | Yes           | 2                  | On Loan: No      |
| 720 East CLO Ltd.                             | 720 East CLO 2023-I Ltd.                                            | CUSIP: 81785EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497990.35    | 0.01%             | 2038-04-15      | Floating      | 7.67%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -400000 | OU      | $-465734.17   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  10/22/2027   / | EURO FORWARDVIREMAIN CONTRACT  10/22/2027   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -400000 | OU      | $-470728.53   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2025-2 DAC                               | CUSIP: 999999999<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |  10000000 | PA      | $9140806.75   | 0.27%             | 2038-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2025-3 DAC                      | CUSIP: 999999999<br>LEI: 254900VGFCQBASWATQ78 | Long             | ABS-CBDO         | CORP              | IE        |   7250000 | PA      | $8398934.78   | 0.24%             | 2035-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/06/2026   /  | EURO FORWARDVIREMAIN CONTRACT 11/06/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -10936000 | OU      | $-12740054.56 | -0.37%            |  |  |  | No            | 2                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 4/15/2026   /   | GBP FORWARD VIREMAIN CONTRACT 4/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |    324000 | OU      | $428840.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Arini European CLO                            | Arini European Clo VII DAC                                          | CUSIP: 999999999<br>LEI: 635400HLOZDFMPWGCW53 | Long             | ABS-CBDO         | CORP              | IE        |   9000000 | PA      | $7989066.57   | 0.23%             | 2039-01-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BSTS 6 CLN MTG VAR  06/26/2045   /            | BSTS 6 CLN MTG VAR  06/26/2045   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  18400000 | PA      | $21227054.09  | 0.62%             | 2045-06-26      | Variable      | 8.81%                 | No            | 3                  | On Loan: No      |
| LBBW 2025-1 LION MEZ VAR RT 10/30/2037   /    | LBBW 2025-1 LION MEZ VAR RT 10/30/2037   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  14400000 | PA      | $16596682.39  | 0.48%             | 2037-10-30      | Variable      | 9.38%                 | No            | 3                  | On Loan: No      |
| LNRDO 2025-1 B MTGE 12/17/2025   /            | LNRDO 2025-1 B MTGE 12/17/2025   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   8500000 | PA      | $11245426.87  | 0.33%             | 2032-04-22      | Variable      | 11.23%                | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European Clo 2026-1 DAC                               | CUSIP: 999999999<br>LEI: 2549002V0JZ1DJI63P65 | Long             | ABS-CBDO         | CORP              | IE        |  11750000 | PA      | $13580674.99  | 0.39%             | 2039-04-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2026-1 DAC                      | CUSIP: 999999999<br>LEI: 254900LLKAX2O4J8C439 | Long             | ABS-CBDO         | CORP              | IE        |  13850000 | PA      | $16007859.45  | 0.47%             | 2035-10-15      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 05/15/2026   /  | GBP FORWARD VIREMAIN CONTRACT 05/15/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |    324000 | OU      | $428803.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SEK FORWARD VIREMAIN CONTRACT 4/15/2026   /   | SEK FORWARD VIREMAIN CONTRACT 4/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        |     31000 | OU      | $3277.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MARCELLO SPV SRL VAR 05/29/2047   /           | MARCELLO SPV SRL VAR 05/29/2047   /                                 | CUSIP: BCC3TQHW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  17041000 | PA      | $19696024.04  | 0.57%             | 2047-05-29      | Variable      | 9.43%                 | No            | 3                  | On Loan: No      |
| LUCKY BUCKS BANKRUPT TERM LOAN 05/29/2028   / | LUCKY BUCKS BANKRUPT TERM LOAN 05/29/2028   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6391359 | PA      | $424999.98    | 0.01%             | 2028-05-29      | None          | 12.50%                | No            | 3                  | On Loan: No      |
| SEK FORWARD VIREMAIN CONTRACT 5/15/2026   /   | SEK FORWARD VIREMAIN CONTRACT 5/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        |     31000 | OU      | $3282.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                              | Flatiron CLO 20 Ltd.                                                | CUSIP: 33883MBE3<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490921.85    | 0.01%             | 2038-11-20      | Floating      | 7.61%                 | Yes           | 2                  | On Loan: No      |
| BC PARTNERS LENDING Corp.   /                 | BC PARTNERS LENDING Corp.   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |    567120 | NS      | $10939738.01  | 0.32%             |  |  |  | No            | N/A                | On Loan: No      |
| BTC Development Corp                          | BTC Development Corp. - Class A                                     | CUSIP: G0701G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $499500.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BTC DEVELOPMENT CORP-CL A                     | BTC Development Corp.                                               | CUSIP: G0701G117<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     12500 | NC      | $5625.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BENEFICIENT - CLASS A                         | Beneficient                                                         | CUSIP: 08178Q119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2223 | NC      | $27.79        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BHAV Acquisition Corp                         | BHAV Acquisition Corp.                                              | CUSIP: G1R59W127<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $997000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Hawk Acquisition Corp                   | Black Hawk Acquisition Corp.                                        | CUSIP: G1148A119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25204 | NC      | $32765.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MENLO CLO                                     | Menlo Clo III Ltd.                                                  | CUSIP: 58682NAG7<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751684.13    | 0.02%             | 2038-10-16      | Floating      | 6.89%                 | Yes           | 2                  | On Loan: No      |
| MENLO CLO                                     | Menlo CLO I Ltd.                                                    | CUSIP: 586915AG5<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001924.60   | 0.03%             | 2038-01-20      | Floating      | 6.92%                 | Yes           | 2                  | On Loan: No      |
| MENLO CLO                                     | Menlo Clo II Ltd.                                                   | CUSIP: 586916AE8<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005227.20   | 0.03%             | 2038-04-20      | Floating      | 6.97%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -300000 | OU      | $-350461.83   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BLUE TORCH OFFSHORE CREDIT OPP FUND IV L   /  | BLUE TORCH OFFSHORE CREDIT OPP FUND IV L   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $3750000.00   | 0.11%             |  |  |  | No            | N/A                | On Loan: No      |
| Blue Water Acquisition Corp II                | Blue Water Acquisition Corp. III - Class A                          | CUSIP: G1368E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $514500.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -360000 | OU      | $-416565.42   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-479695.99   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BLUE WATER ACQUISITION C-A                    | Blue Water Acquisition Corp. III                                    | CUSIP: G1368E114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25000 | NC      | $11250.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trailblazer Acquisition Corp                  | Trailblazer Acquisition Corp. - Class A                             | CUSIP: G9009S103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99999 | NS      | $1004989.95   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FACT II ACQUISITION CORP                      | Fact II Acquisition Corp.                                           | CUSIP: G32901129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20000 | NC      | $8000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FORTRESS BYOMA Arkas Bidco TL   /             | FORTRESS BYOMA Arkas Bidco TL   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16458750 | PA      | $16129575.00  | 0.47%             | 2027-11-17      | Variable      | 9.66%                 | No            | 3                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  06/15/2026   / | EURO FORWARDVIREMAIN CONTRACT  06/15/2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -84450000 | OU      | $-97949737.55 | -2.85%            |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2025-1 Ltd.                                       | CUSIP: 69703UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $9651483.10   | 0.28%             | 2038-04-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2025-1 Ltd.                              | CUSIP: 69703VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18800000 | PA      | $12783325.08  | 0.37%             | 2033-02-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2024-4 Ltd.                                       | CUSIP: 69703XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $9940819.00   | 0.29%             | 2038-01-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2025-2 Ltd.                                       | CUSIP: 69704DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8450000 | PA      | $6288579.57   | 0.18%             | 2038-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2025-2 Ltd.                              | CUSIP: 69704EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17500000 | PA      | $13601717.50  | 0.40%             | 2033-07-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| FORTRESS GT INDEPENDENCE TL   /               | FORTRESS GT INDEPENDENCE TL   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12000000 | PA      | $11869879.56  | 0.34%             | 2027-11-18      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| FORTRESS G-3 Goodyea Chickadee TL   /         | FORTRESS G-3 Goodyea Chickadee TL   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24843750 | PA      | $24222656.25  | 0.70%             | 2026-10-31      | Variable      | 9.42%                 | No            | 3                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2025-3 Ltd.                                       | CUSIP: 69704HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11800000 | PA      | $10687301.30  | 0.31%             | 2038-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square Clo 2026-1 Ltd.                                       | CUSIP: 69704LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13250000 | PA      | $12698470.08  | 0.37%             | 2039-04-20      | Variable      | 0.00%                 | Yes           | 3                  | On Loan: No      |
| FORTRESS JONAH ENERGY TL   /                  | FORTRESS JONAH ENERGY TL   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20000000 | PA      | $19800000.00  | 0.58%             | 2030-03-30      | Variable      | 9.70%                 | No            | 3                  | On Loan: No      |
| FORTRESS BLUE RAVEN RC   /                    | FORTRESS BLUE RAVEN RC   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    535000 | PA      | $428000.00    | 0.01%             | 2031-01-16      | Variable      | 9.67%                 | No            | 3                  | On Loan: No      |
| FORTRESS BLUE RAVEN TL   /                    | FORTRESS BLUE RAVEN TL   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9600000 | PA      | $9408000.00   | 0.27%             | 2032-01-16      | Variable      | 9.67%                 | No            | 3                  | On Loan: No      |
| FORTRESS CREDIT OPP XXVII CLO EQUITY   /      | FORTRESS CREDIT OPP XXVII CLO EQUITY   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22284057 | PA      | $26335298.98  | 0.77%             | 2035-01-28      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| FCP FUND VI DWG CONVESTMENT LP   /            | FCP FUND VI DWG CONVESTMENT LP   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $24530180.00  | 0.71%             |  |  |  | No            | N/A                | On Loan: No      |
| FCP FUND VI AVONDALE COINVEST LP   /          | FCP FUND VI AVONDALE COINVEST LP   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $19753945.77  | 0.57%             |  |  |  | No            | N/A                | On Loan: No      |
| FCP REALTY FUND VI-A LP   /                   | FCP REALTY FUND VI-A LP   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $8682122.12   | 0.25%             |  |  |  | No            | N/A                | On Loan: No      |
| FORTRESS CAPITAL UN VOMELA LLC DDTL UNFN   /  | FORTRESS CAPITAL UN VOMELA LLC DDTL UNFN   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1978900 | PA      | $1959111.00   | 0.06%             | 2029-12-31      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| FORTRESS CAPITAL VOMELA LLC TL   /            | FORTRESS CAPITAL VOMELA LLC TL   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14755224 | PA      | $14460120.00  | 0.42%             | 2029-12-31      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| Fifth Era Acquisition Corp I                  | Fifth Era Acquisition Corp. I - Class A                             | CUSIP: G3415K101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     45000 | NS      | $463050.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Era Acquisition Corp I                  | Fifth Era Acquisition Corp. I                                       | CUSIP: G3415K135<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     45000 | NC      | $12654.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA VINTED INVESTMENTS VI   /          | HEDOSOPHIA VINTED INVESTMENTS VI   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $4034226.91   | 0.12%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -120000 | OU      | $-139349.43   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -310000 | OU      | $-363746.92   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -280000 | OU      | $-326013.92   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /  | EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -9320000 | OU      | $-10862951.63 | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2021-1 Ltd.                          | CUSIP: 61773LAE0<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $713658.45    | 0.02%             | 2037-10-23      | Floating      | 9.73%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2022-17A Ltd.                        | CUSIP: 617923AG2<br>LEI: 549300RFKYK6CU6TNR14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $917826.70    | 0.03%             | 2037-10-20      | Floating      | 9.77%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2022-18 Ltd.                         | CUSIP: 617924AU9<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990169.00    | 0.03%             | 2037-10-20      | Floating      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| MOUNTAIN VIEW CLO                             | Mountain View Clo XV Ltd.                                           | CUSIP: 62432PBC5<br>LEI: 254900VKL64PZVEG4F33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985585.90    | 0.03%             | 2037-07-15      | Floating      | 8.27%                 | Yes           | 2                  | On Loan: No      |
| GOLDENSTONE ACQUISITION LTD                   | Goldenstone Acquisition Ltd.                                        | CUSIP: 38136Y110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23908 | NC      | $478.16       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GENESIS GROWTH TECH ACQUIS-A                  | Genesis Growth Tech Acquisition Corp.                               | CUSIP: G3R23D128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1177 | NC      | $0.12         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GHO Capital IV USD LP   /                     | GHO Capital IV USD LP   /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $1970858.56   | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| GIGCAPITAL7 CORP-A                            | GigCapital7 Corp.                                                   | CUSIP: G38648120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20000 | NC      | $6600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GigCapital8 Corp                              | GigCapital8 Corp. - Class A                                         | CUSIP: G3864J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $997000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Acquisition I Corp                     | Hudson Acquisition I Corp.                                          | CUSIP: 44364H118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14391 | NC      | $2302.56      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HUDSON BAY FUND LP LP   /                     | HUDSON BAY FUND LP LP   /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $480933.82    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| GigCapital8 Corp                              | GigCapital8 Corp.                                                   | CUSIP: G3864J118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    100000 | NC      | $25020.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GigCapital9 Corp                              | GigCapital9 Corp.                                                   | CUSIP: G3865B106<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $1004000.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GLASS HOUSE BRANDS INC                        | Glass House Brands, Inc.                                            | CUSIP: 377130117<br>LEI: 89450066YERGBSA3YL62 | N/A              | DE               | CORP              | CA        |    273563 | NC      | $19149.41     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HORIZON QUANTUM HOLDING-CL A                  | Horizon Quantum Holdings Ltd.                                       | CUSIP: Y4000A128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9836 | NC      | $20163.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA INV VI FORTERRA LP   /             | HEDOSOPHIA INV VI FORTERRA LP   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $3030329.00   | 0.09%             |  |  |  | No            | N/A                | On Loan: No      |
| HEDOSOPHIA INV VI SUKI L.P.   /               | HEDOSOPHIA INV VI SUKI L.P.   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $1270271.00   | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| HEDOSOPHIA INVEST FUND LP SHIFT 5   /         | HEDOSOPHIA INVEST FUND LP SHIFT 5   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $1262484.76   | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| HEDOSOPHIA HS INVEST FUND LP BESTOW   /       | HEDOSOPHIA HS INVEST FUND LP BESTOW   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $7143678.42   | 0.21%             |  |  |  | No            | N/A                | On Loan: No      |
| Horizon Space Acquisition I Co                | Horizon Space Acquisition I Corp.                                   | CUSIP: G4619M125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19947 | NC      | $797.88       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HORIZON SPACE ACQUISITION II C                | HORIZON SPACE ACQUISITION II Corp.                                  | CUSIP: G4627B111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35000 | NC      | $7700.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PHOENIX AVIATION CAP LLC PREFERRED A   /      | PHOENIX AVIATION CAP LLC PREFERRED A   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1575 | NS      | $1387977.00   | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| HERAMBA ELECTRIC PLC                          | Heramba Electric PLC                                                | CUSIP: G4411J106<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |      1173 | NC      | $6.69         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Plum Acquisition Corp IV                      | Plum Acquisition Corp. IV                                           | CUSIP: G7134A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32611 | NS      | $344372.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PLUM ACQUISITION CORP IV                      | Plum Acquisition Corp. IV                                           | CUSIP: G7134A120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $8566.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| POINT72 CAPITAL CL A LP   /                   | POINT72 CAPITAL CL A LP   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $35996844.89  | 1.05%             |  |  |  | No            | 3                  | On Loan: No      |
