# EDGAR Filing Document

**Accession Number:** 0001681717
**File Stem:** 0001145549-25-055749
**Filing Date:** 2025-8
**Character Count:** 258527
**Document Hash:** a51de6f2883c2c605c93311918d082ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-055749.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001145549-25-055749

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**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:** 251270576

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2875358986.38

**Total Liabilities:** $73033112.88

**Net Assets:** $2802325873.50

**Cash Not Reported:** $10657703.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 50.136070801919 | **1-Year:** 4518.986919250513 | **5-Year:** 10945.741517325681 | **10-Year:** 9253.604746069808 | **30-Year:** 1160.359048917080

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

- **3-Month:** 0.000000000000 | **1-Year:** 663.295079008001 | **5-Year:** 24092.948628690525 | **10-Year:** 105793.021309316354 | **30-Year:** 13415.158994208118

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.62%               | 0.97%                | 1.73%                |
| Class ID N/A | -0.60%               | 0.89%                | 1.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $314842.88               | $-19873043.88                              |
| Month 2  | $2305385.89              | $9818068.15                                |
| Month 3  | $5056639.65              | $47226442.30                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -280000 | OU      | $-332270.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2023-21 Ltd.                         | CUSIP: 11766BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $761782.73     | 0.03%             | 2036-10-18      | Floating      | 12.74%                | 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      | $755855.55     | 0.03%             | 2038-01-20      | Floating      | 11.20%                | Yes           | 2                  | On Loan: No      |
| 137 DIRECT FUND LP LLC   /                      | 137 DIRECT FUND LP LLC   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $4000000.00    | 0.14%             |  |  |  | No            | 3                  | On Loan: No      |
| 137 HOLDINGS MA SERIES 2024-1   /               | 137 HOLDINGS MA SERIES 2024-1   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $2087178.00    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 137 HOLDINGS MS LLC SERIES 2024-1   /           | 137 HOLDINGS MS LLC SERIES 2024-1   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1066346.00    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 137 HOLDINGS RBC II LLC   /                     | 137 HOLDINGS RBC II LLC   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $4360896.00    | 0.16%             |  |  |  | No            | 3                  | On Loan: No      |
| 137 VENTURES RBC LLC   /                        | 137 VENTURES RBC LLC   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $4040517.00    | 0.14%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 137 VENTURES VII LP    /                        | 137 VENTURES VII LP    /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1000000.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| 137 VENTURES VI LP    /                         | 137 VENTURES VI LP    /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $15514030.00   | 0.55%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CAPITAL SOUTHWEST CORP                          | Capital Southwest Corp.                                  | CUSIP: 140501AC1<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38704.40      | 0.00%             | 2026-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Carbone CLO, LTD                                | Carbone Clo Ltd.                                         | CUSIP: 141312AG3<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001250.00    | 0.04%             | 2031-01-20      | Floating      | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies CLO 2012-4 Ltd.         | CUSIP: 14309YCJ1<br>LEI: 549300R4G5ROMXQ5CG20 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1253176.88    | 0.04%             | 2032-04-22      | Floating      | 7.77%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies CLO 2015-4 Ltd.         | CUSIP: 14311NAS3<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999754.40     | 0.04%             | 2032-07-20      | Floating      | 8.23%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 07/21/2025   /    | EURO FORWARDVIREMAIN CONTRACT 07/21/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -9940000 | OU      | $-11726870.11  | -0.42%            |  |  |  | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 86 CLO Ltd.                                       | CUSIP: 26245XAL1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001713.50    | 0.04%             | 2034-07-17      | Floating      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 30 Senior Loan Fund                               | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $751921.05     | 0.03%             | 2028-11-15      | Floating      | 7.19%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden XXVI Senior Loan Fund                             | CUSIP: 26250UAW5<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1504930.20    | 0.05%             | 2029-04-15      | Floating      | 7.22%                 | Yes           | 2                  | On Loan: No      |
| EAGLE POINT CREDIT CO                           | Eagle Point Credit Co., Inc.                             | CUSIP: 269809877<br>LEI: 549300H82HTZTPXB6822 | Long             | EP               | CORP              | US        |       9175 | NS      | $229375.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevation CLO Ltd                               | Elevation CLO 2018-10 Ltd.                               | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |     653386 | PA      | $653187.18     | 0.02%             | 2031-10-20      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO X Ltd                               | Elmwood CLO X Ltd.                                       | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000000.00    | 0.04%             | 2038-07-20      | Floating      | 0.00%                 | 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      | $1250000.00    | 0.04%             | 2038-07-20      | Floating      | 0.00%                 | Yes           | 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      | $1000000.00    | 0.04%             | 2038-07-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO IX Ltd                              | Elmwood CLO IX Ltd.                                      | CUSIP: 29003UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $499720.40     | 0.02%             | 2038-04-20      | Floating      | 8.07%                 | 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      | $1005612.50    | 0.04%             | 2038-07-20      | Floating      | 8.83%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -440000 | OU      | $-524401.66    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Regatta VIII Funding Ltd                        | Regatta VIII Funding Ltd.                                | CUSIP: 75888KAU8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1011149.50    | 0.04%             | 2037-04-17      | Floating      | 7.98%                 | Yes           | 2                  | On Loan: No      |
| Regatta XVI Funding Ltd.                        | Regatta XVI Funding Ltd.                                 | CUSIP: 75888QAL5<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1007682.50    | 0.04%             | 2033-01-15      | Floating      | 11.36%                | 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      | $1005169.10    | 0.04%             | 2037-10-15      | Floating      | 7.36%                 | Yes           | 2                  | On Loan: No      |
| Regatta XXVI Funding Ltd.                       | Regatta XXVI Funding Ltd.                                | CUSIP: 75900QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1005618.90    | 0.04%             | 2037-01-25      | Floating      | 9.53%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |     110000 | OU      | $131100.41     | 0.00%             |  |  |  | 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      | $35938.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -390000 | OU      | $-460141.52    | -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        |    -250000 | OU      | $-299901.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/14/2025   /     | EURO FORWARDVIREMAIN CONTRACT 8/14/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -42371000 | OU      | $-50064987.24  | -1.79%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -140000 | OU      | $-166135.23    | -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      | $-337826.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Lin                  | Santander Bank Auto Credit-Linked Notes Series 2023-A    | CUSIP: 80290CBY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10285900.00   | 0.37%             | 2033-06-15      | Fixed         | 13.75%                | Yes           | 2                  | On Loan: No      |
| Sculptor CLO Ltd                                | Sculptor CLO XXX Ltd.                                    | CUSIP: 81124PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $735000.00     | 0.03%             | 2038-07-20      | Floating      | 11.09%                | 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      | $510370.10     | 0.02%             | 2038-04-15      | Floating      | 8.28%                 | 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      | $1000015.90    | 0.04%             | 2038-04-20      | Floating      | 7.42%                 | Yes           | 2                  | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 9 Ltd.                                  | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2008961.00    | 0.07%             | 2038-03-31      | Floating      | 0.00%                 | Yes           | 2                  | 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. Lawrence Corp.                                       | CUSIP: 999999999<br>LEI: 254900Q1AXE1IXAJJM39 | Long             | ABS-CBDO         | CORP              | CA        |   19000000 | PA      | $19617500.00   | 0.70%             | 2033-05-25      | Floating      | 14.04%                | No            | 2                  | On Loan: No      |
| CSTEL 2023-1 CLN MTG VAR 08/15/2037   /         | CSTEL 2023-1 CLN MTG VAR 08/15/2037   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |    2706217 | PA      | $3156031.19    | 0.11%             | 2037-08-15      | Variable      | 8.16%                 | No            | 2                  | 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      | $7989492.28    | 0.29%             | 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      | $8790235.01    | 0.31%             | 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        |    2842746 | PA      | $3383902.64    | 0.12%             | 2045-05-02      | Variable      | 10.95%                | No            | 2                  | 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      | $7743750.00    | 0.28%             | 2031-07-31      | Variable      | 14.08%                | No            | 2                  | On Loan: No      |
| Pymes Magdalena                                 | Fondo de Titulizacion PYMES Magdalena 7                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |    7505838 | PA      | $9040781.91    | 0.32%             | 2042-12-23      | Floating      | 12.04%                | No            | 2                  | 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        |    6067644 | PA      | $8574658.92    | 0.31%             | 2033-04-22      | Variable      | 15.46%                | No            | 2                  | 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        |    4927694 | PA      | $5848334.96    | 0.21%             | 2032-10-12      | Variable      | 11.77%                | No            | 2                  | 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        |   10000000 | PA      | $9383000.00    | 0.33%             | 2028-11-01      | Variable      | 14.55%                | No            | 2                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2023-2 DAC                    | CUSIP: 999999999<br>LEI: 549300EVQ1VRDUGS6I93 | Long             | ABS-CBDO         | CORP              | IE        |   11000000 | PA      | $8584172.46    | 0.31%             | 2036-10-15      | 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      | $8335736.13    | 0.30%             | 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        |   34032069 | PA      | $5416073.42    | 0.19%             | 2033-10-31      | Floating      | 10.59%                | No            | 2                  | 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        |    7172743 | PA      | $10103574.30   | 0.36%             | 2029-11-19      | Variable      | 15.09%                | No            | 2                  | 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        |    6508544 | PA      | $7728444.97    | 0.28%             | 2032-07-28      | Floating      | 11.66%                | No            | 2                  | 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      | $9940967.15    | 0.35%             | 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        |   13760146 | PA      | $16533571.21   | 0.59%             | 2030-06-20      | Variable      | 11.01%                | No            | 2                  | On Loan: No      |
| BNP Paribas                                     | BNP Paribas - Broadway                                   | CUSIP: BCC3F4637<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | FR        |    4050996 | PA      | $4061123.71    | 0.14%             | 2031-04-12      | Floating      | 12.33%                | No            | 2                  | 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        |    9000000 | PA      | $10808693.60   | 0.39%             | 2043-12-27      | Variable      | 9.96%                 | No            | 2                  | 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      | $14116400.05   | 0.50%             | 2037-05-15      | Variable      | 0.00%                 | No            | 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        |   15072889 | PA      | $15434638.09   | 0.55%             | 2032-07-28      | Variable      | 13.90%                | No            | 2                  | 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        |   11502470 | PA      | $13456358.31   | 0.48%             | 2034-07-31      | Variable      | 11.19%                | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos CLO XX                                            | CUSIP: 03765MAG5<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002149.90    | 0.04%             | 2031-07-16      | Floating      | 10.22%                | Yes           | 2                  | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos CLO XXIII                                         | CUSIP: 03765YBN3<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1483868.10    | 0.05%             | 2033-04-15      | Floating      | 6.86%                 | Yes           | 2                  | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos CLO XXVIII                                        | CUSIP: 03767CAE0<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1505533.65    | 0.05%             | 2031-01-20      | Floating      | 7.03%                 | Yes           | 2                  | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos CLO XLV Ltd.                                      | CUSIP: 037977AA3<br>LEI: 5493000BLHDFQUOR8F12 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1000000.00    | 0.04%             | 2036-04-26      | Floating      | 12.68%                | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                    | Ares XXXIX CLO Ltd.                                      | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1757876.75    | 0.06%             | 2037-07-18      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                    | ARES XLVII CLO Ltd.                                      | CUSIP: 04016VAJ4<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001821.00    | 0.04%             | 2030-04-15      | Floating      | 7.22%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                    | ARES L CLO Ltd.                                          | CUSIP: 04018LAG0<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $851169.09     | 0.03%             | 2032-01-15      | Floating      | 7.42%                 | Yes           | 2                  | On Loan: No      |
| BFNS LLC                                        | BFNS 2022-1                                              | CUSIP: 05553FAA4<br>LEI: 54930067AXJA9VNQXN56 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3452894.00    | 0.12%             | 2035-07-10      | Floating      | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                        | Bain Capital Specialty Finance, Inc.                     | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494806.00     | 0.02%             | 2030-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2023-1 Ltd.                      | CUSIP: 05685NAN0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1003167.70    | 0.04%             | 2038-07-16      | Floating      | 5.73%                 | Yes           | 2                  | 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      | $1001463.20    | 0.04%             | 2038-07-16      | Floating      | 7.53%                 | 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      | $1001445.40    | 0.04%             | 2038-07-16      | Floating      | 8.28%                 | Yes           | 2                  | On Loan: No      |
