# EDGAR Filing Document

**Accession Number:** 0001809541
**File Stem:** 0001410368-26-017005
**Filing Date:** 2026-2
**Character Count:** 516977
**Document Hash:** c9e961c879c517d7f54989eac02a87fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-017005.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-017005

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Capital Allocation Term Trust
- **CENTRAL INDEX KEY:** 0001809541

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23564
- **FILM NUMBER:** 26668903

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Capital Allocation Trust
- **DATE OF NAME CHANGE:** 20200414

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-23564

- **c. CIK number of Registrant:** 0001809541

- **d. LEI of Registrant:** 5493007LDARS47M53X11

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

- **c. LEI of Series:** 5493007LDARS47M53X11

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1906078616.94

**Total Liabilities:** $310769694.39

**Net Assets:** $1595308922.55

**Amount of Assets Invested in Other Investment Companies:** $43675465.60

**Delayed Delivery Securities:** $91863104.71

**Cash Not Reported:** $19650381.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11631.82000000 | **1-Year:** 7222.28000000 | **5-Year:** 72040.16000000 | **10-Year:** 29977.79000000 | **30-Year:** 4183.73000000

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

- **3-Month:** 42438.22000000 | **1-Year:** 69039.09000000 | **5-Year:** 274032.17000000 | **10-Year:** 36684.65000000 | **30-Year:** -21347.74000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.94%                | 0.20%                | 1.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7019786.09              | $12586261.25                               |
| Month 2  | $11448988.95             | $-15009641.42                              |
| Month 3  | $3634894.78              | $13607136.17                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABRA GLOBAL FINANCE                                     | ABRA Global Finance                                                         | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |     168200 | PA      | $167885.47    | 0.01%             | 2029-10-22      | Fixed         | 14.00%                | No            | 2                  | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     285000 | PA      | $298434.90    | 0.02%             | 2055-06-10      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       9801 | NS      | $93305.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                            | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1617000 | PA      | $1436993.13   | 0.09%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     856000 | PA      | $897611.87    | 0.06%             | 2029-01-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                            | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     655000 | PA      | $667772.50    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                     | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      26544 | NS      | $3325697.76   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      17975 | NS      | $4107107.75   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                              | Advanced Micro Devices Inc                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       1608 | NS      | $344369.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR CANADA 2020-1C PTT                                  | Air Canada 2020-1 Class C Pass Through Trust                                | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1769000 | PA      | $1818003.78   | 0.11%             | 2026-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                          | Air Products and Chemicals Inc                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      10356 | NS      | $2558139.12   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2020-C                                             | CUSIP: 00969HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8780 | PA      | $130.66       | 0.00%             | 2060-09-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-F                                             | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3139851 | PA      | $3138211.47   | 0.20%             | 2061-06-25      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-F                                             | CUSIP: 009703AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     735131 | PA      | $827775.73    | 0.05%             | 2061-06-25      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-F                                             | CUSIP: 009703AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1258413 | PA      | $1281784.15   | 0.08%             | 2061-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                             | CUSIP: 009740AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     945509 | PA      | $513230.06    | 0.03%             | 2060-12-25      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                             | CUSIP: 009740AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11535121 | PA      | $377092.33    | 0.02%             | 2060-12-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                             | CUSIP: 009740AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5912 | PA      | $2791.95      | 0.00%             | 2060-12-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ALEXANDER FUND TRUST II                                 | Alexander Funding Trust II                                                  | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $138502.22    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| Algoma Steel Group Inc                                  | Algoma Steel Group Inc                                                      | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |     178901 | NS      | $733494.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                                   | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       3707 | NS      | $543372.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                   | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     223000 | PA      | $346319.00    | 0.02%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Alliance Laundry Holdings Inc                           | Alliance Laundry Holdings Inc                                               | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      62090 | NS      | $1263531.50   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1800000 | PA      | $1663945.31   | 0.10%             | 2056-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   90969000 | PA      | $83808744.50  | 5.25%             | 2056-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F042616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   39577000 | PA      | $38632778.66  | 2.42%             | 2055-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33954000 | PA      | $34428764.86  | 2.16%             | 2055-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22177000 | PA      | $22769735.10  | 1.43%             | 2055-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     125973 | NS      | $39530327.40  | 2.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Altar Bidco Inc                                         | Altar Bidco Inc 2021 2nd Lien Term Loan                                     | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2548238 | PA      | $2394273.46   | 0.15%             | 2030-02-01      | Floating      | 9.28%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     162812 | NS      | $37580265.84  | 2.36%             |  |  |  | No            | 1                  | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                  | American Airlines 2025-1 Class B Pass Through Trust                         | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     579000 | PA      | $581922.79    | 0.04%             | 2034-11-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| American Express Co                                     | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       4438 | NS      | $1641838.10   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BAE Systems PLC                                         | BAE Systems PLC                                                             | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     419226 | NS      | $9648511.26   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                            | British American Tobacco PLC                                                | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      26156 | NS      | $1482801.32   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XXXV                                                             | CUSIP: 03768TAA0<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |     375000 | PA      | $375629.85    | 0.02%             | 2034-04-20      | Floating      | 9.90%                 | No            | 2                  | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XXXVII                                                           | CUSIP: 03769FAA9<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250709.28    | 0.02%             | 2034-10-22      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| Apollo Global Management Inc                            | Apollo Global Management Inc                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      33086 | NS      | $4789529.36   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     113496 | NS      | $30855022.56  | 1.93%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                           | AppLovin Corp                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       1879 | NS      | $1266107.78   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                         | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $196024.66    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                             | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    4805000 | PA      | $4390568.75   | 0.28%             | 2030-12-01      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                             | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    2487253 | PA      | $2697718.98   | 0.17%             | 2030-12-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                           | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     121600 | PA      | $103603.20    | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                            | ARES Loan Funding I Ltd                                                     | CUSIP: 04018YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1250502.25   | 0.08%             | 2034-10-15      | Floating      | 10.87%                | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                            | ARES Loan Funding I Ltd                                                     | CUSIP: 04018YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2150000 | PA      | $724163.00    | 0.05%             | 2034-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Arista Networks Inc                                     | Arista Networks Inc                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       5203 | NS      | $681749.09    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Autodesk Inc                                            | Autodesk Inc                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      12534 | NS      | $3710189.34   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone Inc                                            | AutoZone Inc                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         90 | NS      | $305235.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BFLD Trust                                              | BFLD Trust 2020-EYP                                                         | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $9851.30      | 0.00%             | 2035-10-15      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Trust 2021-VIEW                                                          | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     614000 | PA      | $613754.46    | 0.04%             | 2036-06-15      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 2019-1 Ltd                                                    | CUSIP: 05875JAQ2<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2701783.35   | 0.17%             | 2032-07-15      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                  | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     241000 | PA      | $247692.57    | 0.02%             | 2028-09-21      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     316818 | NS      | $17424990.00  | 1.09%             |  |  |  | No            | 1                  | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     196000 | PA      | $206595.76    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $41750.00     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                 | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                  | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     154000 | PA      | $147170.04    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| BEIGNET INVESTOR LLC                                    | Beignet Investor LLC                                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3027000 | PA      | $3198010.73   | 0.20%             | 2049-05-30      | Fixed         | 6.58%                 | No            | 2                  | On Loan: No      |
| BP PLC                                                  | BP PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      73129 | NS      | $426485.64    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Best Buy Co Inc                                         | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       4351 | NS      | $291212.43    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      46536 | NS      | $10103896.32  | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                       | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     812000 | PA      | $809614.18    | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                    | Booking Holdings Inc                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        112 | NS      | $599796.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp                                  | Boston Scientific Corp                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     113081 | NS      | $10782273.35  | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| BREAKWATER ENRGY HOLD                                   | Breakwater Energy Holdings Sarl                                             | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |     250000 | PA      | $261788.75    | 0.02%             | 2030-11-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                              | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     369000 | PA      | $356484.11    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      60306 | NS      | $20871906.60  | 1.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Burlington Stores Inc                                   | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       1266 | NS      | $365684.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CPV Fairview LLC                                        | CPV Fairview LLC 2025 Term Loan                                             | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |    1315702 | PA      | $1320228.52   | 0.08%             | 2031-08-14      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1749134.76   | 0.11%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                            | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     448000 | PA      | $356458.05    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                            | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     985000 | PA      | $731803.19    | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-FACT                                                              | CUSIP: 126395AN2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     730000 | PA      | $661642.80    | 0.04%             | 2037-10-15      | Floating      | 9.23%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-LION                                                              | CUSIP: 12660TAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3380763.14   | 0.21%             | 2027-02-15      | Floating      | 7.19%                 | No            | 3                  | On Loan: No      |
| CVR Energy Inc                                          | CVR Energy Inc Term Loan B                                                  | CUSIP: 12663SAB7<br>LEI: 529900SOYZIXZBTXB558 | Long             | LON              | CORP              | US        |     891787 | PA      | $892527.11    | 0.06%             | 2027-12-30      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      19728 | NS      | $461437.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     707000 | PA      | $696429.16    | 0.04%             | 2034-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     143561 | NS      | $13134395.89  | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2020-3 Ltd                                                       | CUSIP: 13876RAS3<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $752271.08    | 0.05%             | 2037-10-15      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      45221 | NS      | $10959761.56  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       4557 | NS      | $240791.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO VC Ltd                                                           | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $494012.55    | 0.03%             | 2034-10-15      | Floating      | 10.92%                | No            | 2                  | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1988224.74   | 0.12%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Century Communities Inc                                 | Century Communities Inc                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      15990 | NS      | $949006.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                            | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45738 | NS      | $6970928.58   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                        | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     278000 | PA      | $248254.00    | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                          | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     119000 | PA      | $121199.47    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Circle Internet Group Inc                               | Circle Internet Group Inc                                                   | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |       3810 | NS      | $302133.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                       | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     119960 | NS      | $9240518.80   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     109764 | NS      | $12808361.16  | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2007-AHL3                                     | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2788217 | PA      | $1972778.82   | 0.12%             | 2045-07-25      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2007-AHL2                                     | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3858656 | PA      | $2634956.92   | 0.17%             | 2037-05-25      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $520755.20    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     159000 | PA      | $166161.40    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     506000 | PA      | $514439.57    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Coinbase Global Inc                                     | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       1655 | NS      | $374261.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-A LLC                                        | CUSIP: 19424KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     132504 | PA      | $126679.43    | 0.01%             | 2051-07-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                     | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     224000 | PA      | $240800.00    | 0.02%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                     | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     243000 | PA      | $253266.75    | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Comerica Inc                                            | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       1300 | NS      | $113009.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                               | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85853.42     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                   | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     650000 | PA      | $689480.49    | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                            | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1196308 | PA      | $1173135.24   | 0.07%             | 2028-09-29      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Corp                               | Constellation Energy Corp                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        861 | NS      | $304165.47    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTINUUM ENERGY PTE LTD                                | CONTINUUM ENERGY PTE LTD                                                    | CUSIP: 211926AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     869516 | PA      | $866298.79    | 0.05%             | 2027-09-11      | Variable      | 12.85%                | No            | 3                  | On Loan: No      |
| CORE SCIENTIFIC INC                                     | Core Scientific Inc                                                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     281000 | PA      | $295246.70    | 0.02%             | 2031-06-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                            | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     200000 | PA      | $205500.00    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                    | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     210000 | PA      | $235305.00    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                   | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      16312 | NS      | $14066490.08  | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $216012.76    | 0.01%             | 2036-04-01      | Fixed         | 8.08%                 | No            | 2                  | On Loan: No      |
| Credit Suisse ABS Repackaging Trust                     | Credit Suisse ABS Repackaging Trust 2013-A                                  | CUSIP: 22546U108<br>LEI: 549300MV4IKF86LLTT11 | Long             | ABS-O            | CORP              | US        |       4744 | PA      | $1375760.00   | 0.09%             | 2043-04-25      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Crown City CLO                                          | Crown City CLO III                                                          | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1248065.00   | 0.08%             | 2034-07-20      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| Crown Point CLO Ltd                                     | Crown Point CLO 9 Ltd                                                       | CUSIP: 22846DAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500085.00    | 0.03%             | 2034-07-14      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| DR Horton Inc                                           | DR Horton Inc                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      24691 | NS      | $3556244.73   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Datadog Inc                                             | Datadog Inc                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       4486 | NS      | $610051.14    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2021-1                                 | CUSIP: 24380VAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1410456.60   | 0.09%             | 2065-05-25      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                     | Delta Air Lines Inc                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      58930 | NS      | $4089742.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc                               | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       1649 | NS      | $326452.53    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DirecTV Financing LLC                                   | DirecTV Financing LLC 2025 Term Loan B                                      | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1977360 | PA      | $1971744.30   | 0.12%             | 2031-02-17      | Floating      | 9.34%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                                      | Walt Disney Co/The                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      72935 | NS      | $8297814.95   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                           | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     174000 | PA      | $167475.00    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                       | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     420000 | PA      | $410799.40    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                       | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     272000 | PA      | $292111.68    | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                       | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     233000 | PA      | $250591.50    | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1185.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1407.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-701.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3522.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2696.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1788.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1573.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2974.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1416.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-12909.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1413.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1236.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-779.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-762.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $461.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $3203.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED AUD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |          1 | NC      | $872.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-13230.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED DKK / SOLD USD                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DK        |          1 | NC      | $10751.