| ANDRETTI ACQUISITION CORP -A                  | Andretti Acquisition Corp. II                                       | CUSIP: G26745128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $1925.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| POMONA INVESTMENT FD    /                     | POMONA INVESTMENT FD    /                                           | CUSIP: 732125208<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2672816 | NS      | $44409910.39  | 1.29%             |  |  |  | No            | N/A                | On Loan: No      |
| Pono Capital Four Inc                         | Pono Capital Four, Inc.                                             | CUSIP: G71702123<br>LEI: N/A                  | Long             |  | CORP              | KY        |    100000 | NS      | $997000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -260000 | OU      | $-303733.58   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Regatta XVI Funding Ltd.                      | Regatta XVI Funding Ltd.                                            | CUSIP: 75888TBG9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983514.90    | 0.03%             | 2039-04-15      | Floating      | 6.30%                 | Yes           | 2                  | On Loan: No      |
| Regatta XXI Funding Ltd                       | Regatta XXI Funding Ltd.                                            | CUSIP: 75889JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993009.20    | 0.03%             | 2037-10-15      | Floating      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| Regatta XXVI Funding Ltd.                     | Regatta XXVI Funding Ltd.                                           | CUSIP: 75900QAW5<br>LEI: 2549005JVL4XLCX5SY63 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980879.40    | 0.03%             | 2039-01-25      | Floating      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| PRANA ABSOLUTE RETURN FUND CLASS D   /        | PRANA ABSOLUTE RETURN FUND CLASS D   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $18614092.25  | 0.54%             |  |  |  | No            | 3                  | On Loan: No      |
| ADVANTAGE CAP HLDGS WARRANTS   /              | ADVANTAGE CAP HLDGS WARRANTS   /                                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       287 | NC      | $371306.25    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| HIGHVIEW MERGER CORP-CL A                     | Highview Merger Corp.                                               | CUSIP: G4569C119<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     50000 | NC      | $11530.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HAYMAKER ACQUISITION CORP 4                   | Haymaker Acquisition Corp. 4                                        | CUSIP: G4375F116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10171 | NC      | $30004.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HAYMAKER ACQUISITION TENDERED SHARE   /       | HAYMAKER ACQUISITION TENDERED SHARE   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20342 | NS      | $233119.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IB Acquisition Corp                           | IB Acquisition Corp.                                                | CUSIP: 44934N116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     47773 | NC      | $4958.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PROTERRA CREDIT 3 LP    /                     | PROTERRA CREDIT 3 LP    /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $3188761.34   | 0.09%             |  |  |  | No            | N/A                | On Loan: No      |
| PRESTO AUTOMATION INC                         | Presto Automation, Inc.                                             | CUSIP: 74113T113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1990 | NC      | $1.19         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2022-2 Ltd.                              | CUSIP: 69702KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $451770.60    | 0.01%             | 2030-10-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2022-1 Ltd.                              | CUSIP: 69702LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5235000 | PA      | $59155.50     | 0.00%             | 2030-04-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Riserva CLO, Ltd.                             | Riserva Clo Ltd.                                                    | CUSIP: 76761RBE8<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1442764.05   | 0.04%             | 2034-01-18      | Floating      | 7.18%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |     30000 | OU      | $34713.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICORECONNECT INC                              | iCoreConnect, Inc.                                                  | CUSIP: 450958111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14883 | NC      | $37.21        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Invest Green Acquisition Corp                 | Invest Green Acquisition Corp. - Class A                            | CUSIP: G4924G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $745500.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Invest Green Acquisition Corp                 | Invest Green Acquisition Corp.                                      | CUSIP: G4924G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     75000 | NC      | $11257.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INVESCO REAL ESTATE INCOME TRUST, Inc.   /    | INVESCO REAL ESTATE INCOME TRUST, Inc.   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1992811 | NS      | $52066974.59  | 1.51%             |  |  |  | No            | 3                  | On Loan: No      |
| Inflection Point Acquisition C                | Inflection Point Acquisition Corp. III                              | CUSIP: G47875110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14062 | NC      | $4640.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inflection Point Acquisition C                | Inflection Point Acquisition Corp. V                                | CUSIP: G6001J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18750 | NS      | $195000.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2022-5 Ltd.                              | CUSIP: 69702RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $0.00         | 0.00%             | 2031-01-15      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2023-1 Ltd.                                       | CUSIP: 69702UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3319291.20   | 0.10%             | 2038-01-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/15/2026   /   | EURO FORWARDVIREMAIN CONTRACT 5/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -83395000 | OU      | $-96595779.18 | -2.81%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -250000 | OU      | $-290311.31   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Inflection Point Acquisition C                | Inflection Point Acquisition Corp. V                                | CUSIP: G6001J131<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18750 | NC      | $11062.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ISRAEL ACQUISITIONS CORP-A                    | Israel Acquisitions Corp.                                           | CUSIP: G49667119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10018 | NC      | $851.53       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -430000 | OU      | $-500664.23   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /  | EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -280000 | OU      | $-326354.77   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2022-4 Ltd.                              | CUSIP: 69702XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8050000 | PA      | $5019493.78   | 0.15%             | 2031-07-24      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2023-2 Ltd.                                       | CUSIP: 69703CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $5619290.85   | 0.16%             | 2038-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2023-1 Ltd.                              | CUSIP: 69703EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4675000 | PA      | $0.00         | 0.00%             | 2031-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2023-2 Ltd.                              | CUSIP: 69703GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6600000 | PA      | $4211948.40   | 0.12%             | 2032-01-25      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Sculptor CLO Ltd                              | Sculptor CLO XXIX Ltd.                                              | CUSIP: 81124EAW0<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991311.60    | 0.03%             | 2038-07-22      | Floating      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Sculptor CLO Ltd                              | Sculptor CLO XXIX Ltd.                                              | CUSIP: 81124EAY6<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $976551.30    | 0.03%             | 2038-07-22      | Floating      | 8.02%                 | Yes           | 2                  | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XXXIV Ltd.                                             | CUSIP: 89643LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $722974.20    | 0.02%             | 2038-04-22      | Floating      | 10.83%                | Yes           | 2                  | On Loan: No      |
| TRINITY CAPITAL INC/MD                        | Trinity Capital, Inc.                                               | CUSIP: 896442AG5<br>LEI: 549300YGT4SBRQYDVU48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987314.00    | 0.03%             | 2026-08-24      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2024-2 Ltd.                              | CUSIP: 69703HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17500000 | PA      | $10638157.25  | 0.31%             | 2033-01-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AIRWALLEX PREF- A   /                         | AIRWALLEX PREF- A   /                                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    160000 | NS      | $3408000.00   | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -300000 | OU      | $-347137.85   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/15/2026   /   | EURO FORWARDVIREMAIN CONTRACT 5/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   1506000 | OU      | $1744388.07   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Jackson Acquisition Co II                     | Jackson Acquisition Co. II                                          | CUSIP: G4992A136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40000 | NC      | $4040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JAWS MUSTANG ACQUISITION C-A                  | Jaws Mustang Acquisition Corp.                                      | CUSIP: G50737124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23278 | NC      | $584.28       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AIRWALLEX PREF- E   /                         | AIRWALLEX PREF- E   /                                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    143991 | NS      | $3067008.30   | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| AIRWALLEX PREF- B2   /                        | AIRWALLEX PREF- B2   /                                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    282196 | NS      | $6010774.80   | 0.17%             |  |  |  | No            | 3                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 6/26/2026   /   | EURO FORWARDVIREMAIN CONTRACT 6/26/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   1000000 | OU      | $1160443.72   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -370000 | OU      | $-429660.73   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                  | Alchemy Investments Acquisition Corp. 1                             | CUSIP: G0232F133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9241 | NC      | $1478.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALDEL FINANCIAL II INC                        | Aldel Financial II, Inc.                                            | CUSIP: G01558124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $4551.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA INVESTORS K2 SPACE Corp.   /       | HEDOSOPHIA INVESTORS K2 SPACE Corp.   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $3523677.92   | 0.10%             |  |  |  | No            | N/A                | On Loan: No      |
| Kairous Acquisition Corp ltd                  | Kairous Acquisition Corp. Ltd.                                      | CUSIP: G52131110<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      1748 | NS      | $37.06        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Venture CDO Ltd                               | Venture 38 CLO Ltd.                                                 | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |    468119 | PA      | $468676.35    | 0.01%             | 2032-07-30      | Floating      | 4.67%                 | Yes           | 2                  | On Loan: No      |
| Verdelite Static CLO Ltd                      | Verdelite Static CLO 2024-1 Ltd.                                    | CUSIP: 92338VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003374.40   | 0.03%             | 2032-07-20      | Floating      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2019-2 Ltd.                                                | CUSIP: 92917RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250500 | PA      | $1240919.17   | 0.04%             | 2032-07-20      | Floating      | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Wellington Management CLO                     | Wellington Management CLO 1 Ltd.                                    | CUSIP: 94957JAS3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $591489.72    | 0.02%             | 2038-10-20      | Floating      | 7.67%                 | Yes           | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                            | Whitebox CLO IV Ltd.                                                | CUSIP: 96467KAU3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999929.90    | 0.03%             | 2036-04-20      | Floating      | 7.57%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -390000 | OU      | $-451279.20   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Centurion Acquisition Corp                    | Centurion Acquisition Corp.                                         | CUSIP: G20315100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33486 | NS      | $360811.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CENTURION ACQUISITION CORP                    | Centurion Acquisition Corp.                                         | CUSIP: G20315118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16743 | NC      | $2067.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Crest Acquisition Cor                | Mountain Crest Acquisition Corp. V                                  | CUSIP: 62404B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1689 | NC      | $169.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| APOGEM MCF CLO 12 CLO   /                     | APOGEM MCF CLO 12 CLO   /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30629469 | PA      | $35251456.19  | 1.02%             | 2028-02-24      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MCTC Investment Hold Delaware LLC Class H   / | MCTC Investment Hold Delaware LLC Class H   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $5000000.00   | 0.15%             |  |  |  | No            | N/A                | On Loan: No      |
| M Evo Global Acquisition Corp                 | M Evo Global Acquisition Corp. II - Class A                         | CUSIP: G6071J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $984000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NORTHERN REVIVAL ACQUISITION                  | Northern Revival Acquisition Corp.                                  | CUSIP: G6546R119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       237 | NC      | $5.14         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Newbury Street II Acquisition                 | Newbury Street II Acquisition Corp. - Class A                       | CUSIP: G6439S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $210200.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NEWBURY STREET II AC-CLASS A                  | Newbury Street II Acquisition Corp.                                 | CUSIP: G6439S117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10000 | NC      | $1800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HOLDCO NUVO GROUP DG LTD                      | Holdco Nuvo Group DG Ltd.                                           | CUSIP: M53051112<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |      1382 | NC      | $0.69         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| NUVEEN REAL ESTATE U.S. Cities Industr Fd   / | NUVEEN REAL ESTATE U.S. Cities Industr Fd   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $6236409.12   | 0.18%             |  |  |  | No            | 3                  | On Loan: No      |
| NUVEEN REAL ESTATE U.S. CITIES MULTI LP   /   | NUVEEN REAL ESTATE U.S. CITIES MULTI LP   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $4683339.13   | 0.14%             |  |  |  | No            | 3                  | On Loan: No      |
| Alpha Star Acquisition Corp                   | Alpha Star Acquisition Corp.                                        | CUSIP: G0230C132<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1132 | NC      | $46.41        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AUDAX MINDS ASSEMBLY MINDS BUYER 3RD T/L   /  | AUDAX MINDS ASSEMBLY MINDS BUYER 3RD T/L   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2484743 | PA      | $2469834.94   | 0.07%             | 2028-03-31      | Variable      | 8.95%                 | No            | 3                  | On Loan: No      |
| AUDAX Co.-INVEST TL    /                      | AUDAX Co.-INVEST TL    /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17083236 | PA      | $16980736.26  | 0.49%             | 2026-10-28      | Variable      | 8.70%                 | No            | 3                  | On Loan: No      |
| StoneBridge Acquisition II Cor                | StoneBridge Acquisition II Corp.                                    | CUSIP: G85096108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99000 | NS      | $994950.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NXT CAPITAL CLO 2026-1 CLO EQUITY   /         | NXT CAPITAL CLO 2026-1 CLO EQUITY   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16207550 | PA      | $18076280.82  | 0.53%             | 2028-06-24      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Translational Development Acqu                | Translational Development Acquisition Corp.                         | CUSIP: G9008W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $422400.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneBridge Acquisition II Cor                | StoneBridge Acquisition II Corp.                                    | CUSIP: G85096116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     99000 | NC      | $9909.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| A Paradise Acquisition Corp                   | A Paradise Acquisition Corp.                                        | CUSIP: G04819119<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |     50000 | NC      | $22590.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apex Treasury Corp                            | Apex Treasury Corp. - Class A                                       | CUSIP: G04104108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62866 | NS      | $628031.34    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square Capital BDC Inc                 | Palmer Square Capital BDC, Inc.                                     | CUSIP: 69702V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1092644 | NS      | $10675131.88  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSLATIONAL DEVELOPMENT AC                  | Translational Development Acquisition Corp.                         | CUSIP: G9008W113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20000 | NC      | $2402.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TCW DOREL TERM LOAN   /                       | TCW DOREL TERM LOAN   /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  23029773 | PA      | $21649946.53  | 0.63%             | 2030-09-29      | Fixed         | 12.19%                | No            | 3                  | On Loan: No      |
| TALON CAPITAL CORP-CL A                       | Talon Capital Corp.                                                 | CUSIP: G86652123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     33333 | NC      | $16666.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TPG TECH ADJACENCIES II VEGA   /              | TPG TECH ADJACENCIES II VEGA   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $2174729.00   | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| Quetta Acquisition Corp                       | Quetta Acquisition Corp.                                            | CUSIP: 74841A113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1189 | NC      | $1759.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIET FT FUND CLASS E MERCURY   /             | QUIET FT FUND CLASS E MERCURY   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $2003173.96   | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/27/2026   /   | EURO FORWARDVIREMAIN CONTRACT 5/27/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4862000 | OU      | $-5634854.04  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 6/15/2026   /   | EURO FORWARDVIREMAIN CONTRACT 6/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5589000 | OU      | $-6482428.46  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-477377.52   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Artius II Acquisition Inc                     | Artius II Acquisition, Inc. - Class A                               | CUSIP: G0509J115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $232425.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TPG TECH ADJACENCIES II VITAL CI LP   /       | TPG TECH ADJACENCIES II VITAL CI LP   /                             | CUSIP: TPGVITAL1<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $2660503.00   | 0.08%             |  |  |  | No            | N/A                | On Loan: No      |