| BARINGS BDC INC                                 | Barings BDC, Inc.                                        | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4640661.00    | 0.17%             | 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      | $999698.20     | 0.04%             | 2038-04-20      | Floating      | 7.73%                 | 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      | $499934.60     | 0.02%             | 2038-04-20      | Floating      | 9.33%                 | Yes           | 2                  | On Loan: No      |
| Battalion CLO LTD                               | Battalion Clo XV Ltd.                                    | CUSIP: 07131AAR5<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999500.00     | 0.04%             | 2033-01-17      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Bean Creek CLO LTD                              | Bean Creek CLO Ltd.                                      | CUSIP: 07378WAW8<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1508749.05    | 0.05%             | 2031-04-20      | Floating      | 7.28%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners CLO VIII Ltd.                    | CUSIP: 08180YAE0<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $490655.60     | 0.02%             | 2031-01-20      | Floating      | 10.13%                | 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      | $1005167.70    | 0.04%             | 2037-10-15      | Floating      | 7.41%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners Clo XXXVII Ltd.                  | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1004442.70    | 0.04%             | 2038-01-25      | Floating      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners CLO XXIII Ltd.                   | CUSIP: 08186XAA4<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1008277.70    | 0.04%             | 2034-04-25      | Floating      | 11.35%                | Yes           | 2                  | On Loan: No      |
| Annisa CLO Ltd                                  | Annisa CLO Ltd. 2016-2                                   | CUSIP: 036011AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002112.00    | 0.04%             | 2031-07-20      | Floating      | 7.07%                 | 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      | $8118331.48    | 0.29%             | 2032-02-17      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners CLO XXXVI Ltd.                   | CUSIP: 081922AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002627.30    | 0.04%             | 2038-01-25      | Floating      | 7.36%                 | Yes           | 2                  | On Loan: No      |
| BLACKROCK TCP CAP CORP                          | BlackRock TCP Capital Corp.                              | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5153900.00    | 0.18%             | 2029-05-30      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                             | FS KKR Capital Corp.                                     | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1918394.00    | 0.07%             | 2027-01-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 24 Ltd.                                     | CUSIP: 33882CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1016122.60    | 0.04%             | 2037-01-15      | Floating      | 9.11%                 | Yes           | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 24 Ltd.                                     | CUSIP: 33882HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1016293.10    | 0.04%             | 2037-01-15      | Floating      | 12.09%                | Yes           | 2                  | On Loan: No      |
| Fortress Credit Opportunities                   | Fortress Credit Opportunities XIX CLO LLC                | CUSIP: 34964RAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2565775.25    | 0.09%             | 2036-10-15      | Floating      | 12.26%                | 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        |   11119469 | PA      | $15606941.48   | 0.56%             | 2034-05-22      | None          | 14.95%                | No            | 2                  | On Loan: No      |
| FCP REALTY FUND VI-A LP   /                     | FCP REALTY FUND VI-A LP   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $5585714.76    | 0.20%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MIDCAP FINANCIAL INVEST                         | MidCap Financial Investment Corp.                        | CUSIP: 03761U601<br>LEI: 5493005P14I7WFB3FW47 | Long             | EP               | CORP              | US        |     131854 | NS      | $3341180.36    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| MIDCAP FINANCIAL INVEST                         | MidCap Financial Investment Corp.                        | CUSIP: 03761UAH9<br>LEI: 5493005P14I7WFB3FW47 | Long             | DBT              | CORP              | US        |     605000 | PA      | $592426.29     | 0.02%             | 2026-07-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fifth Era Acquisition Corp I                    | Fifth Era Acquisition Corp. I                            | CUSIP: G3415K127<br>LEI: N/A                  | Long             |  | CORP              | KY        |      45000 | NS      | $468000.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Flag Ship Acquisition Corp                      | Flag Ship Acquisition Corp.                              | CUSIP: G3530C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29513 | NS      | $310771.89     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos CLO XV                                            | CUSIP: 03764WAG4<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |    1829000 | PA      | $1836873.48    | 0.07%             | 2031-04-20      | Floating      | 10.23%                | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies CLO 2014-3-R Ltd.       | CUSIP: 14315LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1004306.20    | 0.04%             | 2031-07-27      | Floating      | 7.49%                 | Yes           | 2                  | 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      |
| GigCapital7 Corp                                | GigCapital7 Corp. - Class A                              | CUSIP: G38648104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20000 | NS      | $207000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies CLO 2014-4-R Ltd.       | CUSIP: 14316CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2305000 | PA      | $2313919.66    | 0.08%             | 2030-07-15      | Floating      | 7.42%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle U.S. CLO 2021-9 Ltd.                             | CUSIP: 14317KAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $499763.20     | 0.02%             | 2034-10-20      | Floating      | 11.16%                | Yes           | 2                  | On Loan: No      |
| GIGCAPITAL7 CORP-A                              | GigCapital7 Corp.                                        | CUSIP: G38648120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      20000 | NC      | $3000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GLASS HOUSE BRANDS INC                          | Glass House Brands, Inc.                                 | CUSIP: 377130117<br>LEI: 89450066YERGBSA3YL62 | N/A              | DE               | CORP              | CA        |     280000 | NC      | $81200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Catamaran CLO Ltd                               | Catamaran CLO 2018-1 Ltd.                                | CUSIP: 14900CAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     520000 | PA      | $513462.35     | 0.02%             | 2031-10-25      | Floating      | 8.19%                 | Yes           | 2                  | On Loan: No      |
| Cedar Funding Ltd                               | Cedar Funding IV CLO Ltd.                                | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1004068.00    | 0.04%             | 2038-01-23      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Glenmede Secured Options Portf                  | Glenmede Secured Options Portfolio - Class Institutional | CUSIP: 378690580<br>LEI: 549300QEJQNCSUC9L688 | Long             |  | RF                | US        |    5171940 | NS      | $72717481.81   | 2.59%             |  |  |  | No            | 1                  | On Loan: No      |
| GP-Act III Acquisition Corp                     | GP-Act III Acquisition Corp. - Class A                   | CUSIP: G4035N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      60098 | NS      | $634033.90     | 0.02%             |  |  |  | No            | 1                  | 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      | $8119.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GPS IV LP    /                                  | GPS IV LP    /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $798917.00     | 0.03%             |  |  |  | Yes           | 3                  | 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      | $-763532.12    | -0.03%            |  |  |  | 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      | $-299491.31    | -0.01%            |  |  |  | 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      | $261500.00     | 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      | $3375.00       | 0.00%             |  |  |  | No            | 1                  | 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      | $-522617.60    | -0.02%            |  |  |  | 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      | $-8448190.72   | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| Gesher Acquisition Corp II                      | Gesher Acquisition Corp. II                              | CUSIP: G3852D123<br>LEI: N/A                  | Long             |  | CORP              | US        |      45000 | NS      | $460800.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA INVEST FUND LP CANDEX   /            | HEDOSOPHIA INVEST FUND LP CANDEX   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1381135.92    | 0.05%             |  |  |  | No            | 3                  | 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      | $-791219.29    | -0.03%            |  |  |  | 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      | $-11384291.11  | -0.41%            |  |  |  | No            | 2                  | On Loan: No      |
| HEDOSOPHIA PARTNERS VI LP   /                   | HEDOSOPHIA PARTNERS VI LP   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $5178486.00    | 0.18%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HEDOSOPHIA SP A    /                            | HEDOSOPHIA SP A    /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |          1 | NS      | $2190627.87    | 0.08%             |  |  |  | Yes           | N/A                | 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      | $-17323478.23  | -0.62%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 07/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 07/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -230000 | OU      | $-271365.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HEDOSOPHIA SP B    /                            | HEDOSOPHIA SP B    /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |          1 | NS      | $5259747.91    | 0.19%             |  |  |  | No            | N/A                | On Loan: No      |
| HEDOSOPHIA INVESTORS VI E LP   /                | HEDOSOPHIA INVESTORS VI E LP   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | XX        |          1 | NS      | $2370246.20    | 0.08%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Hess Corp                                       | Hess Corp.                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        216 | NS      | $29924.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBAL GAS CORP                                 | Global Gas Corp.                                         | CUSIP: 37892P115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        534 | NC      | $0.75          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HILLPOINTE WORKFORCE HOUSING PARTNER V LP   /   | HILLPOINTE WORKFORCE HOUSING PARTNER V LP   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $13209230.00   | 0.47%             |  |  |  | Yes           | 3                  | On Loan: No      |
| IB Acquisition Corp                             | IB Acquisition Corp.                                     | CUSIP: 44934N116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      47773 | NC      | $1968.25       | 0.00%             |  |  |  | No            | 1                  | 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      |
| INVESCO REAL ESTATE INCOME TRUST, Inc.   /      | INVESCO REAL ESTATE INCOME TRUST, Inc.   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1992811 | NS      | $52305422.38   | 1.87%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Inflection Point Acquisition C                  | Inflection Point Acquisition Corp. III                   | CUSIP: G47875128<br>LEI: N/A                  | Long             |  | CORP              | US        |      14062 | NS      | $147791.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Iron Horse Acquisitions Corp                    | Iron Horse Acquisitions Corp.                            | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |     162277 | NC      | $80619.21      | 0.00%             |  |  |  | No            | 1                  | 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      | $-10717215.14  | -0.38%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -280000 | OU      | $-331023.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IRON HORSE ACQUISITI TENDERED SHARES   /        | IRON HORSE ACQUISITI TENDERED SHARES   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     162277 | NS      | $1708776.81    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                    | Iron Horse Acquisitions Corp.                            | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |     162277 | NC      | $9736.62       | 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      | $2229.01       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Acquisition Co II                       | Jackson Acquisition Co. II                               | CUSIP: G4992A201<br>LEI: N/A                  | Long             |  | CORP              | US        |      40000 | NS      | $417200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks Inc                            | Juniper Networks, Inc.                                   | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        992 | NS      | $39610.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JVSPAC Acquisition Corp                         | JVSPAC Acquisition Corp.                                 | CUSIP: G5212E113<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |      62700 | NC      | $55176.00      | 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      | $-648801.27    | -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      | $-1367937.42   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JVSPAC TENDERED SHARES   /                      | JVSPAC TENDERED SHARES   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      62700 | NS      | $681549.00     | 0.02%             |  |  |  | No            | 3                  | 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      | $698.34        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  10/22/2025   /   | EURO FORWARDVIREMAIN CONTRACT  10/22/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -210000 | OU      | $-249202.85    | -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        |    -270000 | OU      | $-331064.81    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Kairous Acquisition Corp ltd                    | Kairous Acquisition Corp. Ltd.                           | CUSIP: G52131110<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       1748 | NS      | $22234.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kairous Acquisition Corp ltd                    | Kairous Acquisition Corp. Ltd.                           | CUSIP: G52131136<br>LEI: N/A                  | N/A              | DE               | CORP              | MY        |       1748 | NC      | $104.88        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KAIROUS ACQUISITION CORP LTD                    | Kairous Acquisition Corp. Ltd.                           | CUSIP: G52131128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        874 | NC      | $8.74          | 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        |   18500000 | PA      | $17802396.45   | 0.64%             | 2030-06-05      | Variable      | 12.81%                | 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        |   17456250 | PA      | $17107125.00   | 0.61%             | 2028-12-31      | Variable      | 9.80%                 | 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        |     441432 | PA      | $431806.21     | 0.02%             | 2031-05-06      | Variable      | 9.51%                 | No            | 3                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -310000 | OU      | $-368586.01    | -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      | $-1992693.89   | -0.07%            |  |  |  | No            | 2                  | 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        |   15076923 | PA      | $14748166.85   | 0.53%             | 2031-05-06      | Variable      | 9.51%                 | 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        |    4210772 | PA      | $4210771.98    | 0.15%             | 2026-05-28      | Variable      | 15.38%                | No            | 3                  | On Loan: No      |