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED MXN / SOLD USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $37383.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $-8355.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED ZAR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $70670.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-3481.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-3843.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-95439.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $140190.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED CHF / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $168.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MXN                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-34793.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED CNH / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |          1 | NC      | $45744.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CAD / SOLD USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |          1 | NC      | $54439.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD SGD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1134.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-22460.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-62801.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CHF                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-23409.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED DKK / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |          1 | NC      | $7328.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED JPY / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |          1 | NC      | $-45000.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-419294.11   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4377.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED GBP / SOLD USD                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |          1 | NC      | $66295.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CAD                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-51647.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $16565.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED MXN / SOLD USD                                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $21147.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD SEK                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4071.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD SEK                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-7135.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD DKK                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-74782.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD NOK                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1058.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD HKD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $5565.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD TWD                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $219973.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED ZAR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $56305.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED BRL / SOLD USD                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $9165.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |          1 | NC      | $9684.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |          1 | NC      | $9474.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $5558.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD IDR                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $974.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-300078.63   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-579067.91   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CNY                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-25710.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nomura International PLC                                | PURCHASED INR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | IN        |          1 | NC      | $539.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $139.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD HKD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $56.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $1914.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-2512.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $770.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $2289.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $-2306.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2364.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD JPY                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2386.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $78.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $435.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $739.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CAD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-6463.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $-995.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $514.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $-5666.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-50.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-246.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                        | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       2157 | NS      | $252821.97    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ECL Entertainment LLC                                   | ECL Entertainment LLC 2025 Term Loan B                                      | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    2940116 | PA      | $2929090.51   | 0.18%             | 2030-08-30      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      71847 | NS      | $3850999.20   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     300000 | PA      | $305100.00    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp                                           | EchoStar Corp                                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      49961 | NS      | $5430760.70   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                               | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35856.40     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      35000 | PA      | $38703.04     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     119000 | PA      | $126616.00    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp                               | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       7637 | NS      | $651054.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EVgo Inc                                                | EVgo Inc                                                                    | CUSIP: 30052F118<br>LEI: 254900NJU5Y3D9R42S26 | N/A              | DE               |  | US        |      40220 | NS      | $3016.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      22495 | NS      | $14848724.55  | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| FREMF Mortgage Trust                                    | FREMF 2018-KW05 Trust                                                       | CUSIP: 30307MAN8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |     437000 | PA      | $410450.41    | 0.03%             | 2028-04-25      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| FNZ Group Services Ltd                                  | FNZ Group Services Ltd 2024 GBP Term Loan B                                 | CUSIP: 30339HAC5<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | NZ        |    1000000 | PA      | $1085100.16   | 0.07%             | 2031-11-05      | Floating      | 9.97%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17909558 | PA      | $804282.45    | 0.05%             | 2029-12-25      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                     | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       9384 | NS      | $439265.04    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Figma Inc                                               | Figma Inc                                                                   | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |       4615 | NS      | $172462.55    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Citizens BancShares Inc/NC                        | First Citizens BancShares Inc/NC                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        351 | NS      | $753309.18    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                | First Citizens BancShares Inc/NC                                            | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    1566000 | PA      | $1597113.29   | 0.10%             | 2040-03-12      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| First Horizon Corp                                      | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      36567 | NS      | $873951.30    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                  | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     144000 | PA      | $150448.32    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                            | FLOURISHING TRADE + INVT LTD                                                | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |    2404719 | PA      | $2488884.17   | 0.16%             | 2030-04-02      | Variable      | 11.04%                | No            | 3                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     807000 | PA      | $802804.30    | 0.05%             | 2027-01-09      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     410000 | PA      | $410924.44    | 0.03%             | 2026-03-06      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                    | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $1009716.15   | 0.06%             | 2026-06-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                    | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     806000 | PA      | $810379.16    | 0.05%             | 2026-11-05      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                    | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     399000 | PA      | $398456.80    | 0.02%             | 2026-08-01      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC                                      | Forestar Group Inc                                                          | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1948146.14   | 0.12%             | 2028-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3               | CUSIP: 35563PUB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7532415 | PA      | $4329351.65   | 0.27%             | 2060-05-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SLST                                      | Seasoned Loans Structured Transaction Trust Series 2020-2                   | CUSIP: 35564CGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1658772 | PA      | $1649220.30   | 0.10%             | 2060-09-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SLST                                      | Seasoned Loans Structured Transaction Trust Series 2020-3                   | CUSIP: 35564CHL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1905306 | PA      | $1889028.01   | 0.12%             | 2060-04-26      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                       | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     200000 | PA      | $221828.65    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     122381 | NS      | $6215730.99   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                        | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     660000 | PA      | $664997.94    | 0.04%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                        | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76271.85     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                        | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1305325.55   | 0.08%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                        | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     700000 | PA      | $736528.10    | 0.05%             | 2031-03-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     172000 | PA      | $149425.00    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                    | Frontier Florida LLC                                                        | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     845000 | PA      | $875301.70    | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| GE Vernova Inc                                          | GE Vernova Inc                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        564 | NS      | $368613.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| General Electric Co                                     | General Electric Co                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      12191 | NS      | $3755193.73   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       1298 | NS      | $1140942.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 First Out Term Loan                                     | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     204882 | PA      | $181320.17    | 0.01%             | 2028-04-28      | Floating      | 8.79%                 | No            | 2                  | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 Second Out Term Loan                                    | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     460063 | PA      | $177450.85    | 0.01%             | 2028-04-28      | Floating      | 8.79%                 | No            | 2                  | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     323750 | PA      | $271950.00    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     678750 | PA      | $254531.25    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GRANITE RIDGE RESOURCES                                 | Granite Ridge Resources Inc                                                 | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |    6229000 | PA      | $6003510.20   | 0.38%             | 2029-11-05      | Fixed         | 8.88%                 | No            | 3                  | On Loan: No      |
| GS FINANCE CORP                                         | GS Finance Corp                                                             | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    2810000 | PA      | $2802502.92   | 0.18%             | 2030-02-14      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                   | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     230000 | PA      | $246967.10    | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                   | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     210000 | PA      | $230265.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| adidas AG                                               | adidas AG                                                                   | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       1761 | NS      | $348477.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                     | LVMH Moet Hennessy Louis Vuitton SE                                         | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       3489 | NS      | $2629783.76   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    1898890 | NS      | $13121523.40  | 0.82%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                           | Hilton Worldwide Holdings Inc                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      10312 | NS      | $2962122.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Hippo Holdings Inc                                      | Hippo Holdings Inc                                                          | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |      11689 | NS      | $153.13       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      26257 | NS      | $9035033.70   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America 2021-2 Trust                                       | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2398739 | PA      | $2351085.73   | 0.15%             | 2026-12-17      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| HR OTTAWA LP                                            | HR Ottawa LP                                                                | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9476938 | PA      | $10422787.22  | 0.65%             | 2031-03-31      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                       | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $199835.92    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kestrel Acquisition LLC                                 | Kestrel Acquisition LLC 2025 Term Loan                                      | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    1108222 | PA      | $1108222.50   | 0.07%             | 2031-11-06      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2020-NQM1                                      | CUSIP: 452760AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3602500 | PA      | $3312112.92   | 0.21%             | 2055-10-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                              | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      29212 | NS      | $1077922.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                              | Intuit Inc                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       9509 | NS      | $6298951.78   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                  | Intuitive Surgical Inc                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      13042 | NS      | $7386467.12   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                     | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $377190.56    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| iShares MSCI Brazil ETF                                 | iShares MSCI Brazil ETF                                                     | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |      13963 | NS      | $443604.51    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares China Large-Cap ETF                             | iShares China Large-Cap ETF                                                 | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |      77200 | NS      | $2955988.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ITHACA ENERGY NORTH                                     | Ithaca Energy North Sea PLC                                                 | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206608.61    | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                             | CUSIP: 46592EAE6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   42202333 | PA      | $1231860.78   | 0.08%             | 2051-06-25      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                             | CUSIP: 46592EBQ8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  171256462 | PA      | $1079720.62   | 0.07%             | 2051-06-25      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                             | CUSIP: 46592EBT2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   10936126 | PA      | $254956.10    | 0.02%             | 2051-06-25      | Variable      | 0.40%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                             | CUSIP: 46592ECB0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     758654 | PA      | $633855.14    | 0.04%             | 2051-06-25      | Variable      | 3.02%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                             | CUSIP: 46592ECC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     910384 | PA      | $709271.18    | 0.04%             | 2051-06-25      | Variable      | 3.02%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                             | CUSIP: 46592ECD6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    1533533 | PA      | $721905.15    | 0.05%             | 2051-06-25      | Variable      | 2.83%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      57554 | NS      | $18545049.88  | 1.16%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-4                                             | CUSIP: 46652VCA1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    1133137 | PA      | $909941.65    | 0.06%             | 2051-08-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-4                                             | CUSIP: 46652VCB9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     849743 | PA      | $670724.47    | 0.04%             | 2051-08-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-4                                             | CUSIP: 46652VCC7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    2208660 | PA      | $959976.33    | 0.06%             | 2051-08-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                 | JetBlue 2019-1 Class AA Pass Through Trust                                  | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     316608 | PA      | $284026.61    | 0.02%             | 2032-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      19849 | NS      | $4107750.55   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                                | KLA Corp                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        300 | NS      | $364524.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                                  | SAP SE                                                                      | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       8949 | NS      | $2174325.37   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                             | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     249000 | PA      | $272032.50    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                | NAK Naftogaz Ukraine via Kondor Finance PLC                                 | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     269706 | PA      | $206228.26    | 0.01%             | 2028-11-08      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| KraneShares CSI China Internet ETF                      | KraneShares CSI China Internet ETF                                          | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |      50850 | NS      | $1731442.50   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                               | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     867000 | PA      | $828741.13    | 0.05%             | 2032-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LD CELULOSE INTERNATIONA                                | LD Celulose International GmbH                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $209750.00    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      19697 | NS      | $3371732.46   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Lendmark Funding Trust                                  | Lending Funding Trust 2020-2                                                | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2830000 | PA      | $2825163.25   | 0.18%             | 2031-04-21      | Fixed         | 6.77%                 | No            | 2                  | On Loan: No      |
| Latch Inc                                               | Latch Inc                                                                   | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |      10196 | NS      | $1.02         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| REPUBLIC OF LATVIA                                      | Latvia Government International Bond                                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     201000 | PA      | $205691.34    | 0.01%             | 2034-07-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Small Balance Commercial                | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2              | CUSIP: 52521VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2616888 | PA      | $2278903.18   | 0.14%             | 2037-06-25      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| Hermes International SCA                                | Hermes International SCA                                                    | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       2345 | NS      | $5822281.26   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2021-1                                               | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2320000 | PA      | $2204373.98   | 0.14%             | 2031-11-20      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| LESSEN INC                                              | LESSEN INC                                                                  | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2041016 | PA      | $1588114.55   | 0.10%             | 2028-01-05      | Variable      | 12.80%                | No            | 3                  | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                   | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     211000 | PA      | $221155.43    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      18471 | NS      | $19850414.28  | 1.24%             |  |  |  | No            | 1                  | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                | Starz Capital Holdings 1 Inc                                                | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2459125.00   | 0.15%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lionsgate Studios Corp                                  | Lionsgate Studios Corp                                                      | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      95306 | NS      | $870143.78    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| STARZ CAPITAL HOLDINGS                                  | Starz Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     112000 | PA      | $90510.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      28082 | NS      | $4001685.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      80398 | NS      | $624692.46    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MCM TR 2021 VFN1                                        | MCM TR 2021 VFN1                                                            | CUSIP: 55293CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5314957 | PA      | $5096264.51   | 0.32%             | 2059-01-01      | Variable      | 2.50%                 | No            | 3                  | On Loan: No      |