| CORNER GROWTH ACQUISITION -A                  | Corner Growth Acquisition Corp. 2                                   | CUSIP: G2426E120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       935 | NC      | $32.82        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TEXAS VENTURES ACQUISITION-A                  | Texas Ventures Acquisition III Corp.                                | CUSIP: G8772L113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11250 | NC      | $5400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Artius II Acquisition Inc                     | Artius II Acquisition, Inc.                                         | CUSIP: G0509J123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $6129.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ABLE VIEW GLOBAL INC-B                        | Able View Global, Inc.                                              | CUSIP: G1149B116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     19983 | NC      | $309.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIET SELECT FT CLASS F EON   /               | QUIET SELECT FT CLASS F EON   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $3263678.35   | 0.09%             |  |  |  | No            | N/A                | On Loan: No      |
| ABIOMED, Inc. CONTINGENT VALUE RHT   /        | ABIOMED, Inc. CONTINGENT VALUE RHT   /                              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       481 | NC      | $490.62       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ABPCI HIGHLAND PARK CLO   /                   | ABPCI HIGHLAND PARK CLO   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11100000 | PA      | $11770440.00  | 0.34%             | 2030-12-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Thayer Ventures Acquisition Co                | Thayer Ventures Acquisition Corp. II                                | CUSIP: G87890102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $184140.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thayer Ventures Acquisition Co                | Thayer Ventures Acquisition Corp. II                                | CUSIP: G87890110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18000 | NC      | $2703.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED ACQUISITION CORP I-A                   | United Acquisition Corp. I                                          | CUSIP: G92ALM116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     25000 | NC      | $7502.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CN Healthy Food Tech Group Cor                | CN Healthy Food Tech Group Corp.                                    | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |     32455 | NS      | $178827.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ADVANTAGE CAPITAL TL BCP 04/14/2027   /       | ADVANTAGE CAPITAL TL BCP 04/14/2027   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2844160 | PA      | $2755422.61   | 0.08%             | 2027-04-14      | Fixed         | 13.00%                | No            | 3                  | On Loan: No      |
| ACER TREE CREDIT OPP PARTNERS LP   /          | ACER TREE CREDIT OPP PARTNERS LP   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $24919209.87  | 0.72%             |  |  |  | No            | 3                  | On Loan: No      |
| AUDAX MEDTECH MTS BUYER TL   /                | AUDAX MEDTECH MTS BUYER TL   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6498594 | PA      | $6417361.33   | 0.19%             | 2032-06-03      | Variable      | 8.93%                 | No            | 3                  | On Loan: No      |
| LLOYDS BANK PLC 12/16/2030   /                | LLOYDS BANK PLC 12/16/2030   /                                      | CUSIP: BCC3JSBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |  17555354 | PA      | $23259833.56  | 0.68%             | 2030-12-16      | Variable      | 11.08%                | No            | 3                  | On Loan: No      |
| CN HEALTHY FOOD TECH GROUP C                  | CN Healthy Food Tech Group Corp.                                    | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |    162277 | NC      | $14767.21     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| UFENAU VI GERMAN ASSET LIGHT, SLP   /         | UFENAU VI GERMAN ASSET LIGHT, SLP   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |         1 | NS      | $6816233.80   | 0.20%             |  |  |  | No            | N/A                | On Loan: No      |
| LBBW LION-6 SNR 10/30/2036   /                | LBBW LION-6 SNR 10/30/2036   /                                      | CUSIP: BCC3JWDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  17362456 | PA      | $20092627.55  | 0.58%             | 2036-10-30      | Variable      | 9.68%                 | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2025-1 DAC                               | CUSIP: 999999999<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-CBDO         | CORP              | IE        |   6500000 | PA      | $5768689.15   | 0.17%             | 2039-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| GRANVILLE USD Ltd. VAR RT 02/15/2030   /      | GRANVILLE USD Ltd. VAR RT 02/15/2030   /                            | CUSIP: BCC3KJ828<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28000000 | PA      | $27328532.00  | 0.79%             | 2030-02-15      | Variable      | 10.13%                | No            | 3                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2025-1 DAC                      | CUSIP: BCC3KWHS2<br>LEI: 254900YQGLL0XDHT7334 | Long             | ABS-CBDO         | CORP              | IE        |   6200000 | PA      | $5051499.45   | 0.15%             | 2034-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| GREGORY SPV SRL VAR RT12/30/2045   /          | GREGORY SPV SRL VAR RT12/30/2045   /                                | CUSIP: BCC3LJFB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  23968094 | PA      | $27690434.20  | 0.80%             | 2045-12-30      | Variable      | 9.87%                 | No            | 3                  | On Loan: No      |
| Deutsche Bank AG                              | Deutsche Bank A.G./GATE 2025-1                                      | CUSIP: BCC3LQKC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |   9405000 | PA      | $10795889.93  | 0.31%             | 2035-10-25      | Floating      | 11.53%                | No            | 3                  | On Loan: No      |
| UFENAU VI OVERFLOW SLP   /                    | UFENAU VI OVERFLOW SLP   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |         1 | NS      | $525532.58    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| U.S. INDUSTRIAL CLUB VII LP   /               | U.S. INDUSTRIAL CLUB VII LP   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $6299134.64   | 0.18%             |  |  |  | No            | N/A                | On Loan: No      |
| KKR Financial CLO Ltd                         | KKR Financial CLO 2013-1 Ltd.                                       | CUSIP: 48249VBQ3<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998479.80    | 0.03%             | 2038-10-15      | Floating      | 7.08%                 | Yes           | 2                  | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XXIII Ltd.                                                | CUSIP: 55954NAS8<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000297.30   | 0.03%             | 2035-01-25      | Floating      | 4.64%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2025-2 DAC                      | CUSIP: BCC3M6M36<br>LEI: 254900595EZPT26ANZ17 | Long             | ABS-CBDO         | CORP              | IE        |   8050000 | PA      | $7479006.39   | 0.22%             | 2035-02-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Magdalena                                     | Magdalena 12 Fondo de Titulizacion                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |  42500000 | PA      | $49585642.05  | 1.44%             | 2039-12-31      | Floating      | 9.03%                 | No            | 3                  | On Loan: No      |
| WHWK STEW HEA BRIDGE BRIDGE 10/31/2024   /    | WHWK STEW HEA BRIDGE BRIDGE 10/31/2024   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3372380 | PA      | $0.00         | 0.00%             | 2026-05-28      | None          | 10.00%                | No            | 3                  | On Loan: No      |
| WHITEHAWK WEST SIDE TERM LOAN 09/03/2027   /  | WHITEHAWK WEST SIDE TERM LOAN 09/03/2027   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5489187 | PA      | $5763646.31   | 0.17%             | 2027-09-03      | Variable      | 13.00%                | No            | 3                  | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XXIII Ltd.                                                | CUSIP: 55954NAU3<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993583.20    | 0.03%             | 2035-01-25      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XXVI Ltd.                                                 | CUSIP: 55954YBC8<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1954038.80   | 0.06%             | 2038-01-25      | Floating      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| LEGO 2023-1 B VAR RT 6/25/2035   /            | LEGO 2023-1 B VAR RT 6/25/2035   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | DK        | 263951930 | PA      | $40867313.31  | 1.19%             | 2035-06-25      | Variable      | 8.64%                 | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2025-2 DAC                               | CUSIP: BCC3MHY21<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $4605821.54   | 0.13%             | 2038-07-15      | Floating      | 10.19%                | No            | 2                  | On Loan: No      |
| DOREL INDUST CL B WARRANTS 09/30/2032   /     | DOREL INDUST CL B WARRANTS 09/30/2032   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               | CORP              | CA        |    319855 | NC      | $427668.97    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Drugs Made In America Acquisit                | Drugs Made In America Acquisition II Corp.                          | CUSIP: G2851K112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    100000 | NC      | $8000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WORKRISE COMMON   /                           | WORKRISE COMMON   /                                                 | CUSIP: WORK1Z192<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24155 | NS      | $2259217.15   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| WORKRISE PREFERRED SERIES A   /               | WORKRISE PREFERRED SERIES A   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4873 | NS      | $465858.80    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XXVII Ltd.                                                | CUSIP: 55955EBC1<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984535.80    | 0.03%             | 2038-10-20      | Floating      | 6.32%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2024-1 Ltd.                                       | CUSIP: 69703KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13760000 | PA      | $7838660.58   | 0.23%             | 2037-04-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 07/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 07/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -360000 | OU      | $-418048.28   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WORKRISE PREFERRED SERIES B   /               | WORKRISE PREFERRED SERIES B   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10200 | NS      | $990624.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| WORKRISE PREFERRED SERIES C   /               | WORKRISE PREFERRED SERIES C   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20468 | NS      | $2293644.08   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| DYNAMIX CORP III-CL A                         | Dynamix Corp. III                                                   | CUSIP: G2949T117<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     12500 | NC      | $3625.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DORSAL CAPITAL PARTNERS LP   /                | DORSAL CAPITAL PARTNERS LP   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $10946372.91  | 0.32%             |  |  |  | No            | 3                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2024-2 Ltd.                                       | CUSIP: 69703MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $6590566.40   | 0.19%             | 2037-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2024-1 Ltd.                              | CUSIP: 69703QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $4501403.20   | 0.13%             | 2032-10-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategi                | Carlyle U.S. CLO 2026-2 Ltd.                                        | CUSIP: 142928AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.01%             | 2039-04-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategi                | Carlyle U.S. CLO 2026-2 Ltd.                                        | CUSIP: 142931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990000.00    | 0.03%             | 2039-04-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| WORKRISE PREFERRED SERIES D   /               | WORKRISE PREFERRED SERIES D   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6198 | NS      | $826751.22    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| X3 Acquisition Corp Ltd                       | X3 Acquisition Corp. Ltd.                                           | CUSIP: G9831H127<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $994000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CRESCENT CAPITAL BDC INC                      | Crescent Capital BDC, Inc.                                          | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |    100000 | NS      | $2492000.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| 225 BROADWAY RTL LLC   /                      | 225 BROADWAY RTL LLC   /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $26097500.00  | 0.76%             |  |  |  | No            | 3                  | On Loan: No      |
| TNL Mediagene                                 | TNL Mediagene                                                       | CUSIP: G8924F113<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1544 | NC      | $10.34        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| POLIBELI GROUP LTD-A                          | Polibeli Group Ltd.                                                 | CUSIP: G71604113<br>LEI: N/A                  | N/A              | DE               | CORP              | ID        |     13648 | NC      | $1273.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2021-1 Ltd.                              | CUSIP: 69701VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $0.00         | 0.00%             | 2029-04-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2021-3 Ltd.                              | CUSIP: 69702CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $6750.00      | 0.00%             | 2029-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Xanadu Quantum Technologies Lt                | Xanadu Quantum Technologies Ltd. - Class B                          | CUSIP: 98390R102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1479 | NS      | $11329.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xsolla SPAC 1                                 | Xsolla SPAC 1                                                       | CUSIP: G9833K128<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $990000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2021-2 Ltd.                              | CUSIP: 69702FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $0.00         | 0.00%             | 2029-05-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2021-4 Ltd.                              | CUSIP: 69702JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $51460.00     | 0.00%             | 2029-10-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2021-17R Ltd.                                   | CUSIP: 11766LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $716535.75    | 0.02%             | 2038-01-20      | Floating      | 10.60%                | Yes           | 2                  | On Loan: No      |
| Sparta AN Bidco, LLC DDTL 03/13/2031   /      | Sparta AN Bidco, LLC DDTL 03/13/2031   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    477273 | PA      | $473096.59    | 0.01%             | 2031-03-13      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| Sparta AN Bidco, LLC RC 06/31/2031   /        | Sparta AN Bidco, LLC RC 06/31/2031   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47727 | PA      | $46892.04     | 0.00%             | 2031-03-13      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| AA Mission Acquisition Corp II                | AA Mission Acquisition Corp. II - Class A                           | CUSIP: G1000S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $501500.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AA MISSION ACQUISITION-A                      | AA Mission Acquisition Corp. II                                     | CUSIP: G1000S125<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     25000 | NC      | $4025.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2023-20 Ltd.                                    | CUSIP: 117919AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $862987.74    | 0.03%             | 2038-04-15      | Floating      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 3/13/2028   /   | EURO FORWARDVIREMAIN CONTRACT 3/13/2028   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -9064000 | OU      | $-10715597.41 | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| Sparta AN Bidco, LLC RC 06/31/2031   /        | Sparta AN Bidco, LLC RC 06/31/2031   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270455 | PA      | $265721.60    | 0.01%             | 2031-03-13      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| Sparta AN Bidco, LLC TL 3/13/2031   /         | Sparta AN Bidco, LLC TL 3/13/2031   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4454545 | PA      | $4376590.91   | 0.13%             | 2031-03-31      | Variable      | 9.17%                 | No            | 3                  | On Loan: No      |
| Pymes Magdalena                               | Fondo de Titulizacion PYMES Magdalena 7                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |   5540286 | PA      | $6633077.03   | 0.19%             | 2042-12-23      | Floating      | 12.11%                | No            | 3                  | On Loan: No      |
| COLSS 2023-2 F2 VAR RT 04/22/2033   /         | COLSS 2023-2 F2 VAR RT 04/22/2033   /                               | CUSIP: BCC3C8T85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   4178383 | PA      | $5633373.19   | 0.16%             | 2033-04-22      | Variable      | 14.72%                | No            | 3                  | On Loan: No      |
| YHN Acquisition I Ltd                         | YHN Acquisition I Ltd.                                              | CUSIP: G1514D101<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     35000 | NS      | $375550.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| YHN Acquisition I Ltd                         | YHN Acquisition I Ltd.                                              | CUSIP: G1514D127<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |     35000 | NC      | $3850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS S1 MEZZ VAR 10/12/2032   /        | BNP PARIBAS S1 MEZZ VAR 10/12/2032   /                              | CUSIP: BCC3C9V07<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   3613847 | PA      | $4196861.33   | 0.12%             | 2032-10-12      | Variable      | 11.53%                | No            | 3                  | On Loan: No      |
| Opportunistic Credit Interval                 | Opportunistic Credit Interval Fund                                  | CUSIP: 68390R105<br>LEI: 549300NJWLK76QJGNF34 | Long             |  | RF                | US        |   2339516 | NS      | $26857641.59  | 0.78%             |  |  |  | No            | N/A                | On Loan: No      |
| SOFINNOVA BIOEQUITIES LP   /                  | SOFINNOVA BIOEQUITIES LP   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $11327020.41  | 0.33%             |  |  |  | No            | 3                  | On Loan: No      |
| Soulpower Acquisition Corp                    | Soulpower Acquisition Corp.                                         | CUSIP: G82745137<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40500 | NC      | $7290.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silver Pegasus Acquisition Cor                | Silver Pegasus Acquisition Corp. - Class A                          | CUSIP: G8192J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66666 | NS      | $677993.22    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Post CLO LTD                                  | Post CLO VII Ltd.                                                   | CUSIP: 73743JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $740595.60    | 0.02%             | 2039-01-20      | Floating      | 9.11%                 | Yes           | 2                  | On Loan: No      |