| WHITEHAWK STEWARD DI TERM LOAN 12/31/2024   /   | WHITEHAWK STEWARD DI TERM LOAN 12/31/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12337057 | PA      | $12337056.91   | 0.44%             | 2025-07-16      | Variable      | 14.44%                | 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      | $5708754.44    | 0.20%             | 2027-09-03      | Variable      | 13.32%                | No            | 3                  | On Loan: No      |
| WORKRISE COMMON   /                             | WORKRISE COMMON   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24155 | NS      | $3143531.70    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 08/14/2025   /    | GBP FORWARD VIREMAIN CONTRACT 08/14/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |  -52719000 | OU      | $-72385882.29  | -2.58%            |  |  |  | No            | 2                  | On Loan: No      |
| SEK FORWARD VIREMAIN CONTRACT 8/14/2025   /     | SEK FORWARD VIREMAIN CONTRACT 8/14/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        | -148637000 | OU      | $-15758303.21  | -0.56%            |  |  |  | No            | 2                  | On Loan: No      |
| CRESCENT CAPITAL BDC INC                        | Crescent Capital BDC, Inc.                               | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |     100000 | NS      | $2456000.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Crestline Denali CLO XVII, LLC                  | Crestline Denali CLO XVII Ltd.                           | CUSIP: 22616TAG1<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $747804.68     | 0.03%             | 2031-10-15      | Floating      | 7.77%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 49 Senior Loan Fund                               | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    1270000 | PA      | $1272794.76    | 0.05%             | 2030-07-18      | Floating      | 7.93%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 54 Senior Loan Fund                               | CUSIP: 26244RAD3<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $750082.20     | 0.03%             | 2029-10-19      | Floating      | 7.63%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -130000 | OU      | $-154936.85    | -0.01%            |  |  |  | No            | 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      | $-290438.20    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/23/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/23/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -610000 | OU      | $-728339.39    | -0.03%            |  |  |  | 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      | $-327228.05    | -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      | $-1734653.66   | -0.06%            |  |  |  | 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      | $-328155.24    | -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      | $-888020.05    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -450000 | OU      | $-530932.52    | -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      | $-3128568.35   | -0.11%            |  |  |  | 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      | $-292973.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -690000 | OU      | $-815736.54    | -0.03%            |  |  |  | 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      | $-396433.20    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -360000 | OU      | $-427204.88    | -0.02%            |  |  |  | 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      | $-457846.30    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/24/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/24/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -550000 | OU      | $-654070.07    | -0.02%            |  |  |  | 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      | $3385661.01    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Harbor Park CLO Ltd                             | Harbor Park CLO 18-1 Ltd.                                | CUSIP: 41154XAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1503671.40    | 0.05%             | 2031-01-20      | Floating      | 7.43%                 | Yes           | 2                  | On Loan: No      |
| Invesco CLO LTD                                 | Invesco U.S. CLO 2023-3 Ltd.                             | CUSIP: 46091TAA7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1008511.60    | 0.04%             | 2036-07-15      | Floating      | 12.42%                | 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      | $500000.00     | 0.02%             | 2038-07-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -110000 | OU      | $-131100.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WORKRISE PREFERRED SERIES A   /                 | WORKRISE PREFERRED SERIES A   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       4873 | NS      | $636803.64     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| WORKRISE PREFERRED SERIES B   /                 | WORKRISE PREFERRED SERIES B   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      10200 | NS      | $1337016.00    | 0.05%             |  |  |  | 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      | $2766045.52    | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| WORKRISE PREFERRED SERIES D   /                 | WORKRISE PREFERRED SERIES D   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       6198 | NS      | $876893.04     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Welsbach Technology Metals Acq                  | Welsbach Technology Metals Acquisition Corp.             | CUSIP: 950415117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       3680 | NC      | $1876.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stepstone Private Markets                       | Stepstone Private Markets - Class I                      | CUSIP: 21255V406<br>LEI: 5493006A54UB4YP8H777 | Long             |  | RF                | US        |     788745 | NS      | $46362424.11   | 1.65%             |  |  |  | Yes           | 1                  | On Loan: No      |
| YHN Acquisition I Ltd                           | YHN Acquisition I Ltd.                                   | CUSIP: G1514D101<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      35000 | NS      | $361550.00     | 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      | $4585.00       | 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        |   38000000 | PA      | $37810000.00   | 1.35%             | 2028-01-31      | Variable      | 13.52%                | No            | 3                  | On Loan: No      |
| WHITEHAWK SHRYNE TERM LOAN   /                  | WHITEHAWK SHRYNE TERM LOAN   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   25515532 | PA      | $25643109.80   | 0.92%             | 2026-05-26      | Variable      | 17.00%                | No            | 3                  | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                        | Blue Owl Technology Finance Corp.                        | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4523175.00    | 0.16%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO XXX Ltd.                                | CUSIP: 09630QAS0<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001255.00    | 0.04%             | 2035-04-15      | Floating      | 7.56%                 | 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      | $-6983580.01   | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                               | Cedar Funding VII Clo Ltd.                               | CUSIP: 15032FAP1<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002727.00    | 0.04%             | 2031-01-20      | Floating      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 07/17/2025   /    | EURO FORWARDVIREMAIN CONTRACT 07/17/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -9500000 | OU      | $-11204565.48  | -0.40%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2018-II Ltd.                                | CUSIP: 17180WAS4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000007.80    | 0.04%             | 2037-10-20      | Floating      | 7.32%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -620000 | OU      | $-735741.74    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  01/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT  01/22/2026   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -320000 | OU      | $-381383.02    | -0.01%            |  |  |  | No            | 2                  | 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      | $-496165.27    | -0.02%            |  |  |  | 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      | $-283308.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -5584000 | OU      | $-6666148.81   | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| TNL Mediagene                                   | TNL Mediagene                                            | CUSIP: G8924F113<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       1544 | NC      | $12.66         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deerpath Capital CLO LTD                        | Deerpath Capital CLO 2020-1 Ltd.                         | CUSIP: 24460RBE2<br>LEI: 9845003DAB58C69E1D91 | Long             | ABS-CBDO         | CORP              | JE        |    2000000 | PA      | $2019324.00    | 0.07%             | 2034-04-17      | Floating      | 10.67%                | Yes           | 2                  | On Loan: No      |
| Dewolf Park clo, ltd                            | Dewolf Park CLO Ltd.                                     | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002257.80    | 0.04%             | 2030-10-15      | Floating      | 7.37%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 45 Senior Loan Fund                               | CUSIP: 26244MBE1<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $746438.78     | 0.03%             | 2030-10-15      | Floating      | 7.31%                 | 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        |    -290000 | OU      | $-350946.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/2/2026   /      | EURO FORWARDVIREMAIN CONTRACT 2/2/2026   /               | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -4275000 | OU      | $-5098234.23   | -0.18%            |  |  |  | No            | 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      |
| 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      | $318000.00     | 0.01%             | 2029-07-20      | Variable      | 0.00%                 | Yes           | 2                  | 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      | $137426.71     | 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      | $1770862.60    | 0.06%             | 2029-10-15      | Variable      | 0.00%                 | Yes           | 2                  | 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      | $3887373.60    | 0.14%             | 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      | $2648499.05    | 0.09%             | 2030-04-15      | Variable      | 0.00%                 | Yes           | 2                  | 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      | $3891927.20    | 0.14%             | 2038-01-20      | Variable      | 0.00%                 | Yes           | 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      | $6452562.83    | 0.23%             | 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      | $8438306.60    | 0.30%             | 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      | $5513851.20    | 0.20%             | 2032-01-25      | Variable      | 0.00%                 | Yes           | 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      | $14688030.00   | 0.52%             | 2033-01-15      | Variable      | 0.00%                 | 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      | $12999179.33   | 0.46%             | 2037-04-15      | Variable      | 0.00%                 | Yes           | 2                  | 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      | $9039914.40    | 0.32%             | 2037-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2024-1 Ltd.                   | CUSIP: 69703QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $724561.20     | 0.03%             | 2032-10-15      | Floating      | 10.83%                | 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      | $6328029.60    | 0.23%             | 2032-10-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -130000 | OU      | $-154936.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -400000 | OU      | $-477517.82    | -0.02%            |  |  |  | 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        |    -130000 | OU      | $-155735.48    | -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      | $-420009.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -100000 | OU      | $-117985.00    | -0.00%            |  |  |  | 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      | $3128568.35    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/14/2025   /     | EURO FORWARDVIREMAIN CONTRACT 8/14/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -149132000 | OU      | $-176212307.40 | -6.29%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -410000 | OU      | $-486538.89    | -0.02%            |  |  |  | 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      | $-433749.13    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -370000 | OU      | $-439925.24    | -0.02%            |  |  |  | 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      | $-398153.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sixth Street CLO LTD.                           | Sixth Street CLO XXII Ltd.                               | CUSIP: 83011LAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2325000 | PA      | $2323589.42    | 0.08%             | 2038-04-21      | Floating      | 6.92%                 | Yes           | 2                  | On Loan: No      |
| PENNANTPARK INVESTMENT C                        | PennantPark Investment Corp.                             | CUSIP: 708062AD6<br>LEI: 529900OK432R4C6NQQ73 | Long             | DBT              | CORP              | US        |    4189000 | PA      | $4046909.12    | 0.14%             | 2026-11-01      | Fixed         | 4.00%                 | No            | 2                  | 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              | XX        |   30000000 | PA      | $35339851.57   | 1.26%             | 2041-11-30      | Variable      | 10.55%                | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                | Symphony CLO XXI Ltd.                                    | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |     987242 | PA      | $985188.27     | 0.04%             | 2032-07-15      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE SECURED LENDING                         | Carlyle Secured Lending, Inc.                            | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1226985.60    | 0.04%             | 2030-02-18      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2015-1 CLO Ltd.                    | CUSIP: 87246LAG9<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $741493.05     | 0.03%             | 2030-10-20      | Floating      | 10.33%                | Yes           | 2                  | On Loan: No      |
| Trestles CLO LTD                                | Trestles CLO VI Ltd.                                     | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1498301.55    | 0.05%             | 2038-04-25      | Floating      | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Trestles CLO LTD                                | Trestles CLO VIII Ltd.                                   | CUSIP: 89533DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000743.30    | 0.04%             | 2035-06-11      | Floating      | 0.00%                 | 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      | $1521144.00    | 0.05%             | 2038-04-22      | Floating      | 8.33%                 | Yes           | 2                  | On Loan: No      |
| Archimedes Tech SPAC Partners                   | Archimedes Tech SPAC Partners II Co.                     | CUSIP: G04537117<br>LEI: N/A                  | Long             |  | CORP              | US        |      20250 | NS      | $205942.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXXIV Ltd.                                  | CUSIP: 89643LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $772488.98     | 0.03%             | 2038-04-22      | Floating      | 11.49%                | Yes           | 2                  | On Loan: No      |