| M/I Homes Inc                                           | M/I Homes Inc                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       4074 | NS      | $521268.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2631000 | PA      | $2613298.63   | 0.16%             | 2027-03-15      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| Maricopa County Industrial Development Authority        | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                  | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     315000 | PA      | $330443.19    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                                                   | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      47778 | NS      | $4622767.93   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-B                                       | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $508292.17    | 0.03%             | 2036-11-20      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-A                                       | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1420000 | PA      | $1381605.05   | 0.09%             | 2036-03-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      48072 | NS      | $8918317.44   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      28760 | NS      | $16418508.80  | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Maverick Gaming LLC                                     | Maverick Gaming LLC 2024 Second Out Term Loan                               | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     907055 | PA      | $498880.32    | 0.03%             | 2028-06-05      | Floating      | 11.16%                | No            | 2                  | On Loan: No      |
| McDonald's Corp                                         | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       7321 | NS      | $2237517.23   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                           | McKesson Corp                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      10941 | NS      | $8974792.89   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 2nd Lien Term Loan                      | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    1052000 | PA      | $213556.00    | 0.01%             | 2029-11-01      | Floating      | 10.94%                | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      27051 | NS      | $2847388.26   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      12647 | NS      | $832172.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     102208 | NS      | $49429832.96  | 3.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      63825 | NS      | $18216293.25  | 1.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      68534 | NS      | $5517259.52   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                       | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     255000 | PA      | $267622.58    | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| MongoDB Inc                                             | MongoDB Inc                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       6738 | NS      | $2827871.22   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       6894 | NS      | $1223891.82   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                       | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $205937.50    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                         | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     415000 | PA      | $421873.44    | 0.03%             | 2030-03-02      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       3634 | NS      | $578678.16    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                       | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $213125.00    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                             | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     430000 | PA      | $466711.68    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-B                                            | CUSIP: 64034QAE8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     340000 | PA      | $308808.57    | 0.02%             | 2062-04-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                            | CUSIP: 64035DAG1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    1670000 | PA      | $1534906.69   | 0.10%             | 2062-04-20      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-C                                            | CUSIP: 64035GAE9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $97739.28     | 0.01%             | 2062-04-20      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                          | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     571750 | PA      | $498646.13    | 0.03%             | 2027-04-15      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      39694 | NS      | $3721709.44   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| SK hynix Inc                                            | SK hynix Inc                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       2090 | NS      | $946514.64    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2021-NQM1R                              | CUSIP: 64828BAE1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    1370000 | PA      | $1205249.42   | 0.08%             | 2055-07-25      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2021-NQM1R                              | CUSIP: 64828BAF8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    1022000 | PA      | $918011.19    | 0.06%             | 2055-07-25      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2019-RPL2                               | CUSIP: 64830HAG9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    9329000 | PA      | $7407651.40   | 0.46%             | 2059-02-25      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Flagstar Bank NA                                        | Flagstar Bank NA                                                            | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     254364 | NS      | $3202442.76   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                      | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     116286 | NS      | $9335440.08   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| BYD Co Ltd                                              | BYD Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     306000 | NS      | $3739551.43   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                       | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $236988.66    | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     354000 | PA      | $344673.69    | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     200600 | NS      | $37411900.00  | 2.35%             |  |  |  | No            | 1                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-20 Ltd                                                         | CUSIP: 670859AU1<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3530917.25   | 0.22%             | 2037-04-18      | Floating      | 7.48%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     317000 | PA      | $350278.66    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-18 Ltd                                                         | CUSIP: 671078BG7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $498605.15    | 0.03%             | 2037-07-20      | Floating      | 6.98%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2019-16 Ltd                                                         | CUSIP: 67570RAE9<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $393670.36    | 0.02%             | 2033-04-10      | Floating      | 10.54%                | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 54 Ltd                      | Octagon 54 Ltd                                                              | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $246447.85    | 0.02%             | 2034-07-15      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| Offerpad Solutions Inc                                  | Offerpad Solutions Inc                                                      | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |      60706 | NS      | $849.88       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OH Partners LLC                                         | OH Partners LLC Term Loan                                                   | CUSIP: 67742MAB9<br>LEI: 549300Z0YR6RZJ5V9548 | Long             | LON              | CORP              | US        |    1038398 | PA      | $1035801.51   | 0.06%             | 2032-11-12      | Floating      | 6.47%                 | No            | 3                  | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      11688 | NS      | $2278108.08   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| OT MIDCO INC                                            | OT Midco Ltd                                                                | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1352000 | PA      | $537940.83    | 0.03%             | 2030-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                   | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      18000 | NS      | $884830.60    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Palantir Technologies Inc                               | Palantir Technologies Inc                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      18885 | NS      | $3356808.75   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                       | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     352000 | PA      | $390192.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Paramount Skydance Corp                                 | Paramount Skydance Corp                                                     | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       3734 | NS      | $50035.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peninsula Pacific Entertainment LLC                     | Peninsula Pacific Entertainment LLC 2025 Term Loan B                        | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |    1828301 | PA      | $1832872.03   | 0.11%             | 2032-10-01      | Floating      | 8.42%                 | No            | 3                  | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                         | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     152000 | PA      | $140676.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                         | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     142000 | PA      | $117327.50    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                 | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     193000 | PA      | $194889.47    | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     188000 | PA      | $181965.20    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                         | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     206555 | PA      | $221449.68    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc                         | Philip Morris International Inc                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      35860 | NS      | $5751944.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| EssilorLuxottica SA                                     | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      23578 | NS      | $7455311.87   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1823186.12   | 0.11%             | 2027-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Pitney Bowes Inc                                        | Pitney Bowes Inc 2025 Term Loan B                                           | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |     171702 | PA      | $170413.96    | 0.01%             | 2032-03-19      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                               | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     155000 | PA      | $164276.75    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                           | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      48000 | PA      | $48669.12     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                           | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     149000 | PA      | $142184.25    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC EUR Term Loan B                                           | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     989664 | PA      | $1101783.58   | 0.07%             | 2028-06-02      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Port of Beaumont Navigation District                    | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                           | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     520000 | PA      | $522025.76    | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                  | Cie de Saint-Gobain SA                                                      | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      61086 | NS      | $6211949.83   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                                | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      52897 | PA      | $52603.67     | 0.00%             | 2051-07-25      | Floating      | 7.59%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                                | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      52877 | PA      | $52896.56     | 0.00%             | 2051-07-25      | Floating      | 9.74%                 | No            | 2                  | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      36413 | NS      | $8291968.36   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR3                                              | CUSIP: 74333VAS3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    1140000 | PA      | $1135807.65   | 0.07%             | 2026-05-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                               | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |     275492 | PA      | $388780.15    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                             | PUERTO RICO CMWLTH                                                          | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    4360935 | PA      | $2551147.18   | 0.16%             | 2051-11-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 Term Loan                                         | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2034120 | PA      | $822801.37    | 0.05%             | 2028-04-27      | Floating      | 8.85%                 | No            | 2                  | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 2nd Lien Term Loan                                | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     620000 | PA      | $113026.00    | 0.01%             | 2029-04-27      | Floating      | 11.85%                | No            | 2                  | On Loan: No      |
| Regatta XX Funding Ltd                                  | Regatta XX Funding Ltd                                                      | CUSIP: 75884YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1497039.15   | 0.09%             | 2038-01-15      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                  | REGIONAL MGMT ISSUANCE                                                      | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4780000 | PA      | $4672450.00   | 0.29%             | 2033-10-17      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2021-A                                      | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $798173.36    | 0.05%             | 2031-12-22      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     216000 | PA      | $201960.00    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Residential Mortgage Loan Trust                         | Residential Mortgage Loan Trust 2020-1                                      | CUSIP: 76119CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $383549.60    | 0.02%             | 2060-01-26      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| RESORT CMNTYS LOANCO LP                                 | RESORT CMNTYS LOANCO LP                                                     | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9582953 | PA      | $9756404.45   | 0.61%             | 2028-11-21      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| RINGCENTRAL INC                                         | RingCentral Inc                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1515919.81   | 0.10%             | 2030-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                      | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      46000 | PA      | $46733.13     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                     | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1185673 | PA      | $1078593.14   | 0.07%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                     | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     647038 | PA      | $589018.57    | 0.04%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| SPDR Gold Shares                                        | SPDR Gold Shares                                                            | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |      97010 | NS      | $38446033.10  | 2.41%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF              | State Street SPDR S&P Regional Banking ETF                                  | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |      28461 | NS      | $1844557.41   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Biotech ETF                       | State Street SPDR S&P Biotech ETF                                           | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             | EC               | RF                | US        |      45000 | NS      | $5486850.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Homebuilders ETF                  | State Street SPDR S&P Homebuilders ETF                                      | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             | EC               | RF                | US        |       8193 | NS      | $843551.28    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                   | SURA Asset Management SA                                                    | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $213266.00    | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     596000 | PA      | $506795.35    | 0.03%             | 2029-11-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                              | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      17000 | PA      | $14094.19     | 0.00%             | 2030-07-15      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                              | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     810000 | PA      | $666087.55    | 0.04%             | 2030-03-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| SABRE FINANCIAL BORROWER                                | Sabre Financial Borrower LLC                                                | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $572535.77    | 0.04%             | 2029-06-15      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| Salesforce Inc                                          | Salesforce Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      24605 | NS      | $6518110.55   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                        | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      33533 | PA      | $34109.35     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| SANTOS FINANCE LTD                                      | Santos Finance Ltd                                                          | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $298333.35    | 0.02%             | 2035-11-13      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                           | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |      68671 | NS      | $4209.53      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                           | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7517 | NS      | $32022.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196300.00    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                         | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     658000 | PA      | $586551.07    | 0.04%             | 2053-01-18      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                     | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      55000 | PA      | $56697.63     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                           | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     639000 | PA      | $677619.24    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                           | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     326000 | PA      | $346590.79    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STORAGE TECH                                                   | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     550000 | PA      | $624404.70    | 0.04%             | 2032-12-01      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                   | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     236000 | PA      | $243670.00    | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                    | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      75000 | PA      | $78777.45     | 0.00%             | 2031-11-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                    | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    1185000 | PA      | $1070832.60   | 0.07%             | 2027-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ServiceNow Inc                                          | ServiceNow Inc                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      23890 | NS      | $3659709.10   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceTitan Inc                                        | ServiceTitan Inc                                                            | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10244 | NS      | $1090986.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Six Flags Entertainment Corp                            | Six Flags Entertainment Corp                                                | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      43361 | NS      | $665157.74    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                     | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260444 | PA      | $236587.79    | 0.01%             | 2053-01-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure Inc                       | Solaris Energy Infrastructure Inc                                           | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      36723 | NS      | $1688156.31   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                | Solaris Energy Infrastructure Inc                                           | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    1454000 | PA      | $2898839.80   | 0.18%             | 2030-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                | Solaris Energy Infrastructure Inc                                           | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    3782000 | PA      | $4089287.50   | 0.26%             | 2031-10-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO LTD                                     | Sound Point CLO XXVI Ltd                                                    | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249722.30    | 0.02%             | 2034-07-20      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                     | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     475000 | PA      | $400781.25    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                 | Spirit Airlines Pass Through Trust 2015-1A                                  | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |      44800 | PA      | $42971.23     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                | Spirit Airlines Pass Through Trust 2017-1AA                                 | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     532471 | PA      | $500931.43    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                 | Spirit Airlines Pass Through Trust 2017-1A                                  | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1396907 | PA      | $1283784.72   | 0.08%             | 2030-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp                                          | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       4180 | NS      | $351997.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1           | Starwood Mortgage Residential Trust 2020-INV                                | CUSIP: 85573EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1225000 | PA      | $1054723.90   | 0.07%             | 2055-11-25      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Starz Entertainment Corp                                | Starz Entertainment Corp                                                    | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       3086 | NS      | $36106.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STEM INC                                                | Stem Inc                                                                    | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     200000 | PA      | $78000.00     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                        | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188500.00    | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Stratus CLO                                             | Stratus CLO 2021-1 Ltd                                                      | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $0.10         | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Structured Asset Securities Corporation                 | Structured Asset Securities Corp Mortgage Loan Trust 2005-WF2               | CUSIP: 86359DDJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     182214 | PA      | $181133.66    | 0.01%             | 2035-05-25      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Stryker Corp                                            | Stryker Corp                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      23088 | NS      | $8114739.36   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Suncor Energy Inc                                       | Suncor Energy Inc                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      87340 | NS      | $3876545.70   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     723000 | PA      | $742719.83    | 0.05%             | 2030-09-18      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                         | TJX Cos Inc/The                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      74209 | NS      | $11399244.49  | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Tri Pointe Homes Inc                                    | Tri Pointe Homes Inc                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27655 | NS      | $870302.85    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      74845 | NS      | $22744647.05  | 1.43%             |  |  |  | No            | 1                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                     | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     240000 | PA      | $254101.02    | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Target Corp                                             | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       3901 | NS      | $381322.75    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                        | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      29362 | PA      | $30680.35     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                   | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      74000 | PA      | $81971.04     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      24169 | NS      | $10869282.68  | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     794000 | PA      | $784530.36    | 0.05%             | 2031-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                            | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       5060 | NS      | $2932017.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     280000 | PA      | $283664.62    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Toll Brothers Inc                                       | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       3224 | NS      | $435949.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm Group Inc                                     | TransDigm Group Inc                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3662 | NS      | $4869910.70   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                              | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     343238 | PA      | $350542.89    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO 2017-1 Ltd                                                     | CUSIP: 89531FBG1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $498988.50    | 0.03%             | 2037-07-25      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2021-SFR1 Trust                                          | CUSIP: 89614YAG1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    1375000 | PA      | $1360732.45   | 0.09%             | 2038-07-17      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2021-SFR1 Trust                                          | CUSIP: 89614YAH9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |     887000 | PA      | $877998.10    | 0.06%             | 2038-07-17      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                             | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $212104.00    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                      | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     226000 | PA      | $239334.00    | 0.02%             | 2032-02-12      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| X Corp.                                                 | X Corp Term Loan                                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      93625 | PA      | $91885.93     | 0.01%             | 2029-10-26      | Floating      | 10.45%                | No            | 2                  | On Loan: No      |