| Rad CLO Ltd                                   | Rad CLO 9 Ltd.                                                      | CUSIP: 75010FAA4<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463699.70    | 0.01%             | 2038-01-15      | Floating      | 9.42%                 | Yes           | 2                  | On Loan: No      |
| Regatta VIII Funding Ltd                      | Regatta VIII Funding Ltd.                                           | CUSIP: 75888KAU8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993801.40    | 0.03%             | 2037-04-17      | Floating      | 7.37%                 | Yes           | 2                  | On Loan: No      |
| Regatta XVI Funding Ltd.                      | Regatta XVI Funding Ltd.                                            | CUSIP: 75888QAN1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $948773.00    | 0.03%             | 2039-04-15      | Floating      | 9.30%                 | Yes           | 2                  | On Loan: No      |
| Trestles CLO LTD                              | Trestles CLO VI Ltd.                                                | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1497509.70   | 0.04%             | 2038-04-25      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| Trestles CLO LTD                              | Trestles CLO VIII Ltd.                                              | CUSIP: 89533DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250052.25   | 0.04%             | 2035-06-11      | Floating      | 6.67%                 | Yes           | 2                  | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XV Ltd.                                                | CUSIP: 89642BAA0<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |    497000 | PA      | $438602.70    | 0.01%             | 2034-04-22      | Floating      | 11.38%                | Yes           | 2                  | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XXXIV Ltd.                                             | CUSIP: 89643KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1498382.25   | 0.04%             | 2038-04-22      | Floating      | 7.67%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/15/2026   /   | EURO FORWARDVIREMAIN CONTRACT 5/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5589000 | OU      | $-6473695.18  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 07/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 07/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -360000 | OU      | $-418048.28   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LIONHEART HOLDINGS - CL A                     | Lionheart Holdings                                                  | CUSIP: G5501C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14172 | NC      | $1700.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CCLF SPV LLC CLO EQUITY 4/29/34   /           | CCLF SPV LLC CLO EQUITY 4/29/34   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4840200 | PA      | $5105723.16   | 0.15%             | 2034-04-29      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| DIGITAL ASSET ACQUISITI-CL A                  | Digital Asset Acquisition Corp.                                     | CUSIP: G2868C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5628 | NC      | $2116.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA PARTNERS VI P GENERAL INT LP   /   | HEDOSOPHIA PARTNERS VI P GENERAL INT LP   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $3022500.00   | 0.09%             |  |  |  | No            | N/A                | On Loan: No      |
| HEDOSOPHIA INVESTMEN INVEST VI O LP   /       | HEDOSOPHIA INVESTMEN INVEST VI O LP   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $1509577.00   | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| HILLPOINTE WORKFORCE HOUSING PARTNER V LP   / | HILLPOINTE WORKFORCE HOUSING PARTNER V LP   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $26221589.00  | 0.76%             |  |  |  | No            | N/A                | On Loan: No      |
| HEDOSOPHIA INVESTM VI K L.P.   /              | HEDOSOPHIA INVESTM VI K L.P.   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $4016896.05   | 0.12%             |  |  |  | No            | N/A                | On Loan: No      |
| KOHLBERG CLO    /                             | KOHLBERG CLO    /                                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13500000 | PA      | $14003252.46  | 0.41%             | 2033-12-28      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2020-II Ltd.                                           | CUSIP: 12547JAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $962814.70    | 0.03%             | 2039-04-16      | Floating      | 8.92%                 | Yes           | 2                  | On Loan: No      |
| Countrywide Home Loans                        | CHL Mortgage Pass-Through Trust 2004-29                             | CUSIP: 12669GJA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246471 | PA      | $2.46         | 0.00%             | 2035-02-25      | Variable      | 0.62%                 | No            | 2                  | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                   | Roman DBDR Acquisition Corp. II                                     | CUSIP: G7633M112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20000 | NC      | $4248.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DSC MERIDIAN LP    /                          | DSC MERIDIAN LP    /                                                | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $40145092.33  | 1.17%             |  |  |  | No            | 3                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-474421.73   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/27/2026   /   | EURO FORWARDVIREMAIN CONTRACT 5/27/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -3220000 | OU      | $-3731844.92  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| KEERN RIVER CAPITAL    /                      | KEERN RIVER CAPITAL    /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $865786.00    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| K&F Growth Acquisition Corp II                | K&F Growth Acquisition Corp. II                                     | CUSIP: G52258129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25000 | NC      | $2602.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BIG TREE CLOUD HOLDINGS LT-A                  | Big Tree Cloud Holdings Ltd.                                        | CUSIP: G1263B116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     18409 | NC      | $277.98       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Cloud Star Acquisition Corp                | DT Cloud Star Acquisition Corp.                                     | CUSIP: G2853N114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35000 | NC      | $4900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dt Cloud Acquisition Corp                     | Dt Cloud Acquisition Corp.                                          | CUSIP: G28524133<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |    160000 | NC      | $36800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EMPOWER FINANCE PREFERRED SERIES C   /        | EMPOWER FINANCE PREFERRED SERIES C   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    351202 | NS      | $3462851.72   | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| EPIC GAMES    /                               | EPIC GAMES    /                                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31979 | NS      | $14302607.75  | 0.42%             |  |  |  | No            | 3                  | On Loan: No      |
| ESH Acquisition Corp                          | ESH Acquisition Corp.                                               | CUSIP: 296424112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23028 | NC      | $2305.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSLM Digital Asset Acquisition                | CSLM Digital Asset Acquisition Corp. III Ltd. - Class A             | CUSIP: G2584S101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1004000.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| M EVO GLOBAL ACQUISITIO-CL A                  | M Evo Global Acquisition Corp. II                                   | CUSIP: G6071J110<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     50000 | NC      | $16250.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MISFITS MARKET COMMON SHARES   /              | MISFITS MARKET COMMON SHARES   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23798 | NS      | $736310.12    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| MISFITS MARKETS PREFERRED SHARES   /          | MISFITS MARKETS PREFERRED SHARES   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     83287 | NS      | $2636033.55   | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| McKinley Acquisition Corp                     | McKinley Acquisition Corp. - Class A                                | CUSIP: G6005T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1006000.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| OAK ST REAL EST LP BLUE OWL NET LEASE         | OAK ST REAL EST LP BLUE OWL NET LEASE                               | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $92889880.00  | 2.70%             |  |  |  | No            | N/A                | On Loan: No      |
| DYNAMIX CORP                                  | Dynamix Corp.                                                       | CUSIP: G2949D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12500 | NC      | $9500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO CURRENCY  /                              | EURO CURRENCY  /                                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |  21449929 | OU      | $24791873.92  | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| 137 DIRECT FUND LP LLC   /                    | 137 DIRECT FUND LP LLC   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $33567934.00  | 0.98%             |  |  |  | No            | N/A                | On Loan: No      |
| 137 HOLDINGS GI LLC LLC   /                   | 137 HOLDINGS GI LLC LLC   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $9540171.00   | 0.28%             |  |  |  | No            | N/A                | On Loan: No      |
| 137 HOLDINGS AP LLC   /                       | 137 HOLDINGS AP LLC   /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $2781243.00   | 0.08%             |  |  |  | No            | N/A                | On Loan: No      |
| 137 HOLDINGS MA SERIES 2024-1   /             | 137 HOLDINGS MA SERIES 2024-1   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $2770830.00   | 0.08%             |  |  |  | No            | N/A                | On Loan: No      |
| Eureka Acquisition Corp                       | Eureka Acquisition Corp.                                            | CUSIP: G32168125<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |     15490 | NC      | $6505.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EVEREST CONSOLIDATOR ACQUISI                  | Everest Consolidator Acquisition Corp.                              | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       460 | NC      | $5.11         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| OLD ORCHARD CRDIT FUND LP   /                 | OLD ORCHARD CRDIT FUND LP   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $21365494.95  | 0.62%             |  |  |  | No            | 3                  | On Loan: No      |
| OSR HOLDINGS INC                              | OSR Holdings, Inc.                                                  | CUSIP: 68840D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16328 | NC      | $978.05       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 137 HOLDINGS MS LLC SERIES 2024-1   /         | 137 HOLDINGS MS LLC SERIES 2024-1   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $2897109.00   | 0.08%             |  |  |  | No            | N/A                | On Loan: No      |
| 137 HOLDINGS MS LLC- SERIES 2025-1   /        | 137 HOLDINGS MS LLC- SERIES 2025-1   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $20435831.00  | 0.59%             |  |  |  | No            | N/A                | On Loan: No      |
| LIVE OAK ACQUISITION CORP-A                   | Live Oak Acquisition Corp. V                                        | CUSIP: G5509P110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $32625.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Launch One Acquisition Corp                   | Launch One Acquisition Corp.                                        | CUSIP: G5S86M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $213600.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| 137 HOLDINGS RBC II LLC   /                   | 137 HOLDINGS RBC II LLC   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $8508974.00   | 0.25%             |  |  |  | No            | N/A                | On Loan: No      |
| 137 VENTURES RBC LLC   /                      | 137 VENTURES RBC LLC   /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $7437643.00   | 0.22%             |  |  |  | No            | N/A                | On Loan: No      |
| UY Scuti Acquisition Corp                     | UY Scuti Acquisition Corp.                                          | CUSIP: G93Y0A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28125 | NS      | $293062.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UY Scuti Acquisition Corp                     | UY Scuti Acquisition Corp.                                          | CUSIP: G93Y0A112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28125 | NC      | $3093.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 137 VENTURES VII LP    /                      | 137 VENTURES VII LP    /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $21233178.00  | 0.62%             |  |  |  | No            | N/A                | On Loan: No      |
| 137 VENTURES VI LP    /                       | 137 VENTURES VI LP    /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $22566413.00  | 0.66%             |  |  |  | No            | N/A                | On Loan: No      |
| LAUNCH ONE ACQUISITION CORP                   | Launch One Acquisition Corp.                                        | CUSIP: G5S86M126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10000 | NC      | $1398.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LAUNCH TWO ACQUISITION- CL A                  | Launch Two Acquisition Corp.                                        | CUSIP: G5S87A113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $2731.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Melar Acquisition Corp I                      | Melar Acquisition Corp. I - Class A                                 | CUSIP: G6004G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29900 | NS      | $322621.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MELAR ACQUISITION CORP I-A                    | Melar Acquisition Corp. I                                           | CUSIP: G6004G118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14950 | NC      | $1794.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -360000 | OU      | $-416565.42   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2025-3 Ltd.                              | CUSIP: 696917AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13200000 | PA      | $13548939.36  | 0.39%             | 2034-01-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| M3-BRIGADE ACQUISITION V-A                    | M3-Brigade Acquisition V Corp.                                      | CUSIP: G63212115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37500 | NC      | $11242.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| M3-Brigade Acquisition VI Corp                | M3-Brigade Acquisition VI Corp. - Class A                           | CUSIP: G63221108<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |     99999 | NS      | $1004989.95   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2025-5 Ltd.                                       | CUSIP: 696920AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14260000 | PA      | $13817462.29  | 0.40%             | 2038-10-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2022-3 Ltd.                              | CUSIP: 696923AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $1970492.50   | 0.06%             | 2031-04-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VOYAGER ACQUISITION TENDERED SHARE   /        | VOYAGER ACQUISITION TENDERED SHARE   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     65000 | NS      | $696150.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VOYAGER ACQUISITION CORP                      | Voyager Acquisition Corp.                                           | CUSIP: G93A7H112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     32500 | NC      | $4449.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| M3-BRIGADE ACQUISITION-CL A                   | M3-Brigade Acquisition VI Corp.                                     | CUSIP: G63221116<br>LEI: 529900K3KULJYPOBI946 | N/A              | DE               | CORP              | US        |     33333 | NC      | $10003.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McKinley Acquisition Corp                     | McKinley Acquisition Corp.                                          | CUSIP: G6005T119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    100000 | NC      | $10010.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2023-4 Ltd.                                       | CUSIP: 696925AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12750000 | PA      | $10444879.05  | 0.30%             | 2037-10-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2023-3 Ltd.                                       | CUSIP: 696927AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $6513112.00   | 0.19%             | 2039-01-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2020-1 Ltd.                              | CUSIP: 69701DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $0.00         | 0.00%             | 2028-02-20      | Variable      | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2020-4 Ltd.                              | CUSIP: 69701QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $0.00         | 0.00%             | 2028-11-25      | Variable      | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Mountain Lake Acquisition Corp                | Mountain Lake Acquisition Corp. II                                  | CUSIP: G6301L125<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $993000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp                | Mountain Lake Acquisition Corp. - Class A                           | CUSIP: G6301B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $421200.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp                | Mountain Lake Acquisition Corp.                                     | CUSIP: G6301B127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40000 | NC      | $10400.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MULTIMETAVERSE HOLDINGS LTD                   | MultiMetaVerse Holdings Ltd.                                        | CUSIP: G6360J136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1265 | NC      | $0.13         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MERCURY COMMON CLASS B   /                    | MERCURY COMMON CLASS B   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30303 | NS      | $3093936.30   | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| MERCURY PREF- A-1   /                         | MERCURY PREF- A-1   /                                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     69906 | NS      | $7142296.02   | 0.21%             |  |  |  | No            | 3                  | On Loan: No      |
| Merlin Inc                                    | Merlin, Inc.                                                        | CUSIP: 590106100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $132300.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Metal Sky Star Acquisition Cor                | Metal Sky Star Acquisition Corp.                                    | CUSIP: G6053N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20035 | NC      | $530.93       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| METAL SKY STAR ACQUISITION C                  | Metal Sky Star Acquisition Corp.                                    | CUSIP: G6053N121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20035 | NC      | $146.26       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Muzero Acquisition Corp                       | Muzero Acquisition Corp.                                            | CUSIP: G8775A122<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $993000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| 720 East CLO Ltd.                             | 720 East CLO 2023-II Ltd.                                           | CUSIP: 817941AU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1235778.50   | 0.04%             | 2038-10-15      | Floating      | 6.42%                 | Yes           | 2                  | On Loan: No      |
| 720 East CLO Ltd.                             | 720 East CLO 2023-II Ltd.                                           | CUSIP: 817942AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $482579.50    | 0.01%             | 2038-10-15      | Floating      | 9.17%                 | Yes           | 2                  | On Loan: No      |
| Silver Point CLO, Ltd                         | Silver Point CLO 2 Ltd.                                             | CUSIP: 82808EAY7<br>LEI: 549300ODF186WFGMDH65 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986635.90    | 0.03%             | 2038-04-20      | Floating      | 6.82%                 | Yes           | 2                  | On Loan: No      |