| TRINITY CAPITAL INC/MD                          | Trinity Capital, Inc.                                    | CUSIP: 896442AG5<br>LEI: 549300YGT4SBRQYDVU48 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $970404.00     | 0.03%             | 2026-08-24      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -270000 | OU      | $-321791.93    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -430000 | OU      | $-513331.66    | -0.02%            |  |  |  | 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        |    -300000 | OU      | $-359389.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -120000 | OU      | $-141582.01    | -0.01%            |  |  |  | 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      | $-443853.64    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| COEPTIS THERAPEUTICS HOLDING                    | Coeptis Therapeutics Holdings, Inc.                      | CUSIP: 19207A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       1930 | NC      | $45.36         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                      | Capital One Financial Corp.                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |         -1 | NS      | $-212.76       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Columbus Acquisition Corp                       | Columbus Acquisition Corp.                               | CUSIP: G2295P123<br>LEI: N/A                  | Long             |  | CORP              | SG        |      40000 | NS      | $412800.00     | 0.01%             |  |  |  | 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      | $97320524.76   | 3.47%             |  |  |  | Yes           | N/A                | On Loan: No      |
| CORE SPACES FUND IV LP   /                      | CORE SPACES FUND IV LP   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $4799959.00    | 0.17%             |  |  |  | Yes           | 3                  | 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      | $29.32         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Lionheart Holdings                              | Lionheart Holdings - Class A                             | CUSIP: G5501C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28344 | NS      | $298745.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LIONHEART HOLDINGS - CL A                       | Lionheart Holdings                                       | CUSIP: G5501C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      14172 | NC      | $4211.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                    | Chevron Corp.                                            | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -211 | NS      | $-30213.09     | -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        |    4115700 | PA      | $4255803.49    | 0.15%             | 2034-04-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Digital Asset Acquisition Corp                  | Digital Asset Acquisition Corp.                          | CUSIP: G2868C129<br>LEI: N/A                  | Long             |  | CORP              | US        |      11256 | NS      | $122577.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Driehaus Event Driven Fund                      | Driehaus Event Driven Fund                               | CUSIP: 262028814<br>LEI: 54930083K72EKHCON298 | Long             |  | RF                | US        |    1629208 | NS      | $20153299.15   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Distoken Acquisition Corp                       | Distoken Acquisition Corp.                               | CUSIP: G27740136<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |      31924 | NC      | $8961.07       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| DISTOKEN ACQUISITION CORP                       | Distoken Acquisition Corp.                               | CUSIP: G27740102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      31924 | NC      | $3543.56       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| DMY SQUARED TECHNOLOGY GR-A                     | dMY Squared Technology Group, Inc.                       | CUSIP: 233276112<br>LEI: 549300B5MTR1IYKX0H51 | N/A              | DE               | CORP              | US        |       9836 | NC      | $18786.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA INV VI SUKI L.P.   /                 | HEDOSOPHIA INV VI SUKI L.P.   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1236000.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| HEDOSOPHIA INVEST FUND LP SHIFT 5   /           | HEDOSOPHIA INVEST FUND LP SHIFT 5   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1264286.00    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| HEDOSOPHIA HS INVEST FUND LP BESTOW   /         | HEDOSOPHIA HS INVEST FUND LP BESTOW   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $4751538.00    | 0.17%             |  |  |  | Yes           | 3                  | 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      | $3590.46       | 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      | $797.88        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HORIZON SPACE ACQUISITION II C                  | HORIZON SPACE ACQUISITION II Corp.                       | CUSIP: G4627B129<br>LEI: N/A                  | Long             |  | CORP              | US        |      35000 | NS      | $360850.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA HS INVEST FUND LP   /                | HEDOSOPHIA HS INVEST FUND LP   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | XX        |          1 | NS      | $363776.65     | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HEDOSOPHIA RULA INVESTMENTS VI   /              | HEDOSOPHIA RULA INVESTMENTS VI   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $9831804.00    | 0.35%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HEDOSOPHIA VINTED INVESTMENTS VI   /            | HEDOSOPHIA VINTED INVESTMENTS VI   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $2482928.00    | 0.09%             |  |  |  | Yes           | 3                  | 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             | EC               | RF                | US        |          1 | NS      | $923866.56     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Haymaker Acquisition Corp 4                     | Haymaker Acquisition Corp. 4                             | CUSIP: G4375F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20342 | NS      | $225796.20     | 0.01%             |  |  |  | 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      | $2542.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IB Acquisition Corp                             | IB Acquisition Corp.                                     | CUSIP: 44934N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      47773 | NS      | $495883.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Legato Merger Corp III                          | Legato Merger Corp. III                                  | CUSIP: G5451A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     117246 | NS      | $1252187.28    | 0.04%             |  |  |  | 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      | $13489.15      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LINDEN INVESTORS LP    /                        | LINDEN INVESTORS LP    /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $29033564.78   | 1.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LEONARD VALVE TERM LOAN 09/30/2027   /          | LEONARD VALVE TERM LOAN 09/30/2027   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6982500 | PA      | $6982500.00    | 0.25%             | 2027-09-30      | Variable      | 9.80%                 | No            | 3                  | On Loan: No      |
| Live Oak Acquisition Corp V                     | Live Oak Acquisition Corp. V                             | CUSIP: G5509P128<br>LEI: N/A                  | Long             |  | CORP              | US        |      45000 | NS      | $483750.00     | 0.02%             |  |  |  | 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      | $208300.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LAUNCH ONE ACQUISITION CORP                     | Launch One Acquisition Corp.                             | CUSIP: G5S86M126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      10000 | NC      | $2800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Launch Two Acquisition Corp                     | Launch Two Acquisition Corp. - Class A                   | CUSIP: G5S87A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35000 | NS      | $364700.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio - Class Institutional         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   19970238 | PA      | $19970237.94   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| NAMIB MINERALS                                  | Namib Minerals                                           | CUSIP: G63638111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      16500 | NC      | $3217.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 62   /       | NEUBERGER BERMAN LOAN ADVISERS CLO 62   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1920000 | PA      | $1920000.00    | 0.07%             | 2028-06-24      | 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      | $120.15        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Nabors Energy Transition Corp                   | Nabors Energy Transition Corp. II - Class A              | CUSIP: G6363K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45622 | NS      | $506404.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NABORS ENERGY TRANSITION C-A                    | Nabors Energy Transition Corp. II                        | CUSIP: G6363K114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      22811 | NC      | $10721.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NewHold Investment Corp III                     | NewHold Investment Corp. III                             | CUSIP: G6486E128<br>LEI: N/A                  | Long             |  | CORP              | US        |      45000 | NS      | $463500.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NKGEN BIOTECH INC                               | NKGen Biotech, Inc.                                      | CUSIP: 65488A119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        577 | NC      | $23.08         | 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      | $139.37        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SEER CAPITAL REG CAPITAL RELIEF FUND   /        | SEER CAPITAL REG CAPITAL RELIEF FUND   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $7287695.56    | 0.26%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SWEDISH KRONA  /                                | SWEDISH KRONA  /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | SE        |    3349719 | OU      | $354059.28     | 0.01%             |  |  |  | No            | 1                  | 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      | $126.12        | 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        |   11219129 | PA      | $11948724.67   | 0.43%             | 2033-10-20      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| SIM Acquisition Corp I                          | SIM Acquisition Corp. I - Class A                        | CUSIP: G8431T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20000 | NS      | $208600.00     | 0.01%             |  |  |  | No            | 1                  | 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      |
| SOUTHLAND HOLDINGS INC                          | Southland Holdings, Inc.                                 | CUSIP: 84445C118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        444 | NC      | $86.58         | 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        |  105958640 | PA      | $105958639.85  | 3.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                    | Synopsys, Inc.                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |        -38 | NS      | $-19481.84     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Opportunistic Credit Interval                   | Opportunistic Credit Interval Fund - Class USD INC       | CUSIP: 68390R105<br>LEI: 549300NJWLK76QJGNF34 | Long             |  | RF                | US        |    3136671 | NS      | $36416751.11   | 1.30%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Soulpower Acquisition Corp                      | Soulpower Acquisition Corp.                              | CUSIP: G82745129<br>LEI: N/A                  | Long             |  | CORP              | US        |      40500 | NS      | $412290.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spark I Acquisition Corp                        | Spark I Acquisition Corp.                                | CUSIP: G8316B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11894 | NS      | $129644.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SPARK I ACQUISITION CORP                        | Spark I Acquisition Corp.                                | CUSIP: G8316B118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       5947 | NC      | $1138.85       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar V Capital Corp                          | Stellar V Capital Corp.                                  | CUSIP: G8475V129<br>LEI: N/A                  | Long             |  | CORP              | US        |      25000 | NS      | $253750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sizzle Acquisition Corp II                      | Sizzle Acquisition Corp. II                              | CUSIP: G8193F125<br>LEI: N/A                  | Long             |  | CORP              | US        |      45000 | NS      | $458100.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Acquisition Corp                          | Titan Acquisition Corp.                                  | CUSIP: G8901A129<br>LEI: N/A                  | Long             |  | CORP              | US        |      42500 | NS      | $432650.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tavia Acquisition Corp                          | Tavia Acquisition Corp.                                  | CUSIP: G86880138<br>LEI: N/A                  | Long             |  | CORP              | GB        |      26253 | NS      | $268830.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trailblazer Merger Corp I                       | Trailblazer Merger Corp. I                               | CUSIP: 89278D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27573 | NS      | $322879.83     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trailblazer Merger Corp I                       | Trailblazer Merger Corp. I                               | CUSIP: 89278D125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      27573 | NC      | $10615.61      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 9/15/2025   /     | EURO FORWARDVIREMAIN CONTRACT 9/15/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -41000000 | OU      | $-48546837.91  | -1.73%            |  |  |  | No            | 2                  | 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      | $879159.58     | 0.03%             | 2038-04-15      | Floating      | 7.73%                 | Yes           | 2                  | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                         | Franklin BSP Capital Corp.                               | CUSIP: 12325JAJ0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147018.00     | 0.01%             | 2026-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2018-III Ltd.                               | CUSIP: 12551YAG8<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003063.80    | 0.04%             | 2031-07-18      | Floating      | 7.38%                 | 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        |     270024 | PA      | $2.70          | 0.00%             | 2035-02-25      | Variable      | 0.28%                 | No            | 2                  | 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      | $-133117.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  02/20/2026   /   | EURO FORWARDVIREMAIN CONTRACT  02/20/2026   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -540000 | OU      | $-644649.06    | -0.02%            |  |  |  | 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      | $-6631821.82   | -0.24%            |  |  |  | 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      | $-347409.92    | -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      | $-158000.67    | -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        |    -640000 | OU      | $-768017.34    | -0.03%            |  |  |  | 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      | $-328612.90    | -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      | $1923022.15    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| EUR FORWARD FIRST Trust CONTRACT 07/22/2025   / | EUR FORWARD FIRST Trust CONTRACT 07/22/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -190000 | OU      | $-224171.51    | -0.01%            |  |  |  | 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      | $-527825.95    | -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        |    -410000 | OU      | $-500497.11    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -750000 | OU      | $-886670.16    | -0.03%            |  |  |  | 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        |    -730000 | OU      | $-876958.30    | -0.03%            |  |  |  | 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      | $-7295489.87   | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| EUR FORWARD FIRST Trust CONTRACT 10/22/2025   / | EUR FORWARD FIRST Trust CONTRACT 10/22/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -6000000 | OU      | $-7120081.36   | -0.25%            |  |  |  | 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        |    -400000 | OU      | $-481943.48    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  11/21/2025   /   | EURO FORWARDVIREMAIN CONTRACT  11/21/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -380000 | OU      | $-451815.11    | -0.02%            |  |  |  | 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      | $-13185751.00  | -0.47%            |  |  |  | No            | 2                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 8/14/2025   /     | GBP FORWARD VIREMAIN CONTRACT 8/14/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |    1400000 | OU      | $1922271.58    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                         | Franklin BSP Capital Corp.                               | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4657171.50    | 0.17%             | 2029-06-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Galaxy CLO Ltd                                  | Galaxy XXI CLO Ltd.                                      | CUSIP: 36320WAS5<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002209.30    | 0.04%             | 2031-04-20      | Floating      | 7.18%                 | Yes           | 2                  | On Loan: No      |