| HAWKEYE 360 MGR WTS                                     | HAWKEYE 360 MGR WTS                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      49340 | NS      | $828418.60    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| HAWKEYE 360 0.01 WTS                                    | HAWKEYE 360 0.01 WTS                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     124337 | NS      | $2087618.23   | 0.13%             |  |  |  | No            | 3                  | On Loan: No      |
| HAWKEYE 360 ATM WARRANTS                                | HAWKEYE 360 ATM WARRANTS                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      19736 | NS      | $229727.04    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                     | SPACE EXPLORATION TECHNOLOGIES CORP                                         | CUSIP: 000000000<br>LEI: 549300B9WLO96RQCXP87 | Long             | STIV             | CORP              | US        |      20535 | NS      | $6489060.00   | 0.41%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                     | SPACE EXPLORATION TECHNOLOGIES CORP                                         | CUSIP: 000000000<br>LEI: 549300B9WLO96RQCXP87 | Long             | STIV             | CORP              | US        |      22040 | NS      | $6964640.00   | 0.44%             |  |  |  | Yes           | 3                  | On Loan: No      |
| RAPIDSOS SERIES C 1 EQUITY                              | RAPIDSOS SERIES C 1 EQUITY                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1707127 | NS      | $1894910.97   | 0.12%             |  |  |  | No            | 3                  | On Loan: No      |
| LESSEN HOLDINGS INC PREF                                | LESSEN HOLDINGS INC PREF                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25831 | NS      | $0.26         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                             | HNG HOSPITALITY OFFSHORE LP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2660000 | NS      | $1968400.00   | 0.12%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BRIGHT MACHINES SERIES C 1                              | BRIGHT MACHINES SERIES C 1                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     985059 | NS      | $78804.74     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BRIGHT MACHINES SERIES C                                | BRIGHT MACHINES SERIES C                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     472899 | NS      | $94579.80     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| FREEWIRE EQUITY                                         | FREEWIRE EQUITY                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         45 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CROWN PROPTECH UNVESTED                                 | CROWN PROPTECH UNVESTED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33264 | NS      | $0.33         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES SERVICES LTD                    | 10X FUTURE TECHNOLOGIES SERVICES LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     114500 | NS      | $1145205.27   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| RAPIDSOS WARRANTS                                       | RAPIDSOS WARRANTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     946544 | NS      | $1041198.40   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES SERVICES LTD                    | 10X FUTURE TECHNOLOGIES SERVICES LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |     137950 | NS      | $46487.44     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BREEZE AVIATION GROUP INC                               | BREEZE AVIATION GROUP INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1756360 | PA      | $1782705.91   | 0.11%             | 2028-01-30      | Fixed         | 20.00%                | Yes           | 3                  | On Loan: No      |
| INSIGHT M INC SERIES D                                  | INSIGHT M INC SERIES D                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1942003 | NS      | $628043.77    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| WESTBAY 4A2 NOTES                                       | WESTBAY 4A2 NOTES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9314000 | PA      | $9419248.20   | 0.59%             | 2030-02-06      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| INSIGHT M INC WARRANTS                                  | INSIGHT M INC WARRANTS                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    2012253 | NS      | $20.12        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Uber Technologies Inc                                   | Uber Technologies Inc                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      20030 | NS      | $1636651.30   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      75283 | PA      | $56274.04     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      50188 | PA      | $30489.21     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                       | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       6853 | PA      | $4043.27      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                       | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      25611 | PA      | $12101.20     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      21643 | PA      | $12228.30     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      18036 | PA      | $10145.25     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ulta Beauty Inc                                         | Ulta Beauty Inc                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        678 | NS      | $410196.78    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                      | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      17896 | NS      | $4139702.72   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                 | United Airlines 2019-2 Class A Pass Through Trust                           | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     211057 | PA      | $202137.94    | 0.01%             | 2028-05-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| United Airlines Holdings Inc                            | United Airlines Holdings Inc                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      36280 | NS      | $4056829.60   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                        | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $208900.00    | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                        | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     321000 | PA      | $317067.75    | 0.02%             | 2035-09-22      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       6793 | NS      | $2242437.23   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                           | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      58000 | PA      | $59189.00     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                      | Valero Energy Corp                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      10661 | NS      | $1735504.19   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| VanEck Semiconductor ETF                                | VanEck Semiconductor ETF                                                    | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |       3593 | NS      | $1293947.09   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                            | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     389000 | PA      | $410030.31    | 0.03%             | 2029-09-17      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45580.66     | 0.00%             | 2028-06-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     953000 | PA      | $752613.36    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                         | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    1863407 | PA      | $1760919.64   | 0.11%             | 2028-08-18      | Floating      | 9.35%                 | No            | 2                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                              | Vertex Pharmaceuticals Inc                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       4657 | NS      | $2111297.52   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                      | Vertiv Holdings Co                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      24501 | NS      | $3969407.01   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-R2                                          | CUSIP: 92538DAF6<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    2735000 | PA      | $2240355.83   | 0.14%             | 2064-02-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                             | Vistra Corp                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      26277 | NS      | $4239268.41   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                  | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      51000 | PA      | $52147.50     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                          | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      59000 | PA      | $55088.45     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                       | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      99000 | PA      | $101586.87    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| VOLTAGRID LLC                                           | VoltaGrid LLC                                                               | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    1157000 | PA      | $1146292.82   | 0.07%             | 2030-11-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2007-OA6 Trust               | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     931339 | PA      | $797235.48    | 0.05%             | 2047-07-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                             | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     159039 | NS      | $17718534.99  | 1.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Liquidity Funds                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares                     | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   19221797 | NS      | $19221797.25  | 1.20%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                 | EQUATE Petrochemical Co KSC                                                 | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |     297000 | PA      | $296535.94    | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EPIC GAMES INC                                          | EPIC GAMES INC                                                              | CUSIP: 000000000<br>LEI: 549300I2RHITL4UP9K78 | Long             | EC               | CORP              | US        |       2824 | NS      | $1777340.88   | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| THINK & LEARN PVT LTD                                   | THINK & LEARN PVT LTD                                                       | CUSIP: 000000000<br>LEI: 2549006XBBGEQL8H6M81 | Long             | EC               | CORP              | IN        |       2279 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MCM 2021 VFN1                                           | MCM 2021 VFN1                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4116539 | PA      | $3317965.98   | 0.21%             | 2028-08-25      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Median B V                                              | Median B V 2021 EUR Term Loan B1                                            | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |     981818 | PA      | $1141578.80   | 0.07%             | 2027-10-14      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| FLYR SECURED NOTES WTS                                  | FLYR SECURED NOTES WTS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1194158 | PA      | $318601.39    | 0.02%             | 2027-01-20      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| OCEANA A NOTE 4 YEAR                                    | OCEANA A NOTE 4 YEAR                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    4703000 | PA      | $3232703.62   | 0.20%             | 2027-07-31      | Fixed         | 12.50%                | No            | 3                  | On Loan: No      |
| Cypher Bidco                                            | Cypher Bidco EUR Term Loan                                                  | CUSIP: 000000000<br>LEI: 724500QFI7Z9PUJA5G68 | Long             | LON              | CORP              | NL        |    1827670 | PA      | $2099550.52   | 0.13%             | 2027-12-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Bytedance Ltd                                           | Bytedance Ltd                                                               | CUSIP: 000000000<br>LEI: 54930057HU24VGK3CO92 | Long             | EP               | CORP              | US        |      40071 | NS      | $10365165.57  | 0.65%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Rotor Acquisition Corp                                  | ROTOR ACQUI ROTOR ACQUISITION                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3978 | NS      | $16946.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROTOR ACQUI                                             | ROTOR ACQUI ROTOR ACQUISITION                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      25291 | NS      | $1550.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MYTHIC AI INC                                           | MYTHIC AI INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        816 | NS      | $0.01         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DATABRICKS INC                                          | DATABRICKS INC                                                              | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      40470 | NS      | $7689300.00   | 0.48%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                             | CROWN PROPTECH ACQUISITIONS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51000 | NS      | $56610.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                             | CROWN PROPTECH ACQUISITIONS                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      74120 | NS      | $16150.75     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| VOLOCOPTER GMBH                                         | VOLOCOPTER GMBH                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |        780 | NS      | $0.01         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TVC DSCR 21 1 CERT                                      | TVC DSCR 21 1 CERT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1322747 | PA      | $1116460.96   | 0.07%             | 2051-02-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TVC DSCR 21 1 A                                         | TVC DSCR 21 1 A                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2333059 | PA      | $2204943.71   | 0.14%             | 2051-02-01      | Fixed         | 2.38%                 | No            | 3                  | On Loan: No      |
| DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP             | DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4033939 | NS      | $4033938.79   | 0.25%             |  |  |  | Yes           | N/A                | On Loan: No      |
| SAMBANOVA SYSTEMS INC                                   | SAMBANOVA SYSTEMS INC                                                       | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EC               | CORP              | US        |      13158 | NS      | $663557.94    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PsiQuantum Corp                                         | PsiQuantum Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36048 | NS      | $1552947.84   | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited EUR Term Loan B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    5361278 | PA      | $4891135.53   | 0.31%             | 2029-06-08      | Floating      | 10.17%                | No            | 3                  | On Loan: No      |
| SNORKEL AI INC                                          | SNORKEL AI INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45203 | NS      | $345350.92    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BREEZE AVIATION GROUP INC                               | BREEZE AVIATION GROUP INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3333 | NS      | $518448.15    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Playstudios Inc                                         | Playstudios Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     226924 | NS      | $147840.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NOODLE INC                                              | NOODLE INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     196272 | NS      | $129539.52    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JUMPCLOUD INC                                           | JUMPCLOUD INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      74023 | NS      | $164331.06    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| URSA MAJOR TECHNOLOGIES INC                             | URSA MAJOR TECHNOLOGIES INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     290420 | NS      | $1277848.00   | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | DREAM FINDERS HOMES INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      10172 | NS      | $10082995.00  | 0.63%             |  |  |  | No            | 3                  | On Loan: No      |
| SARCOS TECHNOLOGY AND ROBOTICS                          | SARCOS TECHNOLOGY AND ROBOTICS                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     160743 | NS      | $684765.89    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LATCH INC                                               | LATCH INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     142273 | NS      | $21369.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CML ST Regis Aspen                                      | CML ST Regis Aspen Term Loan                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6479771 | PA      | $6526329.44   | 0.41%             | 2027-02-09      | Fixed         | 7.27%                 | No            | 3                  | On Loan: No      |
| PROJECT MONTELENA                                       | PROJECT MONTELENA                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    4050898 | PA      | $4243136.67   | 0.27%             | 2030-06-20      | Fixed         | 10.25%                | No            | 3                  | On Loan: No      |
| EIS Group Inc                                           | EIS Group Inc Term Loan                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3733697 | PA      | $3579868.68   | 0.22%             | 2028-07-10      | Floating      | 10.72%                | No            | 3                  | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited GBP Incremental Term Loan                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    3153130 | PA      | $3267602.72   | 0.20%             | 2029-06-08      | Floating      | 11.97%                | No            | 3                  | On Loan: No      |
| Hydrofarm Holdings LLC                                  | Hydrofarm Holdings LLC 2021 Term Loan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1771730 | PA      | $1452818.30   | 0.09%             | 2028-10-25      | Floating      | 9.60%                 | No            | 3                  | On Loan: No      |
| AMF MF Portfolio                                        | AMF MF Portfolio Term Loan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2179498 | PA      | $2253111.53   | 0.14%             | 2028-11-01      | Fixed         | 7.67%                 | No            | 3                  | On Loan: No      |
| TEYA SERVICES LTD                                       | TEYA SERVICES LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1235 | NS      | $385962.20    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Fanatics Holdings Inc                                   | Fanatics Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 254900SDMEGPMGGZLF87 | Long             | EC               | CORP              | US        |     126282 | NS      | $10102560.00  | 0.63%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SONDER HOLDINGS INC                                     | SONDER HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37498 | NS      | $374.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Volta Trucks                                            | Volta Trucks                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |       2732 | NS      | $0.04         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CLARIFY HEALTH                                          | CLARIFY HEALTH                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     345315 | NS      | $994507.20    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                             | CAP HILL BRANDS PREF EQUITY                                                 | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EP               | CORP              | US        |    1185824 | NS      | $11.86        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AIVEN SERIES D PREFERRED                                | AIVEN SERIES D PREFERRED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | FI        |      37890 | NS      | $2056290.30   | 0.13%             |  |  |  | No            | 3                  | On Loan: No      |
| DEEP INSTINCT LTD                                       | DEEP INSTINCT LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |      21889 | NS      | $218.89       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| URSA MAJOR TECHNOLOGIES INC                             | URSA MAJOR TECHNOLOGIES INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35579 | NS      | $160817.08    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| VERSA NETWORKS INC                                      | VERSA NETWORKS INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     207248 | NS      | $996862.88    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SABENA TECHNICS SAS                                     | SABENA TECHNICS SAS                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    2084747 | PA      | $2449994.79   | 0.15%             | 2029-09-30      | Variable      | 7.00%                 | Yes           | 3                  | On Loan: No      |
| VERSA NETWORKS INC                                      | VERSA NETWORKS INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1681498 | NS      | $10257137.80  | 0.64%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wealthfront Corp                                        | Wealthfront Corp                                                            | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      55831 | NS      | $758743.29    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EIS Group Inc                                           | EIS Group Inc Revolver                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     373370 | PA      | $357986.87    | 0.02%             | 2028-07-10      | Floating      | 10.72%                | No            | 3                  | On Loan: No      |
| Alorica Inc                                             | Alorica Inc 2022 Term Loan                                                  | CUSIP: 000000000<br>LEI: 549300I7BKCLNE05U640 | Long             | LON              | CORP              | US        |    3026449 | PA      | $3007685.22   | 0.19%             | 2027-12-21      | Floating      | 10.59%                | No            | 3                  | On Loan: No      |
| Coreweave Compute Acquisition Co II LLC                 | Coreweave Compute Acquisition Co II LLC Delayed Draw Term Loan              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5015925 | PA      | $4953225.93   | 0.31%             | 2028-07-31      | Floating      | 13.95%                | No            | 3                  | On Loan: No      |
| Promontoria Beech Designated Activity Co                | Promontoria Beech Designated Activity Co EUR Term Loan                      | CUSIP: 000000000<br>LEI: 54930082UZ8R6QVSNJ70 | Long             | LON              | CORP              | IE        |     857560 | PA      | $1007804.30   | 0.06%             | 2027-05-17      | Floating      | 5.69%                 | No            | 3                  | On Loan: No      |
| VOLATO GROUP INC                                        | VOLATO GROUP INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      48765 | NS      | $438.89       | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES SERVICES LTD                    | 10X FUTURE TECHNOLOGIES SERVICES LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1301205 | PA      | $1363704.19   | 0.09%             | 2026-06-19      | Fixed         | 15.00%                | Yes           | 3                  | On Loan: No      |