| MSILF Government Portfolio                    | MSILF Government Portfolio - Class Institutional                    | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   9475695 | PA      | $9475695.47   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| NAMIB MINERALS                                | Namib Minerals                                                      | CUSIP: G63638111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     16500 | NC      | $2227.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sixth Street CLO XVI, LTD.                    | Sixth Street CLO XXII Ltd.                                          | CUSIP: 83011LAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2325000 | PA      | $2291458.62   | 0.07%             | 2038-04-21      | Floating      | 6.32%                 | Yes           | 2                  | On Loan: No      |
| AUDAX NMA HOLDINGS DDTL   /                   | AUDAX NMA HOLDINGS DDTL   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    385324 | PA      | $385901.51    | 0.01%             | 2028-07-07      | Variable      | 8.69%                 | No            | 3                  | On Loan: No      |
| AUDAX NMA HOLDINGS TL   /                     | AUDAX NMA HOLDINGS TL   /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8364706 | PA      | $8377252.94   | 0.24%             | 2028-01-02      | Variable      | 8.69%                 | No            | 3                  | On Loan: No      |
| Audax-Riccobene Co. RBFD Buyer DDTL   /       | Audax-Riccobene Co. RBFD Buyer DDTL   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1537246 | PA      | $1528022.80   | 0.04%             | 2028-01-10      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 64   /     | NEUBERGER BERMAN LOAN ADVISERS CLO 64   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1980000.00   | 0.06%             | 2036-02-29      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| NEWBURY STREET ACQUISITION C                  | Newbury Street Acquisition Corp.                                    | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1335 | NC      | $0.13         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| APEX TREASURY CORP-CL A                       | Apex Treasury Corp.                                                 | CUSIP: G04104124<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     31433 | NC      | $6915.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aquaron Acquisition Corp                      | Aquaron Acquisition Corp.                                           | CUSIP: 03842W113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19609 | NC      | $3529.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RA CAPITAL NEXUS FUND IV, LP   /              | RA CAPITAL NEXUS FUND IV, LP   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $1875000.00   | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| NewHold Investment Corp III                   | NewHold Investment Corp. III - Class A                              | CUSIP: G6486E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $467550.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TCW ACCURAY PENNY PREMIUM WARRANTS   /        | TCW ACCURAY PENNY PREMIUM WARRANTS   /                              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    337264 | NC      | $99869.60     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TCW ACCURAY PENNY PENNY WARRANTS   /          | TCW ACCURAY PENNY PENNY WARRANTS   /                                | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    269812 | NC      | $102015.92    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TCW ACCURAY PENNY SUPERPREMIUMWARRANTS   /    | TCW ACCURAY PENNY SUPERPREMIUMWARRANTS   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    472170 | NC      | $137817.45    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TCW ACCURAY PENNY PENNY WARRANTS   /          | TCW ACCURAY PENNY PENNY WARRANTS   /                                | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    963161 | NC      | $364171.17    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| NEWHOLD INVESTMENT COR III-A                  | NewHold Investment Corp. III                                        | CUSIP: G6486E110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $10122.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NATURE'S MIRACLE HOLDING INC                  | Nature's Miracle Holding, Inc.                                      | CUSIP: 63903P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27873 | NC      | $211.83       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CO2 Energy Transition Corp                    | CO2 Energy Transition Corp.                                         | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21424 | NS      | $222166.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CO2 Energy Transition Corp                    | CO2 Energy Transition Corp.                                         | CUSIP: 12664M129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21424 | NC      | $3642.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CO2 ENERGY TRANSITION CORP                    | CO2 Energy Transition Corp.                                         | CUSIP: 12664M111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21424 | NC      | $1553.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW PROVIDENCE ACQUISITION-A                  | New Providence Acquisition Corp. III                                | CUSIP: G6476A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7500 | NC      | $1428.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oyster Enterprises II Acquisit                | Oyster Enterprises II Acquisition Corp.                             | CUSIP: G6861F138<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $3375.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pantages Capital Acquisition C                | Pantages Capital Acquisition Corp.                                  | CUSIP: G8089R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36000 | NS      | $377280.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TCW ACCURAY PREMIUM PREMIUM WARRANTS   /      | TCW ACCURAY PREMIUM PREMIUM WARRANTS   /                            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   2648693 | NC      | $727588.02    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| ARBOUR LANE CREDIT OPP FUND IV LP   /         | ARBOUR LANE CREDIT OPP FUND IV LP   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $17274142.35  | 0.50%             |  |  |  | No            | N/A                | On Loan: No      |
| Archimedes Tech SPAC Partners                 | Archimedes Tech SPAC Partners III Co.                               | CUSIP: G0453R121<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $998000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ARINI EURO CLO IX WAREHOUSE CLO EQUITY   /    | ARINI EURO CLO IX WAREHOUSE CLO EQUITY   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   3736098 | PA      | $4318189.53   | 0.13%             | 2036-02-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Pantages Capital Acquisition C                | Pantages Capital Acquisition Corp.                                  | CUSIP: G8089R118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36000 | NC      | $5763.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PHOENIX AVIATION CAP LLC COMMON C-1   /       | PHOENIX AVIATION CAP LLC COMMON C-1   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $313277.64    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| ARINI EURO CLO X WAREHOUSE CLO EQUITY   /     | ARINI EURO CLO X WAREHOUSE CLO EQUITY   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   2441000 | PA      | $2821312.99   | 0.08%             | 2036-03-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ARLINGTON CAPITAL PARTNERS FUND LP   /        | ARLINGTON CAPITAL PARTNERS FUND LP   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $3116692.00   | 0.09%             |  |  |  | No            | N/A                | On Loan: No      |
| ARES CAPITAL 2023-1 CLO EQUITY SUB NOTE   /   | ARES CAPITAL 2023-1 CLO EQUITY SUB NOTE   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7627699 | PA      | $7903362.59   | 0.23%             | 2033-07-11      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ARTS SPV SRL VAR RT11/30/2041   /             | ARTS SPV SRL VAR RT11/30/2041   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IT        |  30000000 | PA      | $35013037.45  | 1.02%             | 2041-11-30      | Variable      | 10.57%                | No            | 3                  | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                  | Archimedes Tech SPAC Partners II Co.                                | CUSIP: G04537125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10125 | NC      | $5163.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATLAS ENHANCED FUND LP   /                    | ATLAS ENHANCED FUND LP   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $41407443.10  | 1.20%             |  |  |  | No            | 3                  | On Loan: No      |
| Alphatime Acquisition Corp                    | Alphatime Acquisition Corp.                                         | CUSIP: G0223V139<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19429 | NC      | $3691.51      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALPHATIME ACQUISITION CORP                    | Alphatime Acquisition Corp.                                         | CUSIP: G0223V121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19429 | NC      | $1361.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REAL ASSET ACQUISITI-CLASS A                  | Real Asset Acquisition Corp.                                        | CUSIP: G73944111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11250 | NC      | $14906.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rithm Acquisition Corp                        | Rithm Acquisition Corp. - Class A                                   | CUSIP: G75751100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11144 | NS      | $115897.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Audax Private Credit FUND LP   /              | Audax Private Credit FUND LP   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $50464249.40  | 1.47%             |  |  |  | No            | N/A                | On Loan: No      |
| QUIET SELECT FUND III CLASS I   /             | QUIET SELECT FUND III CLASS I   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $1727137.54   | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| RITHM ACQUISITION CORP-A                      | Rithm Acquisition Corp.                                             | CUSIP: G75751118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3750 | NC      | $2112.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RA CAPITAL HEALTHCARE FUND LP   /             | RA CAPITAL HEALTHCARE FUND LP   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $11785196.44  | 0.34%             |  |  |  | No            | 3                  | On Loan: No      |
| RAISIN 2A COMMON   /                          | RAISIN 2A COMMON   /                                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |       786 | NS      | $6466657.84   | 0.19%             |  |  |  | No            | 3                  | On Loan: No      |
| RAMP PREFERRED SERIES A-2   /                 | RAMP PREFERRED SERIES A-2   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     89839 | NS      | $8085510.00   | 0.23%             |  |  |  | No            | 3                  | On Loan: No      |
| RAMP PREFERRED SERIES C-3   /                 | RAMP PREFERRED SERIES C-3   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     59684 | NS      | $5371560.00   | 0.16%             |  |  |  | No            | 3                  | On Loan: No      |
| Range Capital Acquisition Corp                | Range Capital Acquisition Corp.                                     | CUSIP: G7375C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35536 | NS      | $373838.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Capital Acquisition Corp                | Range Capital Acquisition Corp.                                     | CUSIP: G7375C116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35536 | NC      | $10660.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rising Dragon Acquisition Corp                | Rising Dragon Acquisition Corp.                                     | CUSIP: G7576K115<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |     35000 | NC      | $5250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RISING DRAGON TENDER SHS   /                  | RISING DRAGON TENDER SHS   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     35000 | NS      | $365400.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RF Acquisition Corp II                        | RF Acquisition Corp. II                                             | CUSIP: G75389117<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |     13377 | NC      | $1605.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RIVERNORTH CAPITAL PARTNERS LP   /            | RIVERNORTH CAPITAL PARTNERS LP   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $19845354.85  | 0.58%             |  |  |  | No            | 3                  | On Loan: No      |
| Range Capital Acquisition Corp                | Range Capital Acquisition Corp. II                                  | CUSIP: G7375J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1000000.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIET EE LP LLC   /                           | QUIET EE LP LLC   /                                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $2032500.00   | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| QONTO COMMON   /                              | QONTO COMMON   /                                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     43669 | NS      | $6774448.89   | 0.20%             |  |  |  | No            | 3                  | On Loan: No      |
| TCW FENIX TOPCO B TL B 3/28/2029   /          | TCW FENIX TOPCO B TL B 3/28/2029   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8582249 | PA      | $8264706.01   | 0.24%             | 2029-03-28      | Variable      | 10.45%                | No            | 3                  | On Loan: No      |
| TCW IPSEN TL LLC   /                          | TCW IPSEN TL LLC   /                                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  21625296 | PA      | $21020119.61  | 0.61%             | 2029-07-31      | Variable      | 14.42%                | No            | 3                  | On Loan: No      |
| QONTO PREFERRED SERIES D   /                  | QONTO PREFERRED SERIES D   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     34165 | NS      | $5405509.54   | 0.16%             |  |  |  | No            | 3                  | On Loan: No      |
| Quartzsea Acquisition Corp                    | Quartzsea Acquisition Corp.                                         | CUSIP: G7314B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $467100.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TCW KNIGHT LIGHTING EQUITY   /                | TCW KNIGHT LIGHTING EQUITY   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $1233292.00   | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| TCW KICHLER LIGHTING    /                     | TCW KICHLER LIGHTING    /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24351226 | PA      | $23774370.92  | 0.69%             | 2029-09-18      | Variable      | 14.17%                | No            | 3                  | On Loan: No      |
| TCW RESCUE FINANCING FUND II LP   /           | TCW RESCUE FINANCING FUND II LP   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $8441110.73   | 0.25%             |  |  |  | No            | N/A                | On Loan: No      |
| TCW SUGAR CREEK PACKING Co. TL   /            | TCW SUGAR CREEK PACKING Co. TL   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24600142 | PA      | $23578912.09  | 0.69%             | 2031-01-09      | Variable      | 12.43%                | No            | 3                  | On Loan: No      |
| Quartzsea Acquisition Corp                    | Quartzsea Acquisition Corp.                                         | CUSIP: G7314B120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45000 | NC      | $4954.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIET T1 LP   /                               | QUIET T1 LP   /                                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $9435835.00   | 0.27%             |  |  |  | No            | N/A                | On Loan: No      |
| Arini US CLO Limited                          | Arini U.S. CLO V Ltd.                                               | CUSIP: 04040CAG2<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.03%             | 2039-04-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Arini US CLO Limited                          | Arini U.S. CLO V Ltd.                                               | CUSIP: 04040DAA3<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.03%             | 2039-04-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| bfns llc                                      | BFNS 2022-1                                                         | CUSIP: 05553FAA4<br>LEI: 54930067AXJA9VNQXN56 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3518157.20   | 0.10%             | 2035-07-10      | Floating      | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limit                | Bain Capital Credit CLO 2021-3 Ltd.                                 | CUSIP: 05683NAG7<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $963375.20    | 0.03%             | 2034-07-24      | Floating      | 7.03%                 | Yes           | 2                  | On Loan: No      |
| QUIET T1 CLASS B LP   /                       | QUIET T1 CLASS B LP   /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $2125952.00   | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| QUIET VENTURE III FUND LP   /                 | QUIET VENTURE III FUND LP   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $20041301.00  | 0.58%             |  |  |  | No            | N/A                | On Loan: No      |
| Bain Capital Credit CLO, Limit                | Bain Capital Credit CLO 2023-1 Ltd.                                 | CUSIP: 05685NAW0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $995536.70    | 0.03%             | 2038-07-16      | Floating      | 6.87%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limit                | Bain Capital Credit CLO 2023-1 Ltd.                                 | CUSIP: 05685NAY6<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $986242.40    | 0.03%             | 2038-07-16      | Floating      | 7.62%                 | Yes           | 2                  | On Loan: No      |
| QUIET T1, LP CLASS C   /                      | QUIET T1, LP CLASS C   /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $1914558.00   | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| QUIET OA ACCESS LP    /                       | QUIET OA ACCESS LP    /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $7259795.00   | 0.21%             |  |  |  | No            | N/A                | On Loan: No      |
| QUIET REDDIT LP   /                           | QUIET REDDIT LP   /                                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $11053.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| QUIET SELECT FUND CLASS B   /                 | QUIET SELECT FUND CLASS B   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $2057680.35   | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| QUIET SELECT FUND CLASS C   /                 | QUIET SELECT FUND CLASS C   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $3335244.57   | 0.10%             |  |  |  | No            | N/A                | On Loan: No      |
| QUIET SELECT FUND CLASS D   /                 | QUIET SELECT FUND CLASS D   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $1500905.22   | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -290000 | OU      | $-338779.77   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -30000 | OU      | $-34713.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| QUIET VENTURE I, L.P    /                     | QUIET VENTURE I, L.P    /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $7969003.00   | 0.23%             |  |  |  | No            | N/A                | On Loan: No      |