| Generate CLO Ltd.                               | Generate CLO 12 Ltd.                                     | CUSIP: 37147WAA3<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1008609.60    | 0.04%             | 2036-07-20      | Floating      | 12.67%                | Yes           | 2                  | On Loan: No      |
| GoldenTree Loan Management US                   | Goldentree Loan Management U.S. CLO 5 Ltd.               | CUSIP: 38138DBE5<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1004972.00    | 0.04%             | 2032-10-20      | Floating      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                               | Golub Capital BDC, Inc.                                  | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $953977.00     | 0.03%             | 2027-02-15      | Fixed         | 2.05%                 | 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      | $1998502.00    | 0.07%             | 2029-09-12      | Fixed         | 5.80%                 | 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      | $-35938.96     | -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        |    -300000 | OU      | $-364616.93    | -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        |    -420000 | OU      | $-504011.38    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -140000 | OU      | $-165179.01    | -0.01%            |  |  |  | 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      | $-575810.13    | -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      | $-5136809.32   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -1020000 | OU      | $-1205871.41   | -0.04%            |  |  |  | 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      | $-420459.46    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -110000 | OU      | $-130534.82    | -0.00%            |  |  |  | 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      | $-144583.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -880000 | OU      | $-1046308.67   | -0.04%            |  |  |  | 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      | $-724018.24    | -0.03%            |  |  |  | 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      | $4517648.10    | 0.16%             | 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      | $1209900.00    | 0.04%             | 2037-10-16      | Floating      | 7.61%                 | Yes           | 2                  | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXXV Ltd.                                      | CUSIP: 55954UAE3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1515640.35    | 0.05%             | 2036-10-25      | Floating      | 11.53%                | Yes           | 2                  | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXVI Ltd.                                      | CUSIP: 55954YBC8<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1993142.60    | 0.07%             | 2038-01-25      | Floating      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XX Ltd.                                        | CUSIP: 55955BAA2<br>LEI: 5493001WZ3LKC11Q9C47 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1005791.90    | 0.04%             | 2031-04-20      | Floating      | 9.88%                 | Yes           | 2                  | On Loan: No      |
| MENLO CLO                                       | Menlo CLO I Ltd.                                         | CUSIP: 586915AG5<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1006004.10    | 0.04%             | 2038-01-20      | Floating      | 7.52%                 | Yes           | 2                  | On Loan: No      |
| MENLO CLO                                       | Menlo Clo II Ltd.                                        | CUSIP: 586916AE8<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999684.40     | 0.04%             | 2038-04-20      | Floating      | 7.63%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -410000 | OU      | $-488647.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -870000 | OU      | $-1038601.27   | -0.04%            |  |  |  | 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        |    -360000 | OU      | $-431267.48    | -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        |    -120000 | OU      | $-143952.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /     | EURO FORWARDVIREMAIN CONTRACT 8/22/2025   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -540000 | OU      | $-638402.51    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  09/15/2025   /   | EURO FORWARDVIREMAIN CONTRACT  09/15/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -38060000 | OU      | $-45065674.41  | -1.61%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |     -80000 | OU      | $-94934.42     | -0.00%            |  |  |  | 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      | $-337360.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -500000 | OU      | $-594493.56    | -0.02%            |  |  |  | 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      | $-11244808.18  | -0.40%            |  |  |  | No            | 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      | $1000049.20    | 0.04%             | 2037-10-20      | Floating      | 7.37%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                  | Morgan Stanley Eaton Vance CLO 2023-19 Ltd.              | CUSIP: 617934AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001563.90    | 0.04%             | 2038-07-15      | Floating      | 7.31%                 | 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      | $1001667.00    | 0.04%             | 2038-07-15      | Floating      | 8.81%                 | 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      | $7500797.09    | 0.27%             | 2033-01-22      | Variable      | 0.00%                 | 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      | $1004902.70    | 0.04%             | 2037-07-15      | Floating      | 8.86%                 | 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      | $7086952.00    | 0.25%             | 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      | $13820216.74   | 0.49%             | 2039-07-17      | Variable      | 0.00%                 | Yes           | 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      | $1002876.70    | 0.04%             | 2038-01-15      | Floating      | 7.11%                 | Yes           | 2                  | On Loan: No      |
| Newark BSL CLO 2 Ltd.                           | Newark BSL CLO 2 Ltd.                                    | CUSIP: 65023PAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $998003.80     | 0.04%             | 2030-07-25      | Floating      | 7.69%                 | Yes           | 2                  | On Loan: No      |
| NORTH HAVEN PRIVATE INC                         | North Haven Private Income Fund LLC                      | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2690158.50    | 0.10%             | 2030-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                     | OCP CLO 2014-5 Ltd.                                      | CUSIP: 67103SAJ2<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $686642.60     | 0.02%             | 2031-04-26      | Floating      | 10.24%                | Yes           | 2                  | On Loan: No      |
| OZLM Ltd                                        | OZLM VI Ltd.                                             | CUSIP: 67108LBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002210.80    | 0.04%             | 2031-04-17      | Floating      | 7.18%                 | Yes           | 2                  | On Loan: No      |
| OZLM Ltd                                        | OZLM VI Ltd.                                             | CUSIP: 67108PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1164947.50    | 0.04%             | 2031-04-17      | Floating      | 10.59%                | Yes           | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                          | Oaktree Specialty Lending Corp.                          | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $958911.00     | 0.03%             | 2027-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                          | Oaktree Specialty Lending Corp.                          | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3090036.00    | 0.11%             | 2029-02-15      | Fixed         | 7.10%                 | No            | 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      | $1000000.00    | 0.04%             | 2038-07-15      | Floating      | 0.00%                 | 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      | $1000000.00    | 0.04%             | 2038-07-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners XX                  | Octagon Investment Partners XXII Ltd.                    | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002781.50    | 0.04%             | 2030-01-22      | Floating      | 7.28%                 | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners XV                  | Octagon Investment Partners XVII Ltd.                    | CUSIP: 67590GBQ1<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    1550000 | PA      | $1556039.89    | 0.06%             | 2031-01-25      | Floating      | 7.04%                 | Yes           | 2                  | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                        | Blue Owl Technology Finance Corp.                        | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997548.00     | 0.04%             | 2025-12-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BLUE OWL CREDIT INCOME                          | Blue Owl Credit Income Corp.                             | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1069531.00    | 0.04%             | 2028-06-13      | Fixed         | 7.95%                 | No            | 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      | $1039151.00    | 0.04%             | 2026-11-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                        | Blue Owl Technology Finance Corp.                        | CUSIP: 69121JAB3<br>LEI: 549300E3NGSRX11L0S09 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3569170.50    | 0.13%             | 2029-04-04      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                           | Blue Owl Capital Corp.                                   | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2997708.00    | 0.11%             | 2025-07-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                           | Blue Owl Capital Corp.                                   | CUSIP: 69122JAC0<br>LEI: 5493003BCZ22YM5BRK17 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1931756.00    | 0.07%             | 2027-04-13      | Fixed         | 3.12%                 | 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      | $6058346.45    | 0.22%             | 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      | $12837547.13   | 0.46%             | 2032-08-08      | 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      | $5096663.75    | 0.18%             | 2031-04-15      | Variable      | 0.00%                 | Yes           | 2                  | 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      | $12318585.90   | 0.44%             | 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      | $7855014.40    | 0.28%             | 2037-01-20      | Variable      | 0.00%                 | Yes           | 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      | $11033769.30   | 0.39%             | 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      | $18888119.36   | 0.67%             | 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      | $13439647.20   | 0.48%             | 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      | $8478522.98    | 0.30%             | 2038-07-20      | Variable      | 0.00%                 | Yes           | 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      | $648411.27     | 0.02%             | 2034-10-15      | Floating      | 7.26%                 | Yes           | 2                  | On Loan: No      |
| Post CLO LTD                                    | Post CLO 2023-1 Ltd.                                     | CUSIP: 73743CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1004408.10    | 0.04%             | 2036-04-20      | Floating      | 9.52%                 | 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      | $1014907.40    | 0.04%             | 2037-04-20      | Floating      | 11.07%                | Yes           | 2                  | On Loan: No      |
| Rad CLO Ltd                                     | Rad CLO 15 Ltd.                                          | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000000.00    | 0.04%             | 2040-07-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Regatta VII Funding Ltd                         | Regatta VII Funding Ltd.                                 | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1502884.20    | 0.05%             | 2034-06-20      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| Alphatime Acquisition Corp                      | Alphatime Acquisition Corp.                              | CUSIP: G0223V139<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      19429 | NC      | $3885.80       | 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      | $584.81        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AlphaVest Acquisition Corp                      | AlphaVest Acquisition Corp.                              | CUSIP: G0283A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      24475 | NC      | $7340.05       | 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               | CORP              | US        |          1 | NS      | $10874354.72   | 0.39%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bleichroeder Acquisition Corp                   | Bleichroeder Acquisition Corp. I                         | CUSIP: G1169T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20000 | NS      | $206600.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bleichroeder Acquisition Corp                   | Bleichroeder Acquisition Corp. I                         | CUSIP: G1169T138<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      20000 | NC      | $6830.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BAILARD REAL ESTATE LP   /                      | BAILARD REAL ESTATE LP   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |    2392449 | NS      | $74094156.83   | 2.64%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Bayview Acquisition Corp                        | Bayview Acquisition Corp.                                | CUSIP: 07323B118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      26811 | NC      | $6702.75       | 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        |    2500000 | PA      | $1813985.75    | 0.06%             | 2035-04-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Castelo                                         | Castelo 2021-1                                           | CUSIP: BCC31LNM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | PT        |     852721 | PA      | $1007515.03    | 0.04%             | 2037-08-15      | Floating      | 11.16%                | 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      | $4118050.79    | 0.15%             | 2028-04-01      | Variable      | 15.21%                | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                | Deutsche Bank A.G./CRAFT                                 | CUSIP: BCC32J802<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |   16123142 | PA      | $16195695.75   | 0.58%             | 2029-02-21      | Floating      | 13.08%                | No            | 2                  | 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      | $2098200.32    | 0.07%             | 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      | $147956.18     | 0.01%             | 2031-10-15      | Variable      | 0.00%                 | 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 2025-2 DAC           | CUSIP: BCC3M6M36<br>LEI: 254900595EZPT26ANZ17 | Long             | ABS-CBDO         | CORP              | IE        |    8050000 | PA      | $9482860.17    | 0.34%             | 2035-02-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| PYMAG 12  WAREHOUSE VAR RT 12/31/2039   /       | PYMAG 12  WAREHOUSE VAR RT 12/31/2039   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | ES        |    5500000 | PA      | $6478972.79    | 0.23%             | 2039-12-31      | Variable      | 9.04%                 | No            | 2                  | On Loan: No      |