| BREEZE AVIATION GROUP INC                               | BREEZE AVIATION GROUP INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     878180 | PA      | $891352.98    | 0.06%             | 2028-01-30      | Fixed         | 20.00%                | Yes           | 3                  | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     130274 | NS      | $12141536.80  | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2019-C50                              | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21744996 | PA      | $754066.46    | 0.05%             | 2052-05-15      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| West Deptford Energy Holdings LLC                       | West Deptford Energy Holdings LLC 2025 Term Loan                            | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |    1010920 | PA      | $1002286.74   | 0.06%             | 2031-12-30      | Floating      | 7.72%                 | No            | 2                  | On Loan: No      |
| FORMENTERA PARTNERS FUND II                             | FORMENTERA PARTNERS FUND II                                                 | CUSIP: 000000000<br>LEI: 549300X3TYEO4J8HWR30 | Long             | EC               | CORP              | US        |    3822295 | NS      | $2904944.20   | 0.18%             |  |  |  | No            | 3                  | On Loan: No      |
| PIONEER MIDCO 144A NOTES                                | PIONEER MIDCO 144A NOTES                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5367303 | PA      | $5380720.83   | 0.34%             | 2030-11-18      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| SCI PH PARENT INC                                       | SCI PH PARENT INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1183 | NS      | $1576347.50   | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HAWKEYE 360 SERIES D1 CONVERT                           | HAWKEYE 360 SERIES D1 CONVERT                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     406081 | NS      | $8389633.46   | 0.53%             |  |  |  | No            | 3                  | On Loan: No      |
| Euro Parfums Fze                                        | Euro Parfums Fze Term Loan B                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     548991 | PA      | $546246.42    | 0.03%             | 2028-06-23      | Floating      | 9.12%                 | No            | 3                  | On Loan: No      |
| OCEANA A NOTE 3 YEAR                                    | OCEANA A NOTE 3 YEAR                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    2822000 | PA      | $1906802.57   | 0.12%             | 2026-07-31      | Fixed         | 12.50%                | No            | 3                  | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                          | NEW YORK COMMUNITY BANCORP INC                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        550 | NS      | $1305601.00   | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SCREAMING EAGLE ACQUISITION CORP                        | SCREAMING EAGLE ACQUISITION CORP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     115000 | NS      | $1039064.10   | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| DAVIDSON HOMES PREF EQIUTY/PFD                          | DAVIDSON HOMES PREF EQIUTY/PFD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       7345 | NS      | $8257395.90   | 0.52%             |  |  |  | No            | 3                  | On Loan: No      |
| COREWEAVE CONVERTIBLE PREF EQ                           | COREWEAVE CONVERTIBLE PREF EQ                                               | CUSIP: 000000000<br>LEI: 984500511DP2B6186053 | Long             | EP               | CORP              | US        |    1579000 | NS      | $1563210.00   | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| DAVIDSON HOMES WARRANTS                                 | DAVIDSON HOMES WARRANTS                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      50977 | NS      | $115208.02    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                                | OCEANA A 4YR NOTE UPSIZE                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1980000 | PA      | $1319767.44   | 0.08%             | 2028-07-31      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| EXO IMAGING INC                                         | EXO IMAGING INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     117667 | NS      | $87073.73     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| EXO IMAGING INC                                         | EXO IMAGING INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2531 | NS      | $936.64       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SONDER WARRANTS DEC 30 2029                             | SONDER WARRANTS DEC 30 2029                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      26165 | NS      | $0.26         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WOM NEW HOLDCO COMMON                                   | WOM NEW HOLDCO COMMON                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        599 | NS      | $13777.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SOURCE GLOBAL PBC COMMON                                | SOURCE GLOBAL PBC COMMON                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4622 | NS      | $369.76       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| DEEP INSTINCT ORDINARY                                  | DEEP INSTINCT ORDINARY                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      66096 | NS      | $3965.76      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SONDER WARRANTS 5 YR                                    | SONDER WARRANTS 5 YR                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     261005 | NS      | $2.61         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| LESSEN HLDS SERIES BX                                   | LESSEN HLDS SERIES BX                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     489075 | NS      | $4.89         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                          | SONDER 1L PIK NOTES 7 12/10/27                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10937984 | PA      | $1.09         | 0.00%             | 2027-12-10      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                            | VERITAS SERIES G 1 PREFERRED                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       6197 | NS      | $142531.00    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox Clo II Ltd                                                         | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2743432.18   | 0.17%             | 2037-10-24      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox Clo I Ltd                                                          | CUSIP: 96467CAC1<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $680200.00    | 0.04%             | 2037-01-24      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox CLO III Ltd                                                        | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $502486.45    | 0.03%             | 2035-10-15      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox CLO III Ltd                                                        | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500787.05    | 0.03%             | 2035-10-15      | Floating      | 9.55%                 | No            | 2                  | On Loan: No      |
| Snorkel AI Inc                                          | Snorkel AI Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12621 | NS      | $77240.52     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JUMPCLOUD INC                                           | JUMPCLOUD INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1125428 | NS      | $2498450.16   | 0.16%             |  |  |  | Yes           | 3                  | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                          | VERITAS SERIES G PREFERRED STO                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       8968 | NS      | $210748.00    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      80729 | NS      | $4852620.19   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| WINDSTREAM SERVICES LLC                                 | Windstream Services LLC                                                     | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66632.01     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                               | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      12000 | PA      | $17775.00     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                               | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       5000 | PA      | $7406.25      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                               | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      13440 | PA      | $10752.00     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Wolfspeed Inc                                           | Wolfspeed Inc                                                               | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       1112 | NS      | $19359.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                                        | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     195348 | PA      | $178743.42    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WOM MOBILE SA                                           | WOM Mobile SA                                                               | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      13449 | PA      | $13252.38     | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Wynn Resorts Ltd                                        | Wynn Resorts Ltd                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       2581 | NS      | $310571.73    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                  | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1554716.46   | 0.10%             | 2030-10-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                  | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     573000 | PA      | $466636.88    | 0.03%             | 2031-04-15      | Fixed         | 13.50%                | No            | 2                  | On Loan: No      |
| Xerox Holdings Corp                                     | Xerox Holdings Corp 2023 Term Loan B                                        | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |     630794 | PA      | $537751.75    | 0.03%             | 2029-11-19      | Floating      | 7.73%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     122581 | PA      | $116451.95    | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| VERGE COMMON EQ                                         | VERGE COMMON EQ                                                             | CUSIP: 000000000<br>LEI: 549300Y1L2KQEZ7TU221 | Long             | EC               | CORP              | US        |     341505 | NS      | $51225.75     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| RELSPACE COMMON EQ                                      | RELSPACE COMMON EQ                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        496 | NS      | $510.88       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| FIGEAC AERO SA                                          | FIGEAC AERO SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    3520000 | PA      | $4100714.64   | 0.26%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           | 3                  | On Loan: No      |
| FLYR SERIES D X PREF EQ                                 | FLYR SERIES D X PREF EQ                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     421209 | NS      | $4.21         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CARESYNTAX COMMON EQ                                    | CARESYNTAX COMMON EQ                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15359 | NS      | $0.15         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| FLYR SERIES D X WRNT 12/31/49                           | FLYR SERIES D X WRNT 12/31/49                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       5990 | NS      | $0.06         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      13376 | NS      | $14412909.63  | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                           | Industria de Diseno Textil SA                                               | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       6370 | NS      | $420194.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                | gategroup Finance Luxembourg SA                                             | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |     255000 | PA      | $320339.33    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     244000 | PA      | $230148.12    | 0.01%             | 2047-11-28      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                         | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     227000 | PA      | $250337.87    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     214000 | PA      | $250864.07    | 0.02%             | 2030-04-16      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| TELE COLUMBUS AG                                        | Tele Columbus AG                                                            | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |     318810 | PA      | $246381.51    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     520000 | PA      | $5200.00      | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     224000 | PA      | $230915.70    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                | NAK Naftogaz Ukraine via Kondor Finance PLC                                 | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     232704 | PA      | $226982.89    | 0.01%             | 2026-07-19      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                   | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     251000 | PA      | $297187.51    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                         | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     606000 | PA      | $489384.17    | 0.03%             | 2028-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                                    | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $234616.29    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     219000 | PA      | $232634.94    | 0.01%             | 2032-05-29      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $12000.00     | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     107774 | PA      | $106588.49    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                      | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     257000 | PA      | $249444.20    | 0.02%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                  | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $127589.49    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                        | Mobico Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |     162000 | PA      | $128502.18    | 0.01%             | 2026-01-12      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Invesco Euro CLO                                        | Invesco Euro CLO V DAC                                                      | CUSIP: 000000000<br>LEI: 5493004UWK07M4U35L23 | Long             | ABS-CBDO         | CORP              | IE        |    3150000 | PA      | $3601776.33   | 0.23%             | 2034-01-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| CIFC European Funding CLO                               | CIFC European Funding CLO III DAC                                           | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $822660.72    | 0.05%             | 2034-01-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     320000 | PA      | $3200.00      | 0.00%             | 2021-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                                      | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     553000 | PA      | $651379.77    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Henley CLO                                              | Henley CLO IV DAC                                                           | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1177695.41   | 0.07%             | 2034-04-25      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| KLEOPATRA FINCO SARL                                    | Kleopatra Finco Sarl                                                        | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |     411000 | PA      | $227013.38    | 0.01%             | 2026-03-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Cordatus CLO PLC                                        | CVC Cordatus Loan Fund XIX DAC                                              | CUSIP: 000000000<br>LEI: 635400BFCX9PFNPQKM71 | Long             | ABS-CBDO         | CORP              | IE        |    2300000 | PA      | $2704352.00   | 0.17%             | 2033-12-23      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                    | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     104000 | PA      | $56956.68     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                    | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     129280 | PA      | $70969.11     | 0.00%             | 2029-04-15      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| HERENS MIDCO SARL                                       | Herens Midco Sarl                                                           | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |     490000 | PA      | $319837.35    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CEDACRI SPA                                             | Cedacri SpA                                                                 | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |     102000 | PA      | $120963.14    | 0.01%             | 2028-05-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                         | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $113395.66    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BRANICKS GROUP AG                                       | BRANICKS Group AG                                                           | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $82073.53     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                        | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $195562.50    | 0.01%             | 2027-03-24      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Ares Euro CLO                                           | Ares European CLO XII DAC                                                   | CUSIP: 000000000<br>LEI: 635400XCOLUI5RNVIZ11 | Long             | ABS-CBDO         | CORP              | IE        |     875000 | PA      | $1030889.46   | 0.06%             | 2032-04-20      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                     | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     187000 | PA      | $222432.37    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                       | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     855000 | PA      | $1081824.92   | 0.07%             | 2028-11-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BCP V MODULAR SERVICES                                  | BCP V Modular Services Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $181287.30    | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AGRIFARMA SPA                                           | Agrifarma SpA                                                               | CUSIP: 000000000<br>LEI: 815600F89DA538E88804 | Long             | DBT              | CORP              | IT        |    1882000 | PA      | $2231546.19   | 0.14%             | 2028-10-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LUNE HOLDINGS SARL                                      | Lune Holdings Sarl                                                          | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |     305000 | PA      | $41220.19     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                         | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |     257000 | PA      | $302022.17    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                                | Bayer AG                                                                    | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $361795.51    | 0.02%             | 2082-03-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PREEM PETROLEUM AB                                      | Preem AB                                                                    | CUSIP: 000000000<br>LEI: 549300MIHCMD8DCSBY41 | Long             | DBT              | CORP              | SE        |     137600 | PA      | $166920.94    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $214500.00    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                         | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     237000 | PA      | $285909.14    | 0.02%             | 2028-02-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| NORTH MACEDONIA                                         | North Macedonia Government International Bond                               | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     187000 | PA      | $227728.78    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            | 2                  | On Loan: No      |
| FOMENTO ECONOMICO MEX                                   | Fomento Economico Mexicano SAB de CV                                        | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     500000 | PA      | $587289.87    | 0.04%             | 2026-02-24      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ENGINEERING SPA                                         | Engineering - Ingegneria Informatica - SpA                                  | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |     448000 | PA      | $557308.18    | 0.03%             | 2028-05-15      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| MOTION FINCO SARL                                       | Motion Finco Sarl                                                           | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     201000 | PA      | $214387.99    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                     | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     250000 | PA      | $292949.23    | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                     | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      72363 | PA      | $85096.30     | 0.01%             | 2028-08-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                        | Mobico Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |     302000 | PA      | $280935.51    | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                          | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     177000 | PA      | $251111.92    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                               | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     254000 | PA      | $319539.13    | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                   | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     583200 | PA      | $709163.45    | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                            | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     432000 | PA      | $527738.54    | 0.03%             | 2029-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                           | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     384000 | PA      | $395958.99    | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                               | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |     317000 | PA      | $386445.21    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                                    | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |     200000 | PA      | $218196.36    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                          | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    1025000 | PA      | $1241527.30   | 0.08%             | 2031-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                   | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     349000 | PA      | $424339.63    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                        | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |     639000 | PA      | $866094.37    | 0.05%             | 2031-03-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     285000 | PA      | $349701.86    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                                  | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |     200000 | PA      | $251122.56    | 0.02%             | 2035-06-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                  | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1293000 | PA      | $1527788.77   | 0.10%             | 2032-04-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                  | CD&R Firefly Bidco PLC                                                      | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $141035.13    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                         | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121563.07    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                             | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $205704.00    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                         | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     328000 | PA      | $398568.56    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                  | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |     489000 | PA      | $597541.67    | 0.04%             | 2031-05-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                           | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $125358.69    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| MULTIVERSITY SPA                                        | Multiversity SpA                                                            | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |     137000 | PA      | $171940.43    | 0.01%             | 2031-05-17      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| MULTIVERSITY SPA                                        | Multiversity SpA                                                            | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |     126000 | PA      | $149729.30    | 0.01%             | 2031-05-17      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                     | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $150758.00    | 0.01%             | 2029-08-07      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                               | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |     298000 | PA      | $341294.47    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| FIBER MIDCO SPA                                         | Fiber Midco Spa                                                             | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |     229334 | PA      | $206685.25    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                       | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $121480.62    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CENTRICA PLC                                            | Centrica PLC                                                                | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |     494000 | PA      | $685870.84    | 0.04%             | 2055-05-21      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                       | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     142000 | PA      | $167897.74    | 0.01%             | 2031-06-01      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                    | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $246271.11    | 0.02%             | 2034-05-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                   | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     221000 | PA      | $265362.90    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                              | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116824.28    | 0.01%             | 2030-07-18      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Penta CLO S.A.                                          | Penta CLO 17 DAC                                                            | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |     232000 | PA      | $274422.34    | 0.02%             | 2038-08-15      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                          | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |     236000 | PA      | $279614.17    | 0.02%             | 2029-07-01      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                         | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     456000 | PA      | $553291.05    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                               | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $743155.34    | 0.05%             | 2034-10-09      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                       | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |     305000 | PA      | $362573.51    | 0.02%             | 2029-07-01      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| Tikehau                                                 | Tikehau CLO XII DAC                                                         | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |     340000 | PA      | $401022.14    | 0.03%             | 2038-10-20      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                         | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     549000 | PA      | $654114.54    | 0.04%             | 2032-07-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                         | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     176000 | PA      | $211723.21    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                             | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     573000 | PA      | $707125.19    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| AB CarVal Euro CLO                                      | AB Carval Euro CLO II-C DAC                                                 | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $296852.14    | 0.02%             | 2037-02-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                          | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     654800 | PA      | $808658.66    | 0.05%             | 2029-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     147000 | PA      | $181513.41    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      88672 | PA      | $106050.31    | 0.01%             | 2029-12-31      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC          | Palmer Square European Loan Funding 2024-2 DAC                              | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $293796.27    | 0.02%             | 2034-05-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                              | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     218000 | PA      | $257947.74    | 0.02%             | 2031-07-31      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                                | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |     292000 | PA      | $356985.53    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                         | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     123000 | PA      | $140889.20    | 0.01%             | 2029-07-31      | Floating      | 8.69%                 | No            | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                         | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     138000 | PA      | $183701.97    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios Clo III DAC                                                       | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |     470000 | PA      | $556665.31    | 0.03%             | 2037-04-20      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                    | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $244681.33    | 0.02%             | 2032-06-17      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                    | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $276299.40    | 0.02%             | 2035-06-17      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                    | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $241367.44    | 0.02%             | 2029-09-17      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BUBBLES BIDCO SPA                                       | Bubbles Bidco SPA                                                           | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     236000 | PA      | $284535.53    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BUBBLES BIDCO SPA                                       | Bubbles Bidco SPA                                                           | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     231000 | PA      | $273762.41    | 0.02%             | 2031-09-30      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Providus CLO                                            | Providus CLO II DAC                                                         | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |     238000 | PA      | $279836.07    | 0.02%             | 2038-10-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Arbour CLO                                              | Arbour CLO VI DAC                                                           | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $353788.56    | 0.02%             | 2037-11-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Capital Four CLO                                        | Capital Four CLO VIII DAC                                                   | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $412724.65    | 0.03%             | 2037-10-25      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                       | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $202500.00    | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| OEG FINANCE PLC                                         | OEG Finance PLC                                                             | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |     271000 | PA      | $332909.29    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| APCOA HOLDINGS GMBH                                     | APCOA Group GmbH/Germany                                                    | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |     307000 | PA      | $363575.76    | 0.02%             | 2031-04-15      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                                        | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |     118000 | PA      | $141245.22    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Jubilee CDO BV                                          | Jubilee CLO 2024-XXIX DAC                                                   | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |     370000 | PA      | $436941.89    | 0.03%             | 2039-01-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                 | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     174000 | PA      | $150819.51    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                              | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     495000 | PA      | $708947.13    | 0.04%             | 2031-08-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                        | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     249000 | PA      | $315926.98    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                             | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     102000 | PA      | $122352.72    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC          | Palmer Square European Loan Funding 2024-3 DAC                              | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $258586.53    | 0.02%             | 2034-05-15      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| Henley Funding Ltd.                                     | Henley CLO XII DAC                                                          | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $259168.98    | 0.02%             | 2038-01-15      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     196000 | PA      | $235296.07    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                                      | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     309000 | PA      | $366149.25    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Arini European CLO                                      | Arini European Clo IV DAC                                                   | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |     430000 | PA      | $511482.50    | 0.03%             | 2038-01-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO XI DAC                                                          | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $259219.66    | 0.02%             | 2038-11-20      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Avoca Static CLO                                        | Avoca Static CLO I DAC                                                      | CUSIP: 000000000<br>LEI: 549300D0MXVAW7ZB0873 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $176277.62    | 0.01%             | 2035-01-15      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Victory Street CLO                                      | Victory Street CLO I DAC                                                    | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |     320000 | PA      | $378039.24    | 0.02%             | 2038-01-15      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                            | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |     104000 | PA      | $125408.59    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                | Pacific National Finance Pty Ltd                                            | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |     190000 | PA      | $128158.30    | 0.01%             | 2054-12-11      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                         | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111639.83    | 0.01%             | 2030-03-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO VII DAC                                                         | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |     290000 | PA      | $340408.33    | 0.02%             | 2038-01-23      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                                   | Virgin Media O2 Vendor Financing Notes V DAC                                | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $135216.23    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Avoca CLO                                               | Avoca CLO XVIII DAC                                                         | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |     170000 | PA      | $199876.86    | 0.01%             | 2038-01-15      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                  | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     229000 | PA      | $282347.31    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                     | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     250229 | PA      | $192625.97    | 0.01%             | 2032-12-18      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2767000 | PA      | $2773917.50   | 0.17%             | 2026-03-31      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     111000 | PA      | $132403.91    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                   | Deutsche Lufthansa AG                                                       | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $487841.97    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     110000 | PA      | $130347.54    | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                     | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $238271.80    | 0.01%             | 2034-01-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                        | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     788933 | PA      | $1015497.56   | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                             | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     162000 | PA      | $194917.94    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |     209000 | PA      | $255231.10    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SGL GROUP APS                                           | SGL Group ApS                                                               | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |     143000 | PA      | $161164.61    | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| Aurium CLO                                              | Aurium Clo XIII DAC                                                         | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |     160000 | PA      | $187027.00    | 0.01%             | 2038-04-15      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     215000 | PA      | $265460.58    | 0.02%             | 2034-09-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                 | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     325000 | PA      | $380259.46    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                     | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $216599.85    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                     | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     127000 | PA      | $139908.36    | 0.01%             | 2030-02-15      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     248000 | PA      | $214676.24    | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Fidelity Grand Harbour CLO                              | Fidelity Grand Harbour Clo 2023-1 DAC                                       | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $350750.45    | 0.02%             | 2038-02-15      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Henley Funding Ltd.                                     | Henley Clo Xi DAC                                                           | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |     330000 | PA      | $387086.33    | 0.02%             | 2039-04-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Arini European CLO                                      | Arini European CLO V DAC                                                    | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |     230000 | PA      | $271362.80    | 0.02%             | 2039-01-15      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| Contego CLO DAC                                         | Contego Clo V DAC                                                           | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |     230000 | PA      | $268778.74    | 0.02%             | 2037-10-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| TAG IMMOBILIEN AG                                       | TAG Immobilien AG                                                           | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119583.65    | 0.01%             | 2031-03-11      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                | Sappi Papier Holding GmbH                                                   | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |     150000 | PA      | $171118.56    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                               | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $239537.35    | 0.02%             | 2037-03-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Rockford Tower Europe CLO                               | Rockford Tower Europe Clo 2025-1 DAC                                        | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |     290000 | PA      | $338593.19    | 0.02%             | 2037-10-25      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro CLO I DAC                                                       | CUSIP: 000000000<br>LEI: 635400KVFUOP733LMF93 | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $413631.12    | 0.03%             | 2039-04-25      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| ALSTRIA OFFICE AG                                       | Alstria Office AG                                                           | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120292.06    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund DAC                  | CVC Cordatus Opportunity Loan Fund-R DAC                                    | CUSIP: 000000000<br>LEI: 635400C8SJP8XE4FXA57 | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $821166.81    | 0.05%             | 2033-08-15      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                         | Texas Debt Capital Euro CLO 2025-I DAC                                      | CUSIP: 000000000<br>LEI: 6354005CUY8PX5XJT459 | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $410470.21    | 0.03%             | 2039-04-16      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| IBERDROLA FINANZAS SAU                                  | Iberdrola Finanzas SA                                                       | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $131440.18    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                               | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $123906.33    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                               | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119966.20    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                               | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |     193000 | PA      | $228828.18    | 0.01%             | 2030-05-01      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $239653.83    | 0.02%             | 2035-04-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                    | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117135.90    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      82000 | PA      | $100249.08    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                         | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111475.53    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                       | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     148000 | PA      | $179120.39    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                          | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |     223000 | PA      | $266528.95    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                 | Wintershall Dea Finance 2 BV                                                | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |     164000 | PA      | $196617.90    | 0.01%             | 2030-05-08      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                    | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     282000 | PA      | $335205.72    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |     146000 | PA      | $198499.62    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                                | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |     159000 | PA      | $188570.75    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     139000 | PA      | $167286.11    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121282.60    | 0.01%             | 2030-11-15      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                   | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     179000 | PA      | $215274.83    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121608.75    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| PRYSMIAN SPA                                            | Prysmian SpA                                                                | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |     275000 | PA      | $336377.38    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     185000 | PA      | $224237.95    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AIR FRANCE-KLM                                          | Air France-KLM                                                              | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $238089.85    | 0.01%             | 2030-05-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                        | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     211000 | PA      | $247334.11    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                        | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $247611.92    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     216000 | PA      | $257457.73    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                        | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     152000 | PA      | $181341.95    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                              | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     112000 | PA      | $132332.01    | 0.01%             | 2032-07-01      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119415.68    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                                 | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                          | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |     100000 | PA      | $119371.90    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119439.63    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                   | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     588000 | PA      | $669666.78    | 0.04%             | 2031-07-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                   | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |     196000 | PA      | $233349.66    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LUNA 2 5SARL                                            | Luna 2 5SARL                                                                | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119668.57    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                 | Garfunkelux Holdco 3 SA                                                     | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |     180533 | PA      | $203105.72    | 0.01%             | 2028-09-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CZECHOSLOVAK GROUP                                      | Czechoslovak Group AS                                                       | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     325000 | PA      | $395307.90    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                         | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     156000 | PA      | $186078.15    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                         | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119105.78    | 0.01%             | 2032-07-14      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                            | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     306000 | PA      | $367408.73    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                 | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     128000 | PA      | $153141.18    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro Clo II DAC                                                      | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |     160000 | PA      | $188842.53    | 0.01%             | 2039-07-25      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| PAPREC HOLDING SA                                       | Paprec Holding SA                                                           | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |     281000 | PA      | $331806.01    | 0.02%             | 2030-07-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                       | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     382000 | PA      | $418554.41    | 0.03%             | 2031-07-10      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                         | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $119304.97    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                         | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     228000 | PA      | $274798.24    | 0.02%             | 2033-07-10      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                         | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     256000 | PA      | $307420.64    | 0.02%             | 2031-07-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                       | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     250000 | PA      | $258515.00    | 0.02%             | 2030-07-21      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios CLO V DAC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     170000 | PA      | $200852.08    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                | Port of Newcastle Investments Financing Pty Ltd                             | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |     180000 | PA      | $119725.40    | 0.01%             | 2033-07-18      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     214000 | PA      | $258208.51    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | Froneri Lux FinCo SARL                                                      | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     151000 | PA      | $178787.78    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                         | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |     116929 | PA      | $119797.08    | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                         | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      65455 | PA      | $64586.68     | 0.00%             | 2030-09-11      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                         | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |     136466 | PA      | $162477.71    | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                         | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      82902 | PA      | $82330.50     | 0.01%             | 2029-09-11      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                | Alexandrite Lake Lux Holdings Sarl                                          | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |     384000 | PA      | $459061.32    | 0.03%             | 2030-07-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LUNA 1.5 SARL                                           | Luna 1.5 Sarl                                                               | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |     191000 | PA      | $233402.67    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Aurium CLO                                              | Aurium CLO VII DAC                                                          | CUSIP: 000000000<br>LEI: 549300V2IBKMYWMKX423 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117824.16    | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Signal Harmonic CLO                                     | Signal Harmonic CLO I DAC                                                   | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-CBDO         | CORP              | IE        |     190000 | PA      | $224538.23    | 0.01%             | 2038-07-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                    | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $355644.90    | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                        | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $197000.00    | 0.01%             | 2029-09-09      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                 | Unibail-Rodamco-Westfield SE                                                | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     200000 | PA      | $239282.47    | 0.01%             | 2031-06-11      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                           | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     284000 | PA      | $324553.12    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                     | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     241000 | PA      | $277672.02    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRST 1                                    | Scentre Group Trust 1                                                       | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |     430000 | PA      | $273866.51    | 0.02%             | 2035-09-18      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $116968.83    | 0.01%             | 2038-03-19      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                   | Schneider Electric SE                                                       | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $475759.14    | 0.03%             | 2033-09-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Hambridge Euro CLO DAC                                  | Hambridge Euro Clo 1 DAC                                                    | CUSIP: 000000000<br>LEI: 635400P8G4JAUUUQGV26 | Long             | ABS-CBDO         | CORP              | IE        |     210000 | PA      | $248569.10    | 0.02%             | 2038-10-20      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                 | Veolia Environnement SA                                                     | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116943.21    | 0.01%             | 2032-10-24      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| AGL ENERGY LTD                                          | AGL Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $129109.54    | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                           | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     186000 | PA      | $188089.25    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| DEEPOCEAN LTD                                           | Deepocean Ltd                                                               | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $120573.38    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PRA GROUP EUROPE HOLDING                                | PRA Group Europe Holding II Sarl                                            | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114582.00    | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LENDLEASE ASIA TREASURY                                 | Lendlease Asia Treasury Pte Ltd                                             | CUSIP: 000000000<br>LEI: 254900RDMI6PPK5EN222 | Long             | DBT              | CORP              | SG        |     250000 | PA      | $194880.97    | 0.01%             | 2030-09-30      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                               | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     224000 | PA      | $261172.80    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                    | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116288.86    | 0.01%             | 2031-01-06      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                   | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $112412.11    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                   | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     119000 | PA      | $135331.13    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                               | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |     384000 | PA      | $455350.96    | 0.03%             | 2032-10-15      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     108000 | PA      | $126083.81    | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                   | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     274000 | PA      | $326811.05    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ALSTRIA OFFICE                                          | Alstria Office AG                                                           | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $232243.02    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                            | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118562.61    | 0.01%             | 2032-10-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                            | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120641.33    | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SALZGITTER AG                                           | Salzgitter AG                                                               | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $256076.08    | 0.02%             | 2032-10-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GRUPPO SAN DONATO SPA                                   | Gruppo San Donato SPA                                                       | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |     126000 | PA      | $150712.71    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CIFC European Funding                                   | CIFC European Funding CLO II DAC                                            | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |     210000 | PA      | $247845.08    | 0.02%             | 2039-10-15      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Silver Point Euro CLO Designated Activity Company       | Silver Point Euro Clo 1 DAC                                                 | CUSIP: 000000000<br>LEI: 254900E59SU5T0V8CI79 | Long             | ABS-CBDO         | CORP              | IE        |     110000 | PA      | $129542.99    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                     | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     811000 | PA      | $929004.14    | 0.06%             | 2031-04-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ENERGEAN PLC                                            | Energean PLC                                                                | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $117519.29    | 0.01%             | 2031-05-12      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Victory Street CLO                                      | Victory Street Clo II DAC                                                   | CUSIP: 000000000<br>LEI: 635400ZBAAJJTSW7YN78 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $295457.24    | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| FR BONDCO SAS                                           | FR Bondco SAS                                                               | CUSIP: 000000000<br>LEI: 9695005XHXDZWSFICJ23 | Long             | DBT              | CORP              | FR        |     113000 | PA      | $133262.21    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                         | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118198.68    | 0.01%             | 2030-11-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                             | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     514000 | PA      | $553795.27    | 0.03%             | 2030-12-01      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco PLC                                                             | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136137.58    | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KING US BIDCO INC                                       | King US Bidco Inc                                                           | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |     179000 | PA      | $212345.53    | 0.01%             | 2032-12-01      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco PLC                                                             | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     126000 | PA      | $150184.26    | 0.01%             | 2032-11-20      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| GRUENENTHAL GMBH                                        | Gruenenthal GmbH                                                            | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     211000 | PA      | $250567.47    | 0.02%             | 2031-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                    | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118256.85    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     103000 | PA      | $122381.15    | 0.01%             | 2031-01-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TABCORP FINANCE PTY LTD                                 | Tabcorp Finance Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $164700.32    | 0.01%             | 2031-05-28      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                     | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     302000 | PA      | $341822.66    | 0.02%             | 2030-06-08      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Elm Park CLO                                            | Elm Park CLO DAC                                                            | CUSIP: 000000000<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118184.17    | 0.01%             | 2038-01-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                     | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $217546.19    | 0.01%             | 2031-03-08      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                             | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |     180000 | PA      | $213155.68    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| ENCORE ISSUANCES SA                                     | Encore Issuances SA                                                         | CUSIP: 000000000<br>LEI: 529900AZGF6OODGSBY09 | Long             | DBT              | CORP              | LU        |     131510 | PA      | $155170.97    | 0.01%             | 2026-08-14      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     261000 | PA      | $314112.73    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                | Biffa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |     114000 | PA      | $133585.55    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                | Biffa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $271913.42    | 0.02%             | 2031-06-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                             | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     115000 | PA      | $135661.33    | 0.01%             | 2032-01-31      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT DEC25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         27 | NC      | $21562.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | S+P500 EMINI FUT MAR26                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -403 | NC      | $-194960.64   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX 50 MAR26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -68 | NC      | $-64474.29    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                         | KOSPI2 INX FUT MAR26                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |         49 | NC      | $212533.41    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-5780.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -10 | NC      | $-5400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | COSTCO WHOLESALE CORP                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-2175.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -48 | NC      | $-26400.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-4225.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CAMECO CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        -29 | NC      | $-5669.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | MCKESSON CORP                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-4100.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -41 | NC      | $-1640.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -9 | NC      | $-1089.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -17 | NC      | $-222190.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -9 | NC      | $-160650.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -17 | NC      | $-2720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |        -24 | NC      | $-2160.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -380 | NC      | $-3610.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX BANK MAR26                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        212 | NC      | $77403.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE MAR26                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        322 | NC      | $-199539.62   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT MAR26                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         45 | NC      | $-7455.06     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR26                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         60 | NC      | $-74800.54    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND MAR26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -19 | NC      | $39488.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE MAR26                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -18 | NC      | $8863.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | SHORT EURO-BTP FU MAR26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         85 | NC      | $-14066.79    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE MAR26                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -7 | NC      | $4269.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        175 | NC      | $-132950.26   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -336 | NC      | $89668.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        199 | NC      | $-418089.45   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | NASDAQ 100 E-MINI MAR26                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -80 | NC      | $-168379.23   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 MAR26                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         34 | NC      | $-95427.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        706 | NC      | $-87733.59    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        185 | NC      | $2456.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -1547 | NC      | $403379.01    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         25 | NC      | $23052.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT MAR26                                                     | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         51 | NC      | $-3748.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 10YR BOND FUT MAR26                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         21 | NC      | $-23902.41    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        650 | NC      | $761101.06    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -325 | NC      | $-603.27      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -76 | NC      | $-82460.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -48 | NC      | $-111960.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        379 | NC      | $163562.41    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         34 | NC      | $4046.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        262 | NC      | $11659.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CARRIER GLOBAL CORP                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -138 | NC      | $-3795.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CARRIER GLOBAL CORP                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        138 | NC      | $1035.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -14 | NC      | $-224.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         14 | NC      | $420.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-1320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -72 | NC      | $-3276.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | PALANTIR TECHNOLOGIES INC                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-22.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                          | NIKKEI 225 (OSE) MAR26                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         48 | NC      | $-81198.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) MAR26                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -15 | NC      | $106037.89    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -192 | NC      | $-167219.56   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -18 | NC      | $-5445.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -71 | NC      | $-55557.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -57 | NC      | $-8949.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         57 | NC      | $342.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -57 | NC      | $-285.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        150 | NC      | $8550.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -27 | NC      | $-3712.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -97 | NC      | $-19351.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | STATE STREET SPDR S+P REGIONAL                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        424 | NC      | $8021.53      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CISCO SYSTEMS INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -55 | NC      | $-1045.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | TRANE TECHNOLOGIES PLC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |        -10 | NC      | $-2150.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | HILTON WORLDWIDE HOLDINGS INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -14 | NC      | $-1575.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | MCKESSON CORP                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-2400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | GOLDMAN SACHS GROUP INC/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          5 | NC      | $14075.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -235 | NC      | $-3760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | MEDTRONIC PLC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |        -42 | NC      | $-168.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        344 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -430 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -28 | NC      | $-70.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         28 | NC      | $12740.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        402 | NC      | $180704.63    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        380 | NC      | $51870.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        752 | NC      | $1313104.80   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1505 | NC      | $-846927.01   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         35 | NC      | $87.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -487 | NC      | $-3747.71     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 3YR BOND FUT MAR26                                                     | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        242 | NC      | $-8072.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        166 | NC      | $165170.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         58 | NC      | $61335.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -325 | NC      | $-4481.10     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ROCKWELL AUTOMATION INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         22 | NC      | $23980.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ROCKWELL AUTOMATION INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -22 | NC      | $-3850.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        236 | NC      | $10148.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -190 | NC      | $-9880.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -237 | NC      | $-57354.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -190 | NC      | $-121125.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -237 | NC      | $-67545.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        237 | NC      | $196117.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        190 | NC      | $129675.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         95 | NC      | $95000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        142 | NC      | $40328.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -142 | NC      | $-26767.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -85 | NC      | $-123037.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         85 | NC      | $63537.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -64 | NC      | $-46720.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -95 | NC      | $-12540.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -64 | NC      | $-23040.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         64 | NC      | $211360.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -95 | NC      | $-11542.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         78 | NC      | $69810.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -78 | NC      | $-10725.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -78 | NC      | $-36270.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -50 | NC      | $-15250.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         50 | NC      | $155375.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -50 | NC      | $-40375.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        260 | NC      | $53853.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -260 | NC      | $-847.65      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -43 | NC      | $-21715.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -188 | NC      | $-658.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         43 | NC      | $16340.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        235 | NC      | $50290.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -30 | NC      | $-19050.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -30 | NC      | $-13575.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | GOLDMAN SACHS GROUP INC/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-3972.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         30 | NC      | $63375.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | GOLDMAN SACHS GROUP INC/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          7 | NC      | $32217.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -58 | NC      | $-5249.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        199 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -569 | NC      | $-9104.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        569 | NC      | $143672.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        366 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -258 | NC      | $-49665.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -329 | NC      | $-7402.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -161 | NC      | $-80500.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -161 | NC      | $-15053.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        161 | NC      | $53532.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Stock Exchange Of India                        | IFSC NIFTY 50 FUT JAN26                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         40 | NC      | $3461.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | STATE STREET SPDR S+P REGIONAL                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -424 | NC      | $-383.30      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | STATE STREET SPDR S+P REGIONAL                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -235 | NC      | $-9235.19     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -254 | NC      | $-79178.30    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -442 | NC      | $-21234.25    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        416 | NC      | $246493.89    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -416 | NC      | $-8794.78     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        519 | NC      | $1299.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -110 | NC      | $-41690.22    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        238 | NC      | $83300.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -238 | NC      | $-22610.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -30 | NC      | $-16875.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -142 | NC      | $-28897.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         95 | NC      | $28690.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -519 | NC      | $-2.08        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -191 | NC      | $-114286.80   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        191 | NC      | $169319.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | FIFTH THIRD BANCORP                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        231 | NC      | $13860.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -173 | NC      | $-15743.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | FIFTH THIRD BANCORP                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -231 | NC      | $-12705.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1036 | NC      | $80506.83     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1036 | NC      | $-6699.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         42 | NC      | $12558.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -42 | NC      | $-6657.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | UNITED AIRLINES HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -30 | NC      | $-3975.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | UNITED AIRLINES HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         30 | NC      | $19125.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Leonardo SpA                                            | Leonardo SpA                                                                | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      11182 | NS      | $639616.37    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Arkema SA                                               | Arkema SA                                                                   | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      20886 | NS      | $1272869.23   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| DSV A/S                                                 | DSV A/S                                                                     | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      23902 | NS      | $6019869.23   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank SA                                            | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      58935 | NS      | $720546.47    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX PLC                                                | RELX PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     106751 | NS      | $4300657.99   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd                                          | Wynn Macau Ltd                                                              | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | KY        |     534519 | NS      | $408612.71    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Project Montage                                         | Project Montage PIK Term Loan                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1284222 | PA      | $1239274.43   | 0.08%             | 2029-02-16      | Floating      | 12.75%                | No            | 3                  | On Loan: No      |