| Quantumsphere Acquisition Corp                | Quantumsphere Acquisition Corp.                                     | CUSIP: G7387B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1012000.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantumsphere Acquisition Corp                | Quantumsphere Acquisition Corp.                                     | CUSIP: G7387B114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    100000 | NC      | $16010.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -300000 | OU      | $-350997.07   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -420000 | OU      | $-486645.82   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  06/26/2026   / | EURO FORWARDVIREMAIN CONTRACT  06/26/2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4862000 | OU      | $-5642077.38  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -480000 | OU      | $-557397.71   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4208000 | OU      | $-4937571.12  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /   | EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -350000 | OU      | $-406944.62   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -120000 | OU      | $-139720.25   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/23/2026   /  | EURO FORWARDVIREMAIN CONTRACT 11/23/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -600000 | OU      | $-699407.30   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SEK FORWARD VIREMAIN CONTRACT 06/15/2026   /  | SEK FORWARD VIREMAIN CONTRACT 06/15/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        | -38210700 | OU      | $-4051897.98  | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| MCF CLO LLC                                   | MCF CLO VIII Ltd.                                                   | CUSIP: 55281QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $3431453.90   | 0.10%             | 2036-04-18      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding XXXIV Ltd.                                     | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1163830.20   | 0.03%             | 2037-10-16      | Floating      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| AUDAX RICCOBENE RBFD Buyer TL   /             | AUDAX RICCOBENE RBFD Buyer TL   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7187771 | PA      | $7144644.00   | 0.21%             | 2027-11-12      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| AUDAX SUMMIT SPINE REVOLVER   /               | AUDAX SUMMIT SPINE REVOLVER   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121269 | PA      | $120480.41    | 0.00%             | 2028-03-18      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| AUDAX SUMMIT SPINE Surgincal Center TL   /    | AUDAX SUMMIT SPINE Surgincal Center TL   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13302201 | PA      | $13215737.17  | 0.38%             | 2028-03-18      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| Aimei Health Technology Co Ltd                | Aimei Health Technology Co., Ltd.                                   | CUSIP: G01341133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     39796 | NC      | $12774.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AIP CAPITAL LLC COMMON   /                    | AIP CAPITAL LLC COMMON   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $44982.38     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AIRWALLEX COMMON   /                          | AIRWALLEX COMMON   /                                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188986 | NS      | $4025401.80   | 0.12%             |  |  |  | No            | 3                  | On Loan: No      |
| CIRE ALTO OpCo LLC TL 11/29/2024   /          | CIRE ALTO OpCo LLC TL 11/29/2024   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1804991 | PA      | $1770515.48   | 0.05%             | 2026-06-30      | Variable      | 24.09%                | No            | 3                  | On Loan: No      |
| Colombier Acquisition Corp III                | Colombier Acquisition Corp. III                                     | CUSIP: G2284A129<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $1018000.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| COMERA LIFE SCIENCES HOLDING                  | Comera Life Sciences Holdings, Inc.                                 | CUSIP: 20037C116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       968 | NC      | $0.10         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CONCORD ACQUISITION CORP -A                   | Concord Acquisition Corp. II                                        | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13333 | NC      | $426.66       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbus Acquisition Corp                     | Columbus Acquisition Corp.                                          | CUSIP: G2295P115<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |     40000 | NC      | $14400.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                   | Corner Growth Acquisition Corp.                                     | CUSIP: G2425N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       117 | NC      | $23.40        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CIRE REAL ESTATE INVESTMENT TRUST, Inc.   /   | CIRE REAL ESTATE INVESTMENT TRUST, Inc.   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $99602386.82  | 2.89%             |  |  |  | No            | N/A                | On Loan: No      |
| TROUTDALE 1250 NW SWIGERT   /                 | TROUTDALE 1250 NW SWIGERT   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $31110945.24  | 0.90%             |  |  |  | No            | N/A                | On Loan: No      |
| CORE SPACES FUND IV LP   /                    | CORE SPACES FUND IV LP   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $9742232.00   | 0.28%             |  |  |  | No            | N/A                | On Loan: No      |
| CACTUS ACQUISITION CORP 1 LT                  | Cactus Acquisition Corp. 1 Ltd.                                     | CUSIP: G1745A124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1466 | NC      | $43.98        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Glenmede Secured Options Portf                | Glenmede Secured Options Portfolio - Class Institutional            | CUSIP: 378690580<br>LEI: 549300QEJQNCSUC9L688 | Long             |  | RF                | US        |   2661585 | NS      | $37262192.70  | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  02/22/2027   / | EURO FORWARDVIREMAIN CONTRACT  02/22/2027   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -630000 | OU      | $-736795.17   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  04/22/2026   / | EURO FORWARDVIREMAIN CONTRACT  04/22/2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -250000 | OU      | $-289281.54   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  04/22/2027   / | EURO FORWARDVIREMAIN CONTRACT  04/22/2027   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -430000 | OU      | $-503095.79   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GP-ACT III ACQUISITION-A                      | GP-Act III Acquisition Corp.                                        | CUSIP: G4035N129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30049 | NC      | $4212.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GPS IV LP    /                                | GPS IV LP    /                                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $814292.69    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  4/21/2028   /  | EURO FORWARDVIREMAIN CONTRACT  4/21/2028   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -390000 | OU      | $-461640.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /  | EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -7040000 | OU      | $-8157110.90  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| Graf Global Corp                              | Graf Global Corp. - Class A                                         | CUSIP: G4036C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $267750.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAF GLOBAL CORP-CL A                         | Graf Global Corp.                                                   | CUSIP: G4036C122<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12500 | NC      | $1623.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/24/2027   /   | EURO FORWARDVIREMAIN CONTRACT 5/24/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -650000 | OU      | $-761266.35   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 06/18/2026   /  | EURO FORWARDVIREMAIN CONTRACT 06/18/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -9472000 | OU      | $-10987665.42 | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| Gesher Acquisition Corp II                    | Gesher Acquisition Corp. II - Class A                               | CUSIP: G3852D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $466200.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GESHER ACQUISITION CORP II-A                  | Gesher Acquisition Corp. II                                         | CUSIP: G3852D115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $4950.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSR IV Acquisition Corp                       | GSR IV Acquisition Corp. - Class A                                  | CUSIP: G4R12K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99995 | NS      | $1002949.85   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GSR IV Acquisition Corp                       | GSR IV Acquisition Corp.                                            | CUSIP: G4R12K115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14285 | NC      | $27427.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 06/04/2027   /  | EURO FORWARDVIREMAIN CONTRACT 06/04/2027   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -14224000 | OU      | $-16664670.63 | -0.48%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/30/2027   /   | EURO FORWARDVIREMAIN CONTRACT 7/30/2027   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -8776000 | OU      | $-10300179.34 | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                | Hall Chadwick Acquisition Corp. - Class A                           | CUSIP: G42386105<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    100000 | NS      | $993000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                | Hall Chadwick Acquisition Corp.                                     | CUSIP: G42386113<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |    100000 | NC      | $22010.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/24/2026   /   | EURO FORWARDVIREMAIN CONTRACT 8/24/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -540000 | OU      | $-627936.02   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/2/2027   /    | EURO FORWARDVIREMAIN CONTRACT 8/2/2027   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1120000 | OU      | $-1314642.46  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HEDOSOPHIA INVEST FUND LP CANDEX   /          | HEDOSOPHIA INVEST FUND LP CANDEX   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $1377254.92   | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| HCM III Acquisition Corp                      | HCM III Acquisition Corp. - Class A                                 | CUSIP: G4365E103<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | US        |     44442 | NS      | $448864.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HCM III ACQUISITION COR-CL A                  | HCM III Acquisition Corp.                                           | CUSIP: G4365E111<br>LEI: 529900X6CMNA2LN6C461 | N/A              | DE               | CORP              | US        |     14814 | NC      | $7095.91      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA PARTNERS VI LP   /                 | HEDOSOPHIA PARTNERS VI LP   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $10644896.00  | 0.31%             |  |  |  | No            | N/A                | On Loan: No      |
| HEDOSOPHIA SP A    /                          | HEDOSOPHIA SP A    /                                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |         1 | NS      | $2313314.08   | 0.07%             |  |  |  | No            | N/A                | On Loan: No      |
| HEDOSOPHIA SP B    /                          | HEDOSOPHIA SP B    /                                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |         1 | NS      | $5871168.52   | 0.17%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2027   /  | EURO FORWARDVIREMAIN CONTRACT 10/22/2027   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -270000 | OU      | $-317741.76   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  12/23/2026   / | EURO FORWARDVIREMAIN CONTRACT  12/23/2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1649000 | OU      | $-1924285.86  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| HEDOSOPHIA INVESTORS VI E LP   /              | HEDOSOPHIA INVESTORS VI E LP   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | XX        |         1 | OU      | $5897308.52   | 0.17%             |  |  |  | No            | N/A                | On Loan: No      |
| GLOBAL GAS CORP                               | Global Gas Corp.                                                    | CUSIP: 37892P115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       534 | NC      | $0.53         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 4/15/2026   /   | GBP FORWARD VIREMAIN CONTRACT 4/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        | -17080000 | OU      | $-22606796.60 | -0.66%            |  |  |  | No            | 2                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 05/15/2026   /  | GBP FORWARD VIREMAIN CONTRACT 05/15/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        | -19455000 | OU      | $-25748090.90 | -0.75%            |  |  |  | No            | 2                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 06/15/2026   /  | GBP FORWARD VIREMAIN CONTRACT 06/15/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        | -19131000 | OU      | $-25315229.22 | -0.74%            |  |  |  | No            | 2                  | On Loan: No      |
| SEK FORWARD VIREMAIN CONTRACT 4/15/2026   /   | SEK FORWARD VIREMAIN CONTRACT 4/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        | -23942000 | OU      | $-2531180.53  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| SEK FORWARD VIREMAIN CONTRACT 5/15/2026   /   | SEK FORWARD VIREMAIN CONTRACT 5/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        | -38606500 | OU      | $-4087627.26  | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| EUR FORWARD VIREMAIN CONTRACT 4/15/2026   /   | EUR FORWARD VIREMAIN CONTRACT 4/15/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5589000 | OU      | $-6464821.72  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| EUR FORWARD VIREMAIN CONTRACT 4/27/2026   /   | EUR FORWARD VIREMAIN CONTRACT 4/27/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -3220000 | OU      | $-3726916.56  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2022-3 DAC                      | CUSIP: BCC37CLK3<br>LEI: 549300EL5O20QDEIMO98 | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $0.00         | 0.00%             | 2032-04-12      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding                                 | CUSIP: 999999999<br>LEI: 549300OGFKGCPL337N48 | Long             | ABS-CBDO         | CORP              | IE        |   7100000 | PA      | $0.00         | 0.00%             | 2032-11-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| St Lawrence Corp.                             | St (*** Please punctuate:  St. or State ***) Lawrence Srt Usd Corp. | CUSIP: 999999999<br>LEI: 254900Q1AXE1IXAJJM39 | Long             | ABS-CBDO         | CORP              | CA        |  19000000 | PA      | $19001653.00  | 0.55%             | 2033-05-25      | Floating      | 13.48%                | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2023-1 DAC                               | CUSIP: 999999999<br>LEI: 54930088SCW7OACNS247 | Long             | ABS-CBDO         | CORP              | IE        |  10000000 | PA      | $5842304.67   | 0.17%             | 2038-01-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2023-2 DAC                      | CUSIP: 999999999<br>LEI: 549300XJWVHAIRILDH71 | Long             | ABS-CBDO         | CORP              | IE        |   8325000 | PA      | $1532793.00   | 0.04%             | 2033-01-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER CLN VAR 05/02/2045   /        | BANCO SANTANDER CLN VAR 05/02/2045   /                              | CUSIP: BCC3BQDT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   1846334 | PA      | $2157629.09   | 0.06%             | 2045-05-02      | Variable      | 11.05%                | No            | 3                  | On Loan: No      |
| GRANVILLE 23-1X VAR RT  07/31/2031   /        | GRANVILLE 23-1X VAR RT  07/31/2031   /                              | CUSIP: BCC3BR9K9<br>LEI: 254900IYVE92LZDFP560 | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7583130.00   | 0.22%             | 2031-07-31      | Variable      | 13.48%                | No            | 3                  | On Loan: No      |
| SAPPHIRE VENTURE VII LP   /                   | SAPPHIRE VENTURE VII LP   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $4138507.15   | 0.12%             |  |  |  | No            | N/A                | On Loan: No      |
| SAVORY III BLOCKED FUND LP   /                | SAVORY III BLOCKED FUND LP   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $4124272.00   | 0.12%             |  |  |  | No            | N/A                | On Loan: No      |
| Silverbox Corp IV                             | Silverbox Corp. IV - Class A                                        | CUSIP: G81354105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19998 | NS      | $213978.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SILVERBOX CORP IV-A                           | Silverbox Corp. IV                                                  | CUSIP: G81354121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6666 | NC      | $1466.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SF HAWKERS STORES SERIER A PREF   /           | SF HAWKERS STORES SERIER A PREF   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    186058 | NS      | $8295754.00   | 0.24%             |  |  |  | No            | 3                  | On Loan: No      |
| SACHEM HEAD LP    /                           | SACHEM HEAD LP    /                                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $10948663.07  | 0.32%             |  |  |  | No            | 3                  | On Loan: No      |
| Schonfeld Strategic Partners Fund LLC   /     | Schonfeld Strategic Partners Fund LLC   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $41470940.33  | 1.21%             |  |  |  | No            | 3                  | On Loan: No      |
| SC II Acquisition Corp                        | SC II Acquisition Corp. - Class A                                   | CUSIP: G7866D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18884 | NS      | $188462.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SC II Acquisition Corp                        | SC II Acquisition Corp.                                             | CUSIP: G7866D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18884 | NC      | $3854.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Siddhi Acquisition Corp                       | Siddhi Acquisition Corp.                                            | CUSIP: G8118C116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45000 | NC      | $6759.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SEER HOME XPRESS LP   /                       | SEER HOME XPRESS LP   /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $44816.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SEER CAPITAL REG CAPITAL RELIEF FUND   /      | SEER CAPITAL REG CAPITAL RELIEF FUND   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $7271594.74   | 0.21%             |  |  |  | No            | N/A                | On Loan: No      |
| Spree Acquisition Corp. 1 Ltd.                | Spree Acquisition Corp. 1 Ltd.                                      | CUSIP: G83745128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2102 | NC      | $0.21         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SILVER POINT LOAN NOTE LLC VIREMAIN   /       | SILVER POINT LOAN NOTE LLC VIREMAIN   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8665292 | PA      | $9756302.00   | 0.28%             | 2033-10-20      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| SIM ACQUISITION CORP I-A                      | SIM Acquisition Corp. I                                             | CUSIP: G8431T119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10000 | NC      | $2700.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB MONEY MARKET II SPECIAL   /               | UMB MONEY MARKET II SPECIAL   /                                     | CUSIP: SF8888628<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  60045021 | PA      | $60045020.91  | 1.74%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMNUR PHARMACEUTICALS INC                    | Semnur Pharmaceuticals, Inc.                                        | CUSIP: 81686G113<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               | CORP              | US        |      9833 | NC      | $122.91       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Solarius Capital Acquisition C                | Solarius Capital Acquisition Corp. - Class A                        | CUSIP: G82617104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1018000.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EUR FORWARD VIREMAIN CONTRACT 04/27/2026   /  | EUR FORWARD VIREMAIN CONTRACT 04/27/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   1000000 | OU      | $1157427.50   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SOLARIUS CAPITAL ACQUIS-CL A                  | Solarius Capital Acquisition Corp.                                  | CUSIP: G82617112<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     50000 | NC      | $10530.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  01/22/2027   / | EURO FORWARDVIREMAIN CONTRACT  01/22/2027   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-478964.50   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/24/2028   /   | EURO FORWARDVIREMAIN CONTRACT 1/24/2028   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -230000 | OU      | $-271483.10   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Youlife Group, Inc.                           | Youlife Group, Inc.                                                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31924 | NC      | $3543.56      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 30 Senior Loan Fund                                          | CUSIP: 26249BAY7<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $934887.00    | 0.03%             | 2028-11-15      | Floating      | 9.66%                 | Yes           | 2                  | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 2019-2 Ltd.                                           | CUSIP: 05875MBK7<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1478074.65   | 0.04%             | 2038-10-25      | Floating      | 6.37%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 102 CLO Ltd.                                                 | CUSIP: 26253TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $746316.83    | 0.02%             | 2038-10-15      | Floating      | 6.57%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 102 CLO Ltd.                                                 | CUSIP: 26253UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $713270.40    | 0.02%             | 2038-10-15      | Floating      | 9.52%                 | Yes           | 2                  | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 2019-2 Ltd.                                           | CUSIP: 05875MBM3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490991.00    | 0.01%             | 2038-10-25      | Floating      | 7.62%                 | Yes           | 2                  | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 17 Ltd.                                               | CUSIP: 05876LAU7<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1724581.25   | 0.05%             | 2038-10-20      | Floating      | 6.37%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 120 CLO Ltd.                                                 | CUSIP: 26254EAA5<br>LEI: 254900RK37YYJANZLP58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978830.10    | 0.03%             | 2039-01-15      | Floating      | 9.15%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 114 CLO Ltd.                                                 | CUSIP: 26254JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985000.00    | 0.03%             | 2039-04-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 17 Ltd.                                               | CUSIP: 05876MAE1<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $714134.93    | 0.02%             | 2038-10-20      | Floating      | 9.77%                 | Yes           | 2                  | On Loan: No      |