| Magdalena                                       | PYMES Magdalena                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |   42500000 | PA      | $50064789.73   | 1.79%             | 2039-12-31      | Floating      | 9.04%                 | No            | 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        |  282969000 | PA      | $44676023.87   | 1.59%             | 2035-06-25      | Variable      | 8.66%                 | No            | 2                  | 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      | $1066.64       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PAPAYA GROWTH OPPORTUNI-CL A                    | Papaya Growth Opportunity Corp. I                        | CUSIP: 69882P110<br>LEI: 549300U6L3FU6EKJUM40 | N/A              | DE               | CORP              | US        |        522 | NC      | $31.32         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ADVANTAGE CAP HLDGS WARRANTS   /                | ADVANTAGE CAP HLDGS WARRANTS   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        287 | NC      | $237168.19     | 0.01%             |  |  |  | No            | 3                  | 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 Capital BDC Inc                   | Palmer Square Capital BDC, Inc.                          | CUSIP: 69702V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1429046 | NS      | $19949482.16   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| CO2 Energy Transition Corp                      | CO2 Energy Transition Corp.                              | CUSIP: 12664M202<br>LEI: N/A                  | Long             |  | CORP              | US        |      21424 | NS      | $220881.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New Providence Acquisition Cor                  | New Providence Acquisition Corp. III                     | CUSIP: G6476A128<br>LEI: N/A                  | Long             |  | CORP              | US        |      22500 | NS      | $235125.00     | 0.01%             |  |  |  | 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.                      | CUSIP: G6439S125<br>LEI: N/A                  | Long             |  | CORP              | US        |      20000 | NS      | $207000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NUKKLEUS INC                                    | Nukkleus, Inc.                                           | CUSIP: 67054R112<br>LEI: 549300EOLUCX2ZYTFU74 | N/A              | DE               | CORP              | US        |        384 | NC      | $46.04         | 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      | $0.97          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NorthView Acquisition Corp                      | NorthView Acquisition Corp.                              | CUSIP: 66718N129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       3780 | NC      | $718.20        | 0.00%             |  |  |  | No            | 1                  | 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             | EC               | RF                | US        |          1 | NS      | $6688233.61    | 0.24%             |  |  |  | Yes           | 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             | EC               | RF                | US        |          1 | NS      | $6004679.31    | 0.21%             |  |  |  | Yes           | 3                  | 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        |   11969370 | PA      | $12002696.19   | 0.43%             | 2028-06-24      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| OLD ORCHARD CRDIT FUND LP   /                   | OLD ORCHARD CRDIT FUND LP   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $24713585.79   | 0.88%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ONEMEDNET CORP                                  | OneMedNet Corp.                                          | CUSIP: 68270C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       2151 | NC      | $48.40         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SYNTEC OPTICS HOLDINGS INC                      | Syntec Optics Holdings, Inc.                             | CUSIP: 87169M113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        840 | NC      | $54.60         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OSR HOLDINGS INC                                | OSR Holdings, Inc.                                       | CUSIP: 68840D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      16328 | NC      | $1053.16       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oyster Enterprises II Acquisit                  | Oyster Enterprises II Acquisition Corp.                  | CUSIP: G6861F120<br>LEI: N/A                  | Long             |  | CORP              | US        |      22500 | NS      | $227700.00     | 0.01%             |  |  |  | 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      | $499950.01     | 0.02%             |  |  |  | No            | 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      | $1019885.80    | 0.04%             | 2038-04-15      | Floating      | 11.11%                | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman CLO XVI-S Ltd.                          | CUSIP: 64131TAY0<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999760.90     | 0.04%             | 2039-04-15      | Floating      | 5.49%                 | Yes           | 2                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                        | New Mountain Finance Corp.                               | CUSIP: 647551308<br>LEI: 549300L1MPTT1H7SES77 | Long             | EP               | CORP              | US        |      20000 | NS      | $509200.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                        | New Mountain Finance Corp.                               | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4075908.00    | 0.15%             | 2029-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| U.S. Bank National Association                  | U.S. Bank N.A.                                           | CUSIP: 90357PBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11830073 | PA      | $11736614.98   | 0.42%             | 2032-02-25      | Floating      | 11.81%                | Yes           | 2                  | On Loan: No      |
| Venture CDO Ltd                                 | Venture 38 CLO Ltd.                                      | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |     881599 | PA      | $879686.79     | 0.03%             | 2032-07-30      | Floating      | 5.28%                 | 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      | $997905.70     | 0.04%             | 2032-07-20      | Floating      | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2014-1 Ltd.                                     | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2009573.00    | 0.07%             | 2031-04-18      | Floating      | 7.33%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2013-1 Ltd.                                     | CUSIP: 92917CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $502012.40     | 0.02%             | 2030-10-15      | Floating      | 7.47%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2024-2 DAC                    | CUSIP: 999999999<br>LEI: 2549001Y8MR5PODEEG55 | Long             | ABS-CBDO         | CORP              | IE        |    4500000 | PA      | $5231270.94    | 0.19%             | 2037-10-15      | Floating      | 10.52%                | No            | 2                  | 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      | $9894640.12    | 0.35%             | 2037-10-15      | Variable      | 0.00%                 | No            | 2                  | 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      | $14574559.66   | 0.52%             | 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      | $9292230.80    | 0.33%             | 2034-05-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2023-1 DAC                    | CUSIP: 999999999<br>LEI: 54930088SCW7OACNS247 | Long             | ABS-CBDO         | CORP              | IE        |    1700000 | PA      | $1937835.79    | 0.07%             | 2038-01-15      | Floating      | 10.55%                | No            | 2                  | On Loan: No      |
| Pymes Magdalena                                 | Fondo de Titulizacion Magdalena 11                       | CUSIP: BCC3JL3Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |   15483234 | PA      | $18157096.63   | 0.65%             | 2054-07-04      | Floating      | 8.74%                 | No            | 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        |  130916180 | PA      | $13747658.77   | 0.49%             | 2034-12-25      | Variable      | 8.81%                 | No            | 2                  | 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        |    5000000 | PA      | $6873507.21    | 0.25%             | 2030-12-16      | Variable      | 8.71%                 | No            | 2                  | 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        |   19000000 | PA      | $26178270.42   | 0.93%             | 2030-12-16      | Variable      | 11.56%                | No            | 2                  | 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        |   21008859 | PA      | $24681511.46   | 0.88%             | 2036-10-30      | Variable      | 9.63%                 | No            | 2                  | 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      | $6599846.86    | 0.24%             | 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      | $28000000.00   | 1.00%             | 2030-02-15      | Variable      | 10.89%                | No            | 2                  | 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      | $7317021.77    | 0.26%             | 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        |   36797000 | PA      | $43346683.94   | 1.55%             | 2045-12-30      | Variable      | 9.72%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                | Deutsche Bank A.G./GATE 2025-1                           | CUSIP: BCC3LQKC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |    9500000 | PA      | $11190953.00   | 0.40%             | 2035-10-25      | Floating      | 11.79%                | No            | 2                  | On Loan: No      |
| LEGO 2023-1 B WH VAR RT 6/25/2035   /           | LEGO 2023-1 B WH VAR RT 6/25/2035   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | DK        |   33135000 | PA      | $5231456.63    | 0.19%             | 2035-06-25      | Variable      | 8.66%                 | No            | 3                  | 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      | $11190953.00   | 0.40%             | 2038-07-15      | Variable      | 0.00%                 | No            | 2                  | 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      | $0.00          | 0.00%             | 2028-05-29      | None          | 12.50%                | No            | 3                  | On Loan: No      |
| BC PARTNERS LENDING Corp.   /                   | BC PARTNERS LENDING Corp.   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |     567120 | NS      | $11262996.21   | 0.40%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BENEFICIENT - CLASS A                           | Beneficient                                              | CUSIP: 08178Q119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       2223 | NC      | $12.00         | 0.00%             |  |  |  | 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      | $17486.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BLACK HAWK TENDERED SHARES   /                  | BLACK HAWK TENDERED SHARES   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     126020 | NS      | $1339592.60    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Blue Water Acquisition Corp II                  | Blue Water Acquisition Corp. III                         | CUSIP: G1368E122<br>LEI: N/A                  | Long             |  | CORP              | US        |      50000 | NS      | $500250.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bowen Acquisition Corp                          | Bowen Acquisition Corp.                                  | CUSIP: G12729128<br>LEI: 5493000ECOCYNGTKBW41 | N/A              | DE               | CORP              | US        |       9200 | NC      | $1932.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cayson Acquisition Corp                         | Cayson Acquisition Corp.                                 | CUSIP: G1993W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31500 | NS      | $325080.00     | 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      | $3991.05       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp X                        | Churchill Capital Corp. X                                | CUSIP: G2130T124<br>LEI: N/A                  | Long             |  | CORP              | US        |      22500 | NS      | $231750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cliffwater Corporate Lending F                  | Cliffwater Corporate Lending Fund - Class I              | CUSIP: 186854204<br>LEI: 549300H513RTF4I5T758 | Long             |  | RF                | US        |     886904 | NS      | $9596305.12    | 0.34%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Cliffwater Enhanced Lending Fu                  | Cliffwater Enhanced Lending Fund - Class I               | CUSIP: 18685P108<br>LEI: 549300GSOYHH68H7U345 | Long             |  | RF                | US        |    7333977 | NS      | $81847188.19   | 2.92%             |  |  |  | Yes           | 1                  | On Loan: No      |
| CERO THERAPEUTICS HOLDINGS I                    | CERo Therapeutics Holdings, Inc.                         | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         53 | NC      | $1.11          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp                   | Crane Harbor Acquisition Corp.                           | CUSIP: G24979125<br>LEI: N/A                  | Long             |  | CORP              | US        |      25000 | NS      | $258750.00     | 0.01%             |  |  |  | No            | 1                  | 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      | $359800.00     | 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      | $5250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHENGHE ACQUISITION II CO                       | Chenghe Acquisition II Co.                               | CUSIP: G20873116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      13648 | NC      | $1199.66       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHENGHE ACQUISITION TENDERED SHARES   /         | CHENGHE ACQUISITION TENDERED SHARES   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      27296 | NS      | $283332.48     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Chime Financial Inc                             | Chime Financial, Inc. - Class A                          | CUSIP: 16935C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     536749 | NS      | $18523207.99   | 0.66%             |  |  |  | No            | 1                  | 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        |    3302541 | PA      | $3302540.86    | 0.12%             | 2025-08-29      | Variable      | 24.09%                | No            | 3                  | On Loan: No      |