| BARINGS BDC INC                               | Barings BDC, Inc.                                                   | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2521490.00   | 0.07%             | 2029-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                | Barings Clo Ltd. 2023-I                                             | CUSIP: 06762HAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998827.20    | 0.03%             | 2038-04-20      | Floating      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Babson CLO Ltd                                | Barings Clo Ltd. 2023-I                                             | CUSIP: 06762HAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495118.90    | 0.01%             | 2038-04-20      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| Babson CLO Ltd                                | Barings CLO Ltd. 2025-VII                                           | CUSIP: 06765FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494045.75    | 0.01%             | 2038-01-15      | Floating      | 6.43%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO XVII Ltd.                               | CUSIP: 08182BBE7<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996088.90    | 0.03%             | 2037-10-15      | Floating      | 6.82%                 | Yes           | 2                  | On Loan: No      |
| Elevation CLO Ltd                             | Elevation CLO 2018-10 Ltd.                                          | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |      1258 | PA      | $1258.17      | 0.00%             | 2031-10-20      | Floating      | 4.59%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO X Ltd                             | Elmwood CLO X Ltd.                                                  | CUSIP: 29002VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1244265.13   | 0.04%             | 2038-07-20      | Floating      | 6.72%                 | Yes           | 2                  | On Loan: No      |
| BLACKROCK TCP CAP CORP                        | BlackRock TCP Capital Corp.                                         | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1963956.00   | 0.06%             | 2029-05-30      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                      | Blue Owl Technology Finance Corp.                                   | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1977472.00   | 0.06%             | 2028-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                          | BlueMountain CLO XXX Ltd.                                           | CUSIP: 09630QAS0<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990856.80    | 0.03%             | 2035-04-15      | Floating      | 6.97%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 3/13/2028   /   | EURO FORWARDVIREMAIN CONTRACT 3/13/2028   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5656000 | OU      | $-6686608.44  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO X Ltd                             | Elmwood CLO X Ltd.                                                  | CUSIP: 29002WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $952859.50    | 0.03%             | 2038-07-20      | Floating      | 9.62%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO 19 Ltd                            | Elmwood CLO 19 Ltd.                                                 | CUSIP: 29004JBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985344.10    | 0.03%             | 2038-10-17      | Floating      | 6.37%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO 19 Ltd                            | Elmwood CLO 19 Ltd.                                                 | CUSIP: 29004YAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $723414.23    | 0.02%             | 2038-10-17      | Floating      | 8.82%                 | Yes           | 2                  | On Loan: No      |
| Empower CLO Ltd.                              | Empower CLO 2025-1 Ltd.                                             | CUSIP: 29249DAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989568.80    | 0.03%             | 2038-07-20      | Floating      | 8.17%                 | Yes           | 2                  | On Loan: No      |
| TRAILBLAZER ACQUISITION-CL A                  | Trailblazer Acquisition Corp.                                       | CUSIP: G9009S111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     33333 | NC      | $13213.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bowen Acquisition Corp                        | Bowen Acquisition Corp.                                             | CUSIP: G12729128<br>LEI: 5493000ECOCYNGTKBW41 | N/A              | DE               | CORP              | US        |      9200 | NC      | $2211.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  01/22/2027   / | EURO FORWARDVIREMAIN CONTRACT  01/22/2027   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -110000 | OU      | $-128502.67   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BAILARD REAL ESTATE LP   /                    | BAILARD REAL ESTATE LP   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2392449 | NS      | $74620495.69  | 2.17%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/27/2026   /   | EURO FORWARDVIREMAIN CONTRACT 5/27/2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   1000000 | OU      | $1158958.05   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 07/16/2026   /  | EURO FORWARDVIREMAIN CONTRACT 07/16/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4000000 | OU      | $-4643626.20  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Bayview Acquisition Corp                      | Bayview Acquisition Corp.                                           | CUSIP: 07323B118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26811 | NC      | $4496.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| D. BORAL ARC ACQUISIT - CL A                  | D Boral ARC Acquisition I Corp.                                     | CUSIP: G2616F119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25000 | NC      | $14000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2021-2 DAC                               | CUSIP: BCC3189J5<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-CBDO         | CORP              | IE        |   4570000 | PA      | $2538215.08   | 0.07%             | 2038-03-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| NGTLS 2021-1LF NOTE VAR RT  4/01/2028   /     | NGTLS 2021-1LF NOTE VAR RT  4/01/2028   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   3000000 | PA      | $4024471.21   | 0.12%             | 2028-04-01      | Variable      | 14.47%                | No            | 3                  | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2023-21 Ltd.                                    | CUSIP: 11766BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $730116.68    | 0.02%             | 2038-10-18      | Floating      | 8.92%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategi                | Carlyle Global Market Strategies CLO 2015-4 Ltd.                    | CUSIP: 14311NBL7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998656.50    | 0.03%             | 2032-07-20      | Floating      | 6.22%                 | Yes           | 2                  | On Loan: No      |
| Craft Ltd                                     | Deutsche Bank A.G./CRAFT                                            | CUSIP: BCC32J802<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |  13164922 | PA      | $15144386.06  | 0.44%             | 2029-02-21      | Floating      | 12.43%                | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2022-1 DAC                               | CUSIP: BCC33NQ02<br>LEI: 549300FI1QQLJ0OHT447 | Long             | ABS-CBDO         | CORP              | IE        |  10260000 | PA      | $5632801.66   | 0.16%             | 2035-01-21      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2022-1 DAC                      | CUSIP: BCC351L78<br>LEI: 549300OGFKGCPL337N48 | Long             | ABS-CBDO         | CORP              | IE        |   2975000 | PA      | $0.00         | 0.00%             | 2031-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2022-2 DAC                      | CUSIP: BCC35PCK6<br>LEI: 549300X0Z2PVQ7I6XX91 | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $0.00         | 0.00%             | 2031-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Blue Water Acquisition Corp IV                | Blue Water Acquisition Corp. IV                                     | CUSIP: G1368A120<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $992000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cayson Acquisition Corp                       | Cayson Acquisition Corp.                                            | CUSIP: G1993W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31500 | NS      | $346500.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cayson Acquisition Corp                       | Cayson Acquisition Corp.                                            | CUSIP: G1993W117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31500 | NC      | $5140.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CARTENNA PARTNERS    /                        | CARTENNA PARTNERS    /                                              | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $11386537.51  | 0.33%             |  |  |  | No            | 3                  | On Loan: No      |
| BANCO SANTANDER TOTT VAR 12/27/2043   /       | BANCO SANTANDER TOTT VAR 12/27/2043   /                             | CUSIP: BCC3FHQ51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   4515259 | PA      | $5296364.56   | 0.15%             | 2043-12-27      | Variable      | 10.05%                | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2024-1 DAC                               | CUSIP: BCC3FQ380<br>LEI: 254900BQYBO0YZH5G587 | Long             | ABS-CBDO         | CORP              | IE        |  14000000 | PA      | $10625862.46  | 0.31%             | 2039-01-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Cliffwater Enhanced Lending Fu                | Cliffwater Enhanced Lending Fund - Class I                          | CUSIP: 18685P108<br>LEI: 549300GSOYHH68H7U345 | Long             |  | RF                | US        |   1293408 | NS      | $14240423.69  | 0.41%             |  |  |  | No            | N/A                | On Loan: No      |
| Charlton Aria Acquisition Corp                | Charlton Aria Acquisition Corp. - Class A                           | CUSIP: G9877L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $369950.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/15/2025   /   | EURO FORWARDVIREMAIN CONTRACT 4/15/2025   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -83251000 | OU      | $-96296810.39 | -2.80%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/15/2025   /   | EURO FORWARDVIREMAIN CONTRACT 4/15/2025   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   1506000 | OU      | $1741997.05   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| EUR FORWARD VIREMAIN CONTRACT 04/27/2026   /  | EUR FORWARD VIREMAIN CONTRACT 04/27/2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4862000 | OU      | $-5627412.51  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 41 Ltd.                          | CUSIP: 64134BAQ3<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $740324.03    | 0.02%             | 2034-04-15      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| MESP 2024-1 B MTGE VAR 07/28/2032   /         | MESP 2024-1 B MTGE VAR 07/28/2032   /                               | CUSIP: BCC3G0FW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  12745316 | PA      | $11772746.80  | 0.34%             | 2032-07-28      | Variable      | 13.15%                | No            | 3                  | On Loan: No      |
| LBBW LION-5 MEZ MTGE VAR 07/31/2034   /       | LBBW LION-5 MEZ MTGE VAR 07/31/2034   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   8997655 | PA      | $10627684.93  | 0.31%             | 2034-07-31      | Variable      | 11.03%                | No            | 3                  | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers Clo 62 Ltd.                          | CUSIP: 64136HAC9<br>LEI: 254900SRG89PQ23CS052 | Long             | ABS-CBDO         | CORP              | KY        |  15735000 | PA      | $12378040.03  | 0.36%             | 2039-10-17      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                      | New Mountain Finance Corp.                                          | CUSIP: 647551308<br>LEI: 549300L1MPTT1H7SES77 | Long             | EP               | CORP              | US        |     20000 | NS      | $507400.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Charlton Aria Acquisition Corp                | Charlton Aria Acquisition Corp.                                     | CUSIP: G9877L115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35000 | NC      | $4903.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenghe Acquisition III Co                    | Chenghe Acquisition III Co. - Class A                               | CUSIP: G2086N105<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    100000 | NS      | $1008500.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                      | New Mountain Finance Corp.                                          | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995156.00   | 0.06%             | 2029-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO 1 Ltd                        | New Mountain CLO 1 Ltd.                                             | CUSIP: 64755RBJ1<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995811.20    | 0.03%             | 2038-01-15      | Floating      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| New Mountain CLO Ltd                          | New Mountain CLO 9 Ltd.                                             | CUSIP: 64755XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.01%             | 2039-04-22      | Floating      | 9.01%                 | Yes           | 2                  | On Loan: No      |
| New Mountain CLO Ltd                          | New Mountain CLO 9 Ltd.                                             | CUSIP: 64755YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.03%             | 2039-04-22      | Floating      | 6.51%                 | Yes           | 2                  | On Loan: No      |
| COLSS 2024-2 F Mtge VAR RT 05/22/2034   /     | COLSS 2024-2 F Mtge VAR RT 05/22/2034   /                           | CUSIP: BCC3GBMB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   8973269 | PA      | $12160911.54  | 0.35%             | 2034-05-22      | None          | 14.95%                | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2024-2 DAC                               | CUSIP: 999999999<br>LEI: 2549001Y8MR5PODEEG55 | Long             | ABS-CBDO         | CORP              | IE        |   9425000 | PA      | $7385283.81   | 0.21%             | 2037-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CHENGHE ACQUISITION II-CL A                   | Chenghe Acquisition III Co.                                         | CUSIP: G2086N121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     50000 | NC      | $7750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HORIZON SPACE ACQUISITION I                   | Horizon Space Acquisition I Corp.                                   | CUSIP: G4619M117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19947 | NC      | $398.94       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA HS INVEST FUND LP   /              | HEDOSOPHIA HS INVEST FUND LP   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | XX        |         1 | OU      | $355031.78    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| HEDOSOPHIA RULA INVESTMENTS VI   /            | HEDOSOPHIA RULA INVESTMENTS VI   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $17794653.59  | 0.52%             |  |  |  | No            | N/A                | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2024-2 DAC                      | CUSIP: 999999999<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |  14550000 | PA      | $11417534.00  | 0.33%             | 2034-05-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2024-3 DAC                      | CUSIP: BCC3J2TW8<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |   8150000 | PA      | $7264028.50   | 0.21%             | 2034-05-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2023-1 DAC                               | CUSIP: BCC3JKTZ1<br>LEI: 54930088SCW7OACNS247 | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1957594.60   | 0.06%             | 2038-01-15      | Floating      | 10.29%                | No            | 2                  | On Loan: No      |
| Pymes Magdalena                               | Fondo de Titulizacion Magdalena 11                                  | CUSIP: BCC3JL3Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |   9078646 | PA      | $10540904.18  | 0.31%             | 2054-07-04      | Floating      | 8.53%                 | No            | 3                  | On Loan: No      |
| Nyack Park CLO, Ltd.                          | NYACK Park CLO Ltd.                                                 | CUSIP: 67080PAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    715000 | PA      | $704055.92    | 0.02%             | 2038-10-20      | Floating      | 6.37%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2021-21 Ltd.                                                | CUSIP: 671000AL1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996849.00   | 0.06%             | 2038-01-20      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| SANTADER CONSUMER FINANCE24-1 12/25/34   /    | SANTADER CONSUMER FINANCE24-1 12/25/34   /                          | CUSIP: BCC3JLXT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | SE        |  89044535 | PA      | $9426199.34   | 0.27%             | 2034-12-25      | Variable      | 8.85%                 | No            | 3                  | On Loan: No      |
| LLOYDS BANK PLC 12/16/2030   /                | LLOYDS BANK PLC 12/16/2030   /                                      | CUSIP: BCC3JSBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   4643155 | PA      | $6150757.81   | 0.18%             | 2030-12-16      | Variable      | 8.23%                 | No            | 3                  | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2014-5 Ltd.                                                 | CUSIP: 67103SAJ2<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $657062.14    | 0.02%             | 2031-04-26      | Floating      | 9.63%                 | Yes           | 2                  | On Loan: No      |
| OZLM Ltd                                      | OZLM VI Ltd.                                                        | CUSIP: 67108PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1086705.88   | 0.03%             | 2031-04-17      | Floating      | 9.98%                 | Yes           | 2                  | On Loan: No      |
| Oaktree CLO Ltd                               | Oaktree CLO 2022-1 Ltd.                                             | CUSIP: 67402LAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992256.10    | 0.03%             | 2038-07-15      | Floating      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| Oaktree CLO Ltd                               | Oaktree CLO 2022-1 Ltd.                                             | CUSIP: 67402NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $952796.90    | 0.03%             | 2038-07-15      | Floating      | 9.67%                 | Yes           | 2                  | On Loan: No      |
| CSLM DIGITAL ASSET ACQU - A                   | CSLM Digital Asset Acquisition Corp. III Ltd.                       | CUSIP: G2584S119<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     50000 | NC      | $12000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KQ PARTNERS FUND LP   /                       | KQ PARTNERS FUND LP   /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $11012694.00  | 0.32%             |  |  |  | No            | N/A                | On Loan: No      |
| Octagon 59 Ltd                                | Octagon 59 Ltd.                                                     | CUSIP: 675930AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968057.80    | 0.03%             | 2035-05-15      | Floating      | 7.35%                 | Yes           | 2                  | On Loan: No      |
| Octagon 68 Ltd                                | Octagon 68 Ltd.                                                     | CUSIP: 675949AY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988650.50    | 0.03%             | 2038-10-20      | Floating      | 6.42%                 | Yes           | 2                  | On Loan: No      |
| RANGE CAPITAL ACQUISIT CL A                   | Range Capital Acquisition Corp. II                                  | CUSIP: G7375J111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     50000 | NC      | $15000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ROUTE APP PREFERRED SERIES A   /              | ROUTE APP PREFERRED SERIES A   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1171875 | NS      | $2707031.25   | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Octagon 68 Ltd                                | Octagon 68 Ltd.                                                     | CUSIP: 675950AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $720733.73    | 0.02%             | 2038-10-20      | Floating      | 9.42%                 | Yes           | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP II                      | Blue Owl Capital Corp. II                                           | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013102.00   | 0.03%             | 2026-11-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2024-3 Ltd.                                       | CUSIP: 69688HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $4319108.95   | 0.13%             | 2037-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                | Palmer Square Loan Funding 2024-3 Ltd.                              | CUSIP: 69690RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16250000 | PA      | $9951535.75   | 0.29%             | 2032-08-08      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2025-4 Ltd.                                       | CUSIP: 696915AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10750000 | PA      | $10416075.98  | 0.30%             | 2038-10-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AUDAX PAYBYPHONE DDTL 03/31/2031   /          | AUDAX PAYBYPHONE DDTL 03/31/2031   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2153846 | PA      | $2153846.16   | 0.06%             | 2031-03-31      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| Space Asset Acquisition Corp                  | Space Asset Acquisition Corp.                                       | CUSIP: G8375S127<br>LEI: N/A                  | Long             |  | CORP              | US        |     80000 | NS      | $814000.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Silver Pegasus Acquisition Cor                | Silver Pegasus Acquisition Corp.                                    | CUSIP: G8192J136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     66666 | NC      | $17333.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AUDAX PAY BY PHONE RC 03/31/2031   /          | AUDAX PAY BY PHONE RC 03/31/2031   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1346154 | PA      | $1339423.07   | 0.04%             | 2031-03-31      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| AUDAX PAYBYPHONE TL   /                       | AUDAX PAYBYPHONE TL   /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7000000 | PA      | $6912500.00   | 0.20%             | 2031-03-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| LaFayette Acquisition Corp                    | LaFayette Acquisition Corp.                                         | CUSIP: G53426105<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    100000 | NS      | $996000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LaFayette Acquisition Corp                    | LaFayette Acquisition Corp.                                         | CUSIP: G53426113<br>LEI: N/A                  | Long             | DE               | CORP              | FR        |    100000 | NS      | $11210.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AUDAX KCP SOD UNFUND PURCHASER DDTL   /       | AUDAX KCP SOD UNFUND PURCHASER DDTL   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1469590 | PA      | $1462241.82   | 0.04%             | 2032-03-10      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| APD SSC LP EQUITY   /                         | APD SSC LP EQUITY   /                                               | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $581957.55    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Starry Sea Acquisition Corp                   | Starry Sea Acquisition Corp.                                        | CUSIP: G8559L112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $507500.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Starry Sea Acquisition Corp                   | Starry Sea Acquisition Corp.                                        | CUSIP: G8559L120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     50000 | NC      | $9005.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GALATA ACQU CORP II - CL A                    | Galata Acquisition Corp. II                                         | CUSIP: G3R25N116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     33333 | NC      | $8006.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Legato Merger Corp IV                         | Legato Merger Corp. IV                                              | CUSIP: G7318R121<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $998000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LEGATO MERGER CORP III                        | Legato Merger Corp. III                                             | CUSIP: G5451A111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58623 | NC      | $29311.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LINDEN INVESTORS LP    /                      | LINDEN INVESTORS LP    /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $35811644.80  | 1.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Spring Valley Acquisition Corp                | Spring Valley Acquisition Corp. III - Class A                       | CUSIP: G8377R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21404 | NS      | $217464.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SPRING VALLEY ACQUISITION-A                   | Spring Valley Acquisition Corp. III                                 | CUSIP: G8377R119<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     33333 | NC      | $34666.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AUDAX KCP SOD UNFUND PURCHASER REVUNFND   /   | AUDAX KCP SOD UNFUND PURCHASER REVUNFND   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1175672 | PA      | $1163915.09   | 0.03%             | 2032-03-10      | Fixed         | 0.50%                 | No            | 3                  | On Loan: No      |
| AUDAX KCP SOD PURCHASER TL   /                | AUDAX KCP SOD PURCHASER TL   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7054031 | PA      | $6983490.56   | 0.20%             | 2032-03-10      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| Flag Ship Acquisition Corp                    | Flag Ship Acquisition Corp.                                         | CUSIP: G3530C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29513 | NC      | $3249.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PRESIDIO PRODUCTION CO-A                      | Presidio Production Co.                                             | CUSIP: 74102N119<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     13333 | NC      | $10799.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viking Acquisition Corp I                     | Viking Acquisition Corp. I - Class A                                | CUSIP: G9582G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $744750.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VIKING ACQUISITIONS CORP I                    | Viking Acquisition Corp. I                                          | CUSIP: G9582G112<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     25000 | NC      | $5530.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar V Capital Corp                        | Stellar V Capital Corp. - Class A                                   | CUSIP: G8475V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $261750.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                   | Stellar V Capital Corp.                                             | CUSIP: G8475V111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12500 | NC      | $2750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Future Vision II Acquisition C                | Future Vision II Acquisition Corp.                                  | CUSIP: G37068106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35000 | NS      | $376950.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Future Vision II Acquisition C                | Future Vision II Acquisition Corp.                                  | CUSIP: G37068114<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |     35000 | NC      | $3972.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VINE HILL CAP INVT C TENDERED SECURITY   /    | VINE HILL CAP INVT C TENDERED SECURITY   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     35000 | NS      | $373800.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VINE HILL CAPITAL-CLASS A                     | Vine Hill Capital Investment Corp.                                  | CUSIP: G93Y09115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $21350.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GCL GLOBAL HOLDINGS LTD                       | GCL Global Holdings Ltd.                                            | CUSIP: G3777K111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19239 | NC      | $434.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldenstone Acquisition Ltd                   | Goldenstone Acquisition Ltd.                                        | CUSIP: 38136Y128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23908 | NC      | $2201.93      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WALLEYE OPPORTUNITIE LP   /                   | WALLEYE OPPORTUNITIE LP   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $55831416.58  | 1.62%             |  |  |  | No            | 3                  | On Loan: No      |
| WHWK DIP A1 INT DIP  12/31/2026   /           | WHWK DIP A1 INT DIP  12/31/2026   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6035932 | PA      | $6035932.28   | 0.18%             | 2026-12-31      | Variable      | 11.00%                | No            | 3                  | On Loan: No      |
| WHWK A2 BRIDGE BRIDGE 10/31/2026   /          | WHWK A2 BRIDGE BRIDGE 10/31/2026   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2818037 | PA      | $2818036.75   | 0.08%             | 2026-10-31      | Variable      | 11.00%                | No            | 3                  | On Loan: No      |
| WHWK DIP A2 INT DIP  12/31/2026   /           | WHWK DIP A2 INT DIP  12/31/2026   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7329327 | PA      | $7329327.29   | 0.21%             | 2026-12-31      | Variable      | 11.00%                | No            | 3                  | On Loan: No      |
| Sizzle Acquisition Corp II                    | Sizzle Acquisition Corp. II - Class A                               | CUSIP: G8193F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $461700.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sizzle Acquisition Corp II                    | Sizzle Acquisition Corp. II                                         | CUSIP: G8193F133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45000 | NC      | $8910.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WHWK RETAINED FILO BRIDGE 10/31/2026   /      | WHWK RETAINED FILO BRIDGE 10/31/2026   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    757554 | PA      | $757554.34    | 0.02%             | 2026-10-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| WHITEHAWK NEPHRON WARRANTS   /                | WHITEHAWK NEPHRON WARRANTS   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $1118538.59   | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| WHITEHAWK IV PLUS ONSHORE FUND   /            | WHITEHAWK IV PLUS ONSHORE FUND   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $5693765.83   | 0.17%             |  |  |  | No            | N/A                | On Loan: No      |
| WH STRATEGIC OPP INVEST X LP   /              | WH STRATEGIC OPP INVEST X LP   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $714000.00    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| WHITEHAWK C3 RENTALS TERM LOAN 04/22/2027   / | WHITEHAWK C3 RENTALS TERM LOAN 04/22/2027   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7218314 | PA      | $7290497.42   | 0.21%             | 2027-04-22      | Variable      | 11.67%                | No            | 3                  | On Loan: No      |
| WHITEHAWK CATALYST TERM LOAN   /              | WHITEHAWK CATALYST TERM LOAN   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  43000000 | PA      | $43000000.00  | 1.25%             | 2030-09-17      | Variable      | 11.79%                | No            | 3                  | On Loan: No      |
| WHITEHAWK CHERCO TERM LOAN   /                | WHITEHAWK CHERCO TERM LOAN   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5473849 | PA      | $5473848.78   | 0.16%             | 2027-09-01      | Variable      | 12.82%                | No            | 3                  | On Loan: No      |
| WHITEHAWK FAMILY DOL TERM LOAN 07/05/2030   / | WHITEHAWK FAMILY DOL TERM LOAN 07/05/2030   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  33750000 | PA      | $33750000.00  | 0.98%             | 2028-07-03      | Variable      | 10.16%                | No            | 3                  | On Loan: No      |
| TITAN ACQUISITION CORP-CL A                   | Titan Acquisition Corp.                                             | CUSIP: G8901A111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21250 | NC      | $5527.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WHITEHAWK IFIT WARRANTS   /                   | WHITEHAWK IFIT WARRANTS   /                                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   1235429 | NC      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WHITEHAWK NEPH TERM LOAN   /                  | WHITEHAWK NEPH TERM LOAN   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  35744470 | PA      | $35565747.33  | 1.03%             | 2028-01-31      | Variable      | 12.89%                | No            | 3                  | On Loan: No      |
| WHITEHAWK SHRYNE STIIIZY TERM LOAN   /        | WHITEHAWK SHRYNE STIIIZY TERM LOAN   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  49884179 | PA      | $49884179.04  | 1.45%             | 2026-05-26      | Variable      | 14.89%                | No            | 3                  | On Loan: No      |
| MANITOULIN 23-1X VAR 11/01/2028   /           | MANITOULIN 23-1X VAR 11/01/2028   /                                 | CUSIP: BCC3CBL29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9826714 | PA      | $9549885.15   | 0.28%             | 2028-11-01      | Variable      | 13.98%                | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                    | Palmer Square European CLO 2023-2 DAC                               | CUSIP: 999999999<br>LEI: 549300EVQ1VRDUGS6I93 | Long             | ABS-CBDO         | CORP              | IE        |  14495000 | PA      | $8942652.72   | 0.26%             | 2038-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2023-3 DAC                      | CUSIP: BCC3CQ5F5<br>LEI: 54930004WJL9ZPQZOM50 | Long             | ABS-CBDO         | CORP              | IE        |   8200000 | PA      | $7031193.87   | 0.20%             | 2033-05-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Santander Consumer Finance SA                 | Santander Consumer Finance S.A./NOMA 2023-1                         | CUSIP: BCC3CVMG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | DK        |  24561968 | PA      | $3858130.80   | 0.11%             | 2033-10-31      | Floating      | 10.49%                | No            | 3                  | On Loan: No      |
| SALIS 2023-1 Z MTGE 11/19/2029   /            | SALIS 2023-1 Z MTGE 11/19/2029   /                                  | CUSIP: BCC3CZMS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   5810309 | PA      | $7866297.35   | 0.23%             | 2029-11-19      | Variable      | 14.60%                | No            | 3                  | On Loan: No      |
| Vale Securities Finance No.2 D                | Vale Securities Finance No. 2 DAC                                   | CUSIP: BCC3D05P9<br>LEI: 635400UVFLY2YZZACF27 | Long             | ABS-CBDO         | CORP              | IE        |   4119390 | PA      | $4783796.38   | 0.14%             | 2032-07-28      | Floating      | 11.54%                | No            | 3                  | On Loan: No      |
| Palmer Square European Loan Fu                | Palmer Square European Loan Funding 2024-1 DAC                      | CUSIP: 999999999<br>LEI: 254900S9D49Z2X16W073 | Long             | ABS-CBDO         | CORP              | IE        |  10575000 | PA      | $8122901.71   | 0.24%             | 2033-08-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ducati 2024-1 CLN VAR 06/20/2030   /          | Ducati 2024-1 CLN VAR 06/20/2030   /                                | CUSIP: BCC3F2FG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   8784882 | PA      | $10229747.18  | 0.30%             | 2030-06-20      | Variable      | 11.12%                | No            | 3                  | On Loan: No      |
| BNP Paribas                                   | BNP Paribas - Broadway                                              | CUSIP: BCC3F4637<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | FR        |   2037325 | PA      | $2032239.64   | 0.06%             | 2031-04-12      | Floating      | 11.67%                | No            | 3                  | On Loan: No      |
| Tavia Acquisition Corp                        | Tavia Acquisition Corp.                                             | CUSIP: G86880104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     26253 | NS      | $277494.21    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tavia Acquisition Corp                        | Tavia Acquisition Corp.                                             | CUSIP: G86880146<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |     26253 | NC      | $3412.89      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TCW Accuray DDTL    /                         | TCW Accuray DDTL    /                                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2813542 | PA      | $2796109.41   | 0.08%             | 2030-06-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TCW ACCURAY, Inc. TL   /                      | TCW ACCURAY, Inc. TL   /                                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19547020 | PA      | $15323013.26  | 0.45%             | 2030-06-05      | Variable      | 14.17%                | No            | 3                  | On Loan: No      |
| TCW Co.-Invest TL CONNECT AMERICA   /         | TCW Co.-Invest TL CONNECT AMERICA   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17325000 | PA      | $16701300.00  | 0.49%             | 2028-12-31      | Variable      | 9.45%                 | No            | 3                  | On Loan: No      |
| TCW FROST BUYER DDTL LLC   /                  | TCW FROST BUYER DDTL LLC   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    439225 | PA      | $435710.78    | 0.01%             | 2031-05-06      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| TCW FROST BUYER RC    /                       | TCW FROST BUYER RC    /                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1076923 | PA      | $1068307.70   | 0.03%             | 2031-05-06      | Variable      | 8.92%                 | No            | 3                  | On Loan: No      |
| TCW FROST BUYER T/L LLC   /                   | TCW FROST BUYER T/L LLC   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15001538 | PA      | $14881526.15  | 0.43%             | 2031-05-06      | Variable      | 8.91%                 | No            | 3                  | On Loan: No      |
| TCW DIRECT LENING VIII LLC   /                | TCW DIRECT LENING VIII LLC   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $49527421.69  | 1.44%             |  |  |  | No            | N/A                | On Loan: No      |
| TCW FENIX DDTL B-1 TOPCO LLC   /              | TCW FENIX DDTL B-1 TOPCO LLC   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    514678 | PA      | $495634.58    | 0.01%             | 2027-04-02      | Variable      | 10.45%                | No            | 3                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-13

**Name of Applicant:** First Trust Alternative Opportunities Fund

**Signature:** /s/ Michael D. Peck

**Name of Signer:** Michael D. Peck

**Title:** President