| COLOMBIER ACQUISITION CORP-A                    | Colombier Acquisition Corp. II                           | CUSIP: G2283U118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       4299 | NC      | $16121.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DENALI CAPITAL ACQUISITION-A                    | Denali Capital Acquisition Corp.                         | CUSIP: G6256B114<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               | CORP              | US        |       9833 | NC      | $688.31        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roman DBDR Acquisition Corp II                  | Roman DBDR Acquisition Corp. II                          | CUSIP: G7633M120<br>LEI: N/A                  | Long             |  | CORP              | US        |      40000 | NS      | $422800.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DSC MERIDIAN LP    /                            | DSC MERIDIAN LP    /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $36856786.97   | 1.32%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BIG TREE CLOUD HOLDINGS LTD                     | Big Tree Cloud Holdings Ltd.                             | CUSIP: G1263B116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      18409 | NC      | $296.38        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Cloud Star Acquisition Corp                  | DT Cloud Star Acquisition Corp.                          | CUSIP: G2853N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35000 | NS      | $363650.00     | 0.01%             |  |  |  | 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      | $3850.00       | 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      | $27200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynamix Corp                                    | Dynamix Corp.                                            | CUSIP: G2949D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25000 | NS      | $254750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DYNAMIX CORP                                    | Dynamix Corp.                                            | CUSIP: G2949D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      12500 | NC      | $4500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EISLER CAPTIAL MULTI STRATEGY FUND LP   /       | EISLER CAPTIAL MULTI STRATEGY FUND LP   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $31834768.65   | 1.14%             |  |  |  | Yes           | 3                  | 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      | $3264773.79    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| EPIC GAMES    /                                 | EPIC GAMES    /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |      31979 | NS      | $17769131.35   | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| EQV Ventures Acquisition Corp                   | EQV Ventures Acquisition Corp. - Class A                 | CUSIP: G3106N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39999 | NS      | $420389.49     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EQV VENTURES ACQUISITION C-A                    | EQV Ventures Acquisition Corp.                           | CUSIP: G3106N117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      13333 | NC      | $9786.42       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ESH Acquisition Corp                            | ESH Acquisition Corp.                                    | CUSIP: 296424112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      23028 | NC      | $1669.53       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUDA HEALTH HOLDINGS LTD                        | Euda Health Holdings Ltd.                                | CUSIP: G3142E121<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |        264 | NC      | $34.32         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO CURRENCY  /                                | EURO CURRENCY  /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |     307678 | OU      | $362443.01     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eureka Acquisition Corp                         | Eureka Acquisition Corp.                                 | CUSIP: G32168125<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |      15490 | NC      | $3084.06       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREKA TENDERED SHARES   /                      | EUREKA TENDERED SHARES   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      15490 | NS      | $160786.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EVEREST CONSOLIDATOR ACQUISI                    | Everest Consolidator Acquisition Corp.                   | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        460 | NC      | $0.14          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EVE MOBILITY ACQUISITION C-A                    | EVe Mobility Acquisition Corp.                           | CUSIP: G3218G117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       1469 | NC      | $58.91         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Fact II Acquisition Corp                        | Fact II Acquisition Corp.                                | CUSIP: G32901111<br>LEI: N/A                  | Long             |  | CORP              | US        |      40000 | NS      | $410000.00     | 0.01%             |  |  |  | No            | 1                  | 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        |    8148840 | PA      | $7850883.04    | 0.28%             | 2035-01-28      | None          | 0.00%                 | Yes           | N/A                | On Loan: No      |
| Flag Ship Acquisition Corp                      | Flag Ship Acquisition Corp.                              | CUSIP: G3530C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      29513 | NC      | $3833.74       | 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      | $364350.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KOHLBERG CLO    /                               | KOHLBERG CLO    /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $14124546.99   | 0.50%             | 2033-12-28      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| KEERN RIVER CAPITAL    /                        | KEERN RIVER CAPITAL    /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $750000.00     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| K&F Growth Acquisition Corp II                  | K&F Growth Acquisition Corp. II                          | CUSIP: G52258103<br>LEI: N/A                  | Long             |  | CORP              | US        |      25000 | NS      | $257500.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KQ PARTNERS FUND LP   /                         | KQ PARTNERS FUND LP   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $5502748.00    | 0.20%             |  |  |  | Yes           | 3                  | 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      | $7000.00       | 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      | $313950.00     | 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      | $4933.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maywood Acquisition Corp                        | Maywood Acquisition Corp.                                | CUSIP: G6001J115<br>LEI: N/A                  | Long             |  | CORP              | US        |      18750 | NS      | $188062.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| M3-Brigade Acquisition V Corp                   | M3-Brigade Acquisition V Corp. - Class A                 | CUSIP: G63212107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      75000 | NS      | $846750.00     | 0.03%             |  |  |  | No            | 1                  | 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      | $65625.00      | 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      | $110.29        | 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        |   16840163 | PA      | $16475041.78   | 0.59%             | 2028-02-24      | None          | 0.00%                 | Yes           | N/A                | On Loan: No      |
| MISFITS MARKET COMMON SHARES   /                | MISFITS MARKET COMMON SHARES   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23798 | NS      | $880621.19     | 0.03%             |  |  |  | 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      | $3109436.86    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Mountain Lake Acquisition Corp                  | Mountain Lake Acquisition Corp.                          | CUSIP: G6301B119<br>LEI: N/A                  | Long             |  | CORP              | US        |      40000 | NS      | $410000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MULTIMETAVERSE HOLDINGS LTD                     | MultiMetaVerse Holdings Ltd.                             | CUSIP: G6360J136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       1265 | NC      | $2.02          | 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      | $4015147.50    | 0.14%             |  |  |  | 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      | $9262545.00    | 0.33%             |  |  |  | No            | 3                  | 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      | $202.35        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIET SELECT FUND CLASS B   /                   | QUIET SELECT FUND CLASS B   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1266943.00    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| QUIET SELECT FUND CLASS C   /                   | QUIET SELECT FUND CLASS C   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $2786920.00    | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| QUIET SELECT FUND CLASS D   /                   | QUIET SELECT FUND CLASS D   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1520776.00    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Real Asset Acquisition Corp                     | Real Asset Acquisition Corp.                             | CUSIP: G73944129<br>LEI: N/A                  | Long             |  | CORP              | US        |      22500 | NS      | $232650.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rithm Acquisition Corp                          | Rithm Acquisition Corp.                                  | CUSIP: G75751126<br>LEI: N/A                  | Long             |  | CORP              | US        |      11250 | NS      | $116550.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RAISIN 2A COMMON   /                            | RAISIN 2A COMMON   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |        786 | NS      | $10824198.68   | 0.39%             |  |  |  | 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        |     238339 | NS      | $10822973.99   | 0.39%             |  |  |  | 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      | $2775306.00    | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| Range Capital Acquisition Corp                  | Range Capital Acquisition Corp.                          | CUSIP: G7375C124<br>LEI: N/A                  | Long             |  | CORP              | US        |      35536 | NS      | $367797.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rising Dragon Acquisition Corp                  | Rising Dragon Acquisition Corp.                          | CUSIP: G7576K107<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      35000 | NS      | $360500.00     | 0.01%             |  |  |  | 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      | $5302.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RF Acquisition Corp II                          | RF Acquisition Corp. II                                  | CUSIP: G75389109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      13377 | NS      | $141662.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RF Acquisition Corp II                          | RF Acquisition Corp. II                                  | CUSIP: G75389117<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |      13377 | NC      | $822.69        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RIVERNORTH CAPITAL PARTNERS LP   /              | RIVERNORTH CAPITAL PARTNERS LP   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $20408242.53   | 0.73%             |  |  |  | Yes           | 3                  | 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      | $4394531.25    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Renatus Tactical Acquisition C                  | Renatus Tactical Acquisition Corp. I                     | CUSIP: G7490F119<br>LEI: N/A                  | Long             |  | CORP              | US        |       5250 | NS      | $66832.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SAVORY III BLOCKED FUND LP   /                  | SAVORY III BLOCKED FUND LP   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1700101.00    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Silverbox Corp IV                               | Silverbox Corp. IV - Class A                             | CUSIP: G81354105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19998 | NS      | $219178.08     | 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      | $6666.00       | 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      | $7500000.17    | 0.27%             |  |  |  | No            | 3                  | On Loan: No      |
| Schonfeld Strategic Partners Fund LLC   /       | Schonfeld Strategic Partners Fund LLC   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $11234900.99   | 0.40%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Siddhi Acquisition Corp                         | Siddhi Acquisition Corp.                                 | CUSIP: G8118C108<br>LEI: N/A                  | Long             |  | CORP              | US        |      45000 | NS      | $463950.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SEER HOME XPRESS LP   /                         | SEER HOME XPRESS LP   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $3584182.00    | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-2 Ltd.                                     | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $991860.50     | 0.04%             | 2031-07-15      | Floating      | 7.27%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2019-1 Ltd.                                     | CUSIP: 92917NBC1<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1008129.20    | 0.04%             | 2037-10-15      | Floating      | 7.31%                 | 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      | $1255327.56    | 0.04%             | 2032-07-20      | Floating      | 8.23%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2020-3 Ltd.                                     | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000711.20    | 0.04%             | 2038-01-20      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| AUDAX SUMMIT SPINE REVOLVER   /                 | AUDAX SUMMIT SPINE REVOLVER   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     121269 | PA      | $119314.40     | 0.00%             | 2028-03-18      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| AUDAX SUMMIT SPINE TL   /                       | AUDAX SUMMIT SPINE TL   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13436567 | PA      | $13220035.54   | 0.47%             | 2028-03-18      | Variable      | 0.00%                 | 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      | $9551.04       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aifeex Nexus Acquisition Corp                   | Aifeex Nexus Acquisition Corp.                           | CUSIP: G8089R126<br>LEI: N/A                  | Long             |  | CORP              | US        |      36000 | NS      | $370080.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Whitebox CLO Ltd                                | Whitebox CLO IV Ltd.                                     | CUSIP: 96467KAU3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000792.90    | 0.04%             | 2036-04-20      | Floating      | 8.18%                 | Yes           | 2                  | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2019-3 Clo Ltd.                    | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |     795598 | PA      | $795989.89     | 0.03%             | 2031-04-15      | Floating      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -410000 | OU      | $-488647.00    | -0.02%            |  |  |  | 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        |    -390000 | OU      | $-467206.44    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 07/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 07/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |     100000 | OU      | $117985.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |      80000 | OU      | $94934.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Artius II Acquisition Inc                       | Artius II Acquisition, Inc.                              | CUSIP: G0509J107<br>LEI: N/A                  | Long             |  | CORP              | US        |      22500 | NS      | $232425.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Acquisition Corp II                        | Ares Acquisition Corp. II                                | CUSIP: G33033104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29085 | NS      | $329533.05     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES ACQUISITION CORP II                        | Ares Acquisition Corp. II                                | CUSIP: G33033120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      21105 | NC      | $23215.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AA Mission Acquisition Corp                     | AA Mission Acquisition Corp. - Class A                   | CUSIP: G1000R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35000 | NS      | $364700.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AA MISSION ACQUISITION COR-A                    | AA Mission Acquisition Corp.                             | CUSIP: G1000R127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      17500 | NC      | $1645.00       | 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      | $331.72        | 0.00%             |  |  |  | No            | 1                  | 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      |
| ADVANTAGE CAPITAL TL 04/14/2027   /             | ADVANTAGE CAPITAL TL 04/14/2027   /                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2885810 | PA      | $2698232.03    | 0.10%             | 2027-04-14      | Variable      | 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      | $15128395.60   | 0.54%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AUDAX MEDTECH TL   /                            | AUDAX MEDTECH TL   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6531250 | PA      | $6415234.10    | 0.23%             | 2032-06-03      | Variable      | 9.56%                 | No            | 3                  | On Loan: No      |
| AUDAX NMA HOLDINGS TL   /                       | AUDAX NMA HOLDINGS TL   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8449412 | PA      | $8339569.41    | 0.30%             | 2028-01-02      | Variable      | 9.56%                 | No            | 3                  | On Loan: No      |
| Audax-Riccobene Co. DDTL Audax Private   /      | Audax-Riccobene Co. DDTL Audax Private   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     617206 | PA      | $608873.41     | 0.02%             | 2028-01-10      | Variable      | 9.31%                 | No            | 3                  | On Loan: No      |
| AUDAX RICCOBENE TL   /                          | AUDAX RICCOBENE TL   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7260558 | PA      | $7162540.64    | 0.26%             | 2027-11-12      | Variable      | 9.33%                 | No            | 3                  | 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            | 2                  | On Loan: No      |
| AIRWALLEX COMMON   /                            | AIRWALLEX COMMON   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     188986 | NS      | $2743509.76    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AIRWALLEX PREF- A   /                           | AIRWALLEX PREF- A   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     160000 | NS      | $2322720.00    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| AIRWALLEX PREF- E   /                           | AIRWALLEX PREF- E   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     143991 | NS      | $2137114.42    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| AIRWALLEX PREF- B2   /                          | AIRWALLEX PREF- B2   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     282196 | NS      | $4106516.19    | 0.15%             |  |  |  | No            | 3                  | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                    | Alchemy Investments Acquisition Corp. 1                  | CUSIP: G0232F133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       9241 | NC      | $978.62        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aldel Financial II Inc                          | Aldel Financial II, Inc.                                 | CUSIP: G01558116<br>LEI: N/A                  | Long             |  | CORP              | US        |      35000 | NS      | $367500.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Centurion Acquisition Corp                      | Centurion Acquisition Corp.                              | CUSIP: G20315100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33486 | NS      | $354281.88     | 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      | $5357.76       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Star Acquisition Corp                     | Alpha Star Acquisition Corp.                             | CUSIP: G0230C132<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       1489 | NC      | $238.39        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                                    | Amedisys, Inc.                                           | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       6404 | NS      | $630089.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AUDAX Co.-INVEST TL    /                        | AUDAX Co.-INVEST TL    /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17256230 | PA      | $17178577.43   | 0.61%             | 2026-10-28      | Variable      | 10.05%                | No            | 3                  | On Loan: No      |
| ANSYS Inc                                       | ANSYS, Inc.                                              | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        110 | NS      | $38634.20      | 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      | $5882.70       | 0.00%             |  |  |  | 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      | $5020587.56    | 0.18%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ARLINGTON CAPITAL PARTNERS FUND LP   /          | ARLINGTON CAPITAL PARTNERS FUND LP   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $2225423.00    | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ARES CAPITAL 2023-1 SUBORDINATED NOTE   /       | ARES CAPITAL 2023-1 SUBORDINATED NOTE   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7150641 | PA      | $7478710.07    | 0.27%             | 2033-07-11      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ARTS SPV SRL WH VAR RT11/30/2041   /            | ARTS SPV SRL WH VAR RT11/30/2041   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   13500000 | PA      | $15902933.21   | 0.57%             | 2041-11-30      | Variable      | 10.55%                | No            | 3                  | On Loan: No      |
| Thayer Ventures Acquisition Co                  | Thayer Ventures Acquisition Corp. II                     | CUSIP: G87890128<br>LEI: N/A                  | Long             |  | CORP              | US        |      18000 | NS      | $183060.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| U.S. INDUSTRIAL CLUB VII LP   /                 | U.S. INDUSTRIAL CLUB VII LP   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $4662889.02    | 0.17%             |  |  |  | No            | 3                  | On Loan: No      |
| ROTH CH ACQUISITION CO                          | Roth CH Acquisition Co.                                  | CUSIP: G88935120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         58 | NC      | $1.17          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UY Scuti Acquisition Corp                       | UY Scuti Acquisition Corp.                               | CUSIP: G93Y0A120<br>LEI: N/A                  | Long             |  | CORP              | US        |      28125 | NS      | $286875.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Acquisition Corp                        | Voyager Acquisition Corp.                                | CUSIP: G93A7H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      65000 | NS      | $674050.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VOYAGER ACQUISITION CORP                        | Voyager Acquisition Corp.                                | CUSIP: G93A7H112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      32500 | NC      | $9100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vine Hill Capital Investment C                  | Vine Hill Capital Investment Corp. - Class A             | CUSIP: G93Y09107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35000 | NS      | $364350.00     | 0.01%             |  |  |  | No            | 1                  | 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      | $5138.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WALLEYE OPPORTUNITIE LP   /                     | WALLEYE OPPORTUNITIE LP   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $54161842.94   | 1.93%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WELLBOURNE FIRST OUT TERM LOAN   /              | WELLBOURNE FIRST OUT TERM LOAN   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1299276 | PA      | $1312268.92    | 0.05%             | 2025-09-01      | Variable      | 11.65%                | No            | 3                  | On Loan: No      |
| WELLBOURNE LAST OUT TERM LOAN   /               | WELLBOURNE LAST OUT TERM LOAN   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2103236 | PA      | $2113752.44    | 0.08%             | 2025-09-01      | Variable      | 14.67%                | No            | 3                  | On Loan: No      |
| WHITEHAWK NEPHRON WARRANTS   /                  | WHITEHAWK NEPHRON WARRANTS   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          1 | NC      | $638123.00     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| WHITEHAWK IV PLUS ONSHORE FUND   /              | WHITEHAWK IV PLUS ONSHORE FUND   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $4621504.97    | 0.16%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WHITEHAWK C3 FINANCE TERM LOAN 04/22/2027   /   | WHITEHAWK C3 FINANCE TERM LOAN 04/22/2027   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7350000 | PA      | $7386750.00    | 0.26%             | 2027-04-22      | Variable      | 12.32%                | No            | 3                  | On Loan: No      |
| WHITEHAWK CHERCO TERM LOAN   /                  | WHITEHAWK CHERCO TERM LOAN   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7500000 | PA      | $7462500.00    | 0.27%             | 2025-09-01      | None          | 14.48%                | No            | 3                  | On Loan: No      |
| WHITEHAWK CHERCO WARRANTS   /                   | WHITEHAWK CHERCO WARRANTS   /                            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    5454545 | NC      | $54545.45      | 0.00%             |  |  |  | No            | 3                  | 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      | $200.35        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIET VENTURE III FUND LP   /                   | QUIET VENTURE III FUND LP   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $9406112.00    | 0.34%             |  |  |  | Yes           | 3                  | On Loan: No      |
| QUIET OA ACCESS LP    /                         | QUIET OA ACCESS LP    /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $3017574.00    | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| QUIET REDDIT LP   /                             | QUIET REDDIT LP   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $11053.00      | 0.00%             |  |  |  | Yes           | N/A                | 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      | $6650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GBP SPOT FORWARD CONTRACT   /                   | GBP SPOT FORWARD CONTRACT   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | GB        |    1400000 | OU      | $1921757.04    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| GBP SPOT FORWARD CONTRACT   /                   | GBP SPOT FORWARD CONTRACT   /                            | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | GB        |   -1400000 | OU      | $-1921757.04   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| GCL GLOBAL HOLDINGS LTD                         | GCL Global Holdings Ltd.                                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      19239 | NC      | $1827.71       | 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      | $4783.99       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDENSTONE ACQUISITION LTD                     | Goldenstone Acquisition Ltd.                             | CUSIP: 38136Y110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      23908 | NC      | $1434.48       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCM II Acquisition Corp                         | HCM II Acquisition Corp. - Class A                       | CUSIP: G43658106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20000 | NS      | $222000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HCM II ACQUISITION CORP-CL A                    | HCM II Acquisition Corp.                                 | CUSIP: G43658122<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      10000 | NC      | $23500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW HORIZON AIRCRAFT LTD                        | New Horizon Aircraft Ltd.                                | CUSIP: 64550A115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       5899 | NC      | $1766.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HELPORT AI LTD                                  | Helport AI Ltd.                                          | CUSIP: G4R52R111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       1198 | NC      | $203.66        | 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      | $1322932.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HERAMBA ELECTRIC PLC                            | Heramba Electric PLC                                     | CUSIP: G4411J106<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |       1173 | NC      | $2.58          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Plum Acquisition Corp IV                        | Plum Acquisition Corp. IV                                | CUSIP: G7134A112<br>LEI: N/A                  | Long             |  | CORP              | US        |      35000 | NS      | $359100.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| POINT72 CAPITAL CL A LP   /                     | POINT72 CAPITAL CL A LP   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $31225281.09   | 1.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Andretti Acquisition Corp II                    | Andretti Acquisition Corp. II - Class A                  | CUSIP: G26745102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35000 | NS      | $363300.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ANDRETTI ACQUISITION CORP -A                    | Andretti Acquisition Corp. II                            | CUSIP: G26745128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      17500 | NC      | $4375.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| POMONA INVESTMENT FD    /                       | POMONA INVESTMENT FD    /                                | CUSIP: 732125208<br>LEI: N/A                  | Long             | EC               | RF                | US        |    3263285 | NS      | $52637111.14   | 1.88%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Quetta Acquisition Corp                         | Quetta Acquisition Corp.                                 | CUSIP: 74841A113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       1189 | NC      | $1391.13       | 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             | EC               | RF                | US        |          1 | NS      | $2029329.00    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| QUIET SELECT FT CLASS F EON   /                 | QUIET SELECT FT CLASS F EON   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1250000.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| QONTO COMMON   /                                | QONTO COMMON   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |      43669 | NS      | $6437177.89    | 0.23%             |  |  |  | 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      | $5192645.34    | 0.19%             |  |  |  | No            | 3                  | On Loan: No      |
| Quartzsea Acquisition Corp                      | Quartzsea Acquisition Corp.                              | CUSIP: G7314B112<br>LEI: N/A                  | Long             |  | CORP              | US        |      45000 | NS      | $463500.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIET T1 LP   /                                 | QUIET T1 LP   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $5508243.00    | 0.20%             |  |  |  | Yes           | 3                  | On Loan: No      |
| QUIET T1 CLASS B LP   /                         | QUIET T1 CLASS B LP   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $1226818.00    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TCW DIRECT LENING VIII LLC   /                  | TCW DIRECT LENING VIII LLC   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |          1 | NS      | $50843762.47   | 1.81%             |  |  |  | Yes           | 3                  | 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        |     519930 | PA      | $501732.54     | 0.02%             | 2027-04-02      | Variable      | 11.83%                | 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        |    8669823 | PA      | $8366379.38    | 0.30%             | 2029-03-28      | Variable      | 13.55%                | No            | 3                  | On Loan: No      |
| TCW IPSEN TL LLC   /                            | TCW IPSEN TL LLC   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20272837 | PA      | $19636270.35   | 0.70%             | 2029-07-31      | Variable      | 14.83%                | No            | 3                  | On Loan: No      |
| TCW KNIGHT LIGHTING EQUITY   /                  | TCW KNIGHT LIGHTING EQUITY   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $1594000.00    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| TCW KICHLER LIGHTING    /                       | TCW KICHLER LIGHTING    /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   24598741 | PA      | $24082167.38   | 0.86%             | 2029-09-18      | Variable      | 14.27%                | 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      | $7881555.25    | 0.28%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Translational Development Acqu                  | Translational Development Acquisition Corp.              | CUSIP: G9008W121<br>LEI: N/A                  | Long             |  | CORP              | US        |      40000 | NS      | $411600.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERATION ESSENTIALS GROU-A                    | Generation Essentials Group                              | CUSIP: G38268119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       5684 | NC      | $2273.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TEGNA Inc                                       | TEGNA, Inc.                                              | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       9923 | NS      | $166309.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TPG TECH ADJACENCIES II VEGA   /                | TPG TECH ADJACENCIES II VEGA   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $1822852.00    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TPG TECH ADJACENCIES II VITAL CI LP   /         | TPG TECH ADJACENCIES II VITAL CI LP   /                  | CUSIP: TPGVITAL1<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $2091565.00    | 0.07%             |  |  |  | Yes           | 3                  | 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 III                  | Texas Ventures Acquisition III Corp.                     | CUSIP: G8772L121<br>LEI: N/A                  | Long             |  | CORP              | US        |      22500 | NS      | $231075.00     | 0.01%             |  |  |  | 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             | EC               | RF                | US        |          1 | NS      | $81949823.00   | 2.92%             |  |  |  | Yes           | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2025-07-02

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

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

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

**Title:** President