| Coreweave Compute Acquisition Co., IV, LLC              | Coreweave Compute Acquisition Co IV LLC 2024 Delayed Draw Term Loan         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     379129 | PA      | $376285.08    | 0.02%             | 2029-05-16      | Floating      | 9.90%                 | No            | 3                  | On Loan: No      |
| Europa University Education Group, S.L                  | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B          | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |     741599 | PA      | $877218.21    | 0.05%             | 2031-10-30      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| AERNNOVA AEROSPACE SAU                                  | Aernnova Aerospace SAU 2024 EUR Term Loan B                                 | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |    1302916 | PA      | $1510133.06   | 0.09%             | 2030-02-27      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Obol France 3 SAS                                       | Obol France 3 SAS 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1158312.37   | 0.07%             | 2028-12-31      | Floating      | 7.10%                 | No            | 2                  | On Loan: No      |
| STAGE ENTERTAINMENT BV                                  | Stage Entertainment BV 2024 EUR Term Loan B                                 | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1140919.41   | 0.07%             | 2029-06-02      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Quimper AB                                              | Quimper AB 2024 EUR Term Loan B                                             | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |    1008696 | PA      | $1198091.66   | 0.08%             | 2030-03-29      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Applegreen Ireland                                      | Applegreen Ireland 2025 EUR Term Loan B                                     | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |     569620 | PA      | $673266.57    | 0.04%             | 2032-01-30      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Aviv Group GmbH                                         | Aviv Group GmbH EUR Term Loan B                                             | CUSIP: 000000000<br>LEI: 529900ACQ8JBRCMB0082 | Long             | LON              | CORP              | DE        |    1146497 | PA      | $1355407.02   | 0.08%             | 2032-04-23      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| Ramsay Generale de Sante SA                             | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                           | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |     900000 | PA      | $1058229.98   | 0.07%             | 2031-08-13      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Tackle SARL                                             | Tackle SARL 2025 EUR Repriced Term Loan B2                                  | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |    1226093 | PA      | $1442431.72   | 0.09%             | 2028-05-22      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco Limited                              | CD&R Firefly Bidco Limited 2025 GBP Term Loan                               | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1356375.20   | 0.09%             | 2029-04-29      | Floating      | 8.72%                 | No            | 2                  | On Loan: No      |
| TRAVIATA BV                                             | Traviata BV 2025 EUR PIK Term Loan                                          | CUSIP: 000000000<br>LEI: 529900TJUCAM0UQXSF21 | Long             | LON              | CORP              | DE        |    1070425 | PA      | $1182485.18   | 0.07%             | 2033-01-22      | Floating      | 9.90%                 | No            | 3                  | On Loan: No      |
| Hestiafloor 2                                           | Hestiafloor 2 2025 EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: 969500P2FDMGGWHDLV86 | Long             | LON              | CORP              | FR        |     588236 | PA      | $697862.24    | 0.04%             | 2030-02-27      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 S.A.                               | Garfunkelux Holdco 3 SA EUR Term Loan                                       | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | LON              | CORP              | LU        |    3515000 | PA      | $4002772.30   | 0.25%             | 2028-08-01      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Boots Group Bidco Ltd                                   | Boots Group Bidco Ltd GBP Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    1159420 | PA      | $1574562.08   | 0.10%             | 2032-08-30      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| HomeVi S.a.S.                                           | HomeVi SaS 2025 EUR Term Loan B                                             | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |          0 | PA      | $0.00         | 0.00%             | 2029-10-31      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| Node AcquiCo GmbH                                       | Node AcquiCo GmbH EUR Term Loan                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1180958.47   | 0.07%             | 2032-12-08      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| RUNITONETIME LLC                                        | RunItOneTime LLC Roll-Up DIP Term Loan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      26108 | PA      | $25520.98     | 0.00%             | 2026-04-16      | Floating      | 11.50%                | No            | 3                  | On Loan: No      |
| Indy US Bidco LLC                                       | Indy US Bidco LLC 2025 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     883922 | PA      | $1044374.04   | 0.07%             | 2030-10-31      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Stakeholder Midstream LLC                               | Stakeholder Midstream LLC Term Loan                                         | CUSIP: 000000000<br>LEI: 254900BG1PE2KGG26017 | Long             | LON              | CORP              | US        |    2486768 | PA      | $2494551.08   | 0.16%             | 2031-01-01      | Floating      | 8.04%                 | No            | 2                  | On Loan: No      |
| RUNITONETIME LLC                                        | RunItOneTime LLC 2nd Amendment Final New Money DIP Term Loan                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     317499 | PA      | $317499.23    | 0.02%             | 2026-04-16      | Floating      | 16.22%                | No            | 3                  | On Loan: No      |
| Speed Midco 3 S.a r.l.                                  | Speed Midco 3 Sa rl 2025 EUR Term Loan                                      | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |    1000000 | PA      | $1182298.20   | 0.07%             | 2032-10-07      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| RUNITONETIME LLC                                        | RunItOneTime LLC 2nd Amendment Roll Up Term Loan                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     534619 | PA      | $522589.68    | 0.03%             | 2026-04-16      | Floating      | 11.50%                | No            | 3                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                             | NIDDA HEALTHCARE HOLDING AG 2025 EUR 1st LIEN TERM LOAN B                   | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |    1439394 | PA      | $1701792.93   | 0.11%             | 2032-12-09      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| GALAXY UNIVERSAL LLC                                    | GALAXY UNIVERSAL LLC 2025 PIK TERM LOAN                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12824922 | PA      | $12136223.38  | 0.76%             | 2028-05-16      | Floating      | 9.96%                 | No            | 3                  | On Loan: No      |
| Compass Group PLC                                       | Compass Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     166629 | NS      | $5279650.45   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| National Grid PLC                                       | National Grid PLC                                                           | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     457417 | NS      | $7016080.81   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                                       | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $198729.82    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CLARIANE SE                                             | Clariane SE                                                                 | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | DBT              | CORP              | FR        |     247000 | PA      | $166397.25    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DEMIRE REAL ESTATE AG                                   | DEMIRE Deutsche Mittelstand Real Estate AG                                  | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |     352303 | PA      | $389194.58    | 0.02%             | 2027-12-31      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     113367 | NS      | $8700183.97   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                  | Montenegro Government International Bond                                    | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     186000 | PA      | $214291.96    | 0.01%             | 2027-12-16      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                      | Thames Water Utilities Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     770000 | PA      | $745856.79    | 0.05%             | 2027-06-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BRACKEN MIDCO ONE                                       | Bracken MidCo1 PLC                                                          | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |     119000 | PA      | $158902.05    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                               | Shell PLC                                                                   | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     325312 | NS      | $12050874.76  | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                         | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $238032.67    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | FSWP: CNY 2.595000 15-SEP-2026                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  157107000 | OU      | $181728.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 0.020000 26-AUG-2031                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    9317157 | OU      | $1575483.48   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: IFS 2.693000 15-AUG-2032                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | XX        |    1425000 | OU      | $65506.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 2.340000 19-JAN-2033                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    7414000 | OU      | $-138594.32   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: GBP 3.180000 10-FEB-2028                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   42828500 | OU      | $-148034.66   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.470500 10-MAR-2027                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9910000 | OU      | $-59509.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.137500 12-MAY-2033                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13768825 | OU      | $-391585.01   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (CS)                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |    3700000 | OU      | $-79308.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (CS)                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |    2160000 | OU      | $-46298.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.860000 20-JUN-2028 SON                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6480000 | OU      | $310722.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 10.120000 04-JAN-2027 BZD                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   17909747 | OU      | $-359629.78   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.122500 04-JAN-2027 BZD                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   17183520 | OU      | $-344743.37   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.120000 04-JAN-2027 BZD                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      95905 | OU      | $-1925.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.032500 04-JAN-2027 BZD                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   12634804 | OU      | $-261016.40   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 9.965000 04-JAN-2027 BZD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   14577981 | OU      | $-299796.66   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | SWP: OIS 9.950000 04-JAN-2027 BZD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   14190595 | OU      | $-296870.62   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWP: OIS 10.025000 04-JAN-2027 BZD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   14157917 | OU      | $-288920.28   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWP: OIS 9.990000 04-JAN-2027 BZD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   14173155 | OU      | $-292627.49   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 10.316400 04-JAN-2027 BZD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   29050000 | OU      | $-530061.89   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.245000 29-SEP-2043 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1466800 | OU      | $-20264.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.311000 29-SEP-2033 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  121626100 | OU      | $5382851.21   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.422000 02-OCT-2028 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   81301300 | OU      | $2401837.33   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.685000 02-OCT-2026 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  115532900 | OU      | $-1176916.58  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.299000 23-OCT-2027 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7036073 | OU      | $-12440.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.169300 23-OCT-2026 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19696200 | OU      | $111560.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.198500 23-OCT-2027 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10250000 | OU      | $161511.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.212000 27-OCT-2026 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   39419300 | OU      | $244598.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.400000 31-OCT-2028 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13191416 | OU      | $389050.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.400000 01-NOV-2033 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11316932 | OU      | $-571285.78   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.65000 03-NOV-2053 SOF                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5250777 | OU      | $472839.39    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.072500 03-NOV-2027 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19787130 | OU      | $268539.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 03-NOV-2053 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5250777 | OU      | $-165267.80   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 3.270000 05-FEB-2028 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24746900 | OU      | $11189.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 3.870000 05-FEB-2028 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24746900 | OU      | $275035.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.952300 03-NOV-2027 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4880425 | OU      | $54845.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.922300 03-NOV-2027 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4880425 | OU      | $52002.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.987300 03-NOV-2027 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9760850 | OU      | $116323.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.864300 10-NOV-2027 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   20266800 | OU      | $196094.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.122440 17-NOV-2028 SON                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6090535 | OU      | $133758.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.123300 21-NOV-2028 SON                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6085000 | OU      | $134121.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.460130 15-DEC-2036 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4852643 | OU      | $178082.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.250130 15-DEC-2028 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21231788 | OU      | $-13368.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 12-JAN-2034 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9940000 | OU      | $186636.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 17-JAN-2034 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2862750 | OU      | $53780.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (BA)                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     800000 | OU      | $-12469.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.481000 23-JAN-2028                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   27288744 | OU      | $94447.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: USD 3.995900 26-JAN-2028 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24492745 | OU      | $328263.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: USD 3.4459 26-JAN-2028 SOF                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24492745 | OU      | $-69032.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 4.1485 30-MAY-2027 SOF                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   30152868 | OU      | $304703.86    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 3.000000 05-MAR-2029 EUR                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15660022 | OU      | $656290.75    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.336374 20-MAR-2027 INR                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  203365371 | OU      | $29140.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.300000 20-MAR-2029 INR                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   76914964 | OU      | $15904.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: JPY 0.283000 09-MAR-2026 FTO                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2893936941 | OU      | $47390.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.262000 20-MAR-2029 INR                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   62930425 | OU      | $12175.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.337000 20-MAR-2034 INR                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   25865376 | OU      | $5216.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.347000 20-MAR-2034 INR                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   25865376 | OU      | $5406.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.790000 29-MAR-2029 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   35313143 | OU      | $334164.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.00000 08-APR-2029 SOF                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21208316 | OU      | $375894.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.400000 08-APR-2026 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   43825033 | OU      | $115392.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.052000 09-APR-2029 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   16044184 | OU      | $315340.53    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.450000 09-APR-2026 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   16044184 | OU      | $50707.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                     | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     305134 | PA      | $353622.48    | 0.02%             | 2030-12-18      | Variable      | 5.20%                 | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                     | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     329291 | PA      | $443363.75    | 0.03%             | 2029-12-18      | Variable      | 9.36%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                              | Vonovia SE                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $227166.16    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Verisure PLC                                            | Verisure PLC                                                                | CUSIP: 000000000<br>LEI: 636700ZY9PP0NGXTA943 | Long             | EC               | CORP              | GB        |      33731 | NS      | $554969.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Data AG                                        | Northern Data AG                                                            | CUSIP: 000000000<br>LEI: 391200LB6JA3HAQWTS32 | Long             | EC               | CORP              | DE        |       2917 | NS      | $52690.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 18-APR-2029 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25216354 | OU      | $452154.85    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.050000 18-APR-2026 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25216354 | OU      | $-16508.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 24-APR-2029 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12603836 | OU      | $227911.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.300000 24-APR-2026 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   30249206 | OU      | $60196.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.900000 30-APR-2029 EUR                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   17652653 | OU      | $643531.47    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 06-MAY-2029 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25231100 | OU      | $463527.37    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.500000 08-MAY-2026 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25254000 | OU      | $109354.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (BA)                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     800000 | OU      | $-13281.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 4.098500 30-MAY-2027 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   30152868 | OU      | $275099.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.870000 11-JUN-2029 EUR                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12873713 | OU      | $435979.23    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.350000 22-JUL-2026 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11266808 | OU      | $53291.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (TITIM)                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |     190000 | OU      | $-1257.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.660000 10-OCT-2029 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12615468 | OU      | $111211.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.660000 10-OCT-2034 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    8495750 | OU      | $-53442.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 28-OCT-2026 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   39746816 | OU      | $164596.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.650000 02-NOV-2054 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   31109500 | OU      | $2818844.28   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.095000 07-NOV-2054 SON                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2400000 | OU      | $-191072.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 9.040000 14-NOV-2029 TII                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   81547600 | OU      | $227976.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.670000 26-DEC-2034 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13998101 | OU      | $-81115.59    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.700000 06-JAN-2035 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10993000 | OU      | $-109644.14   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.070000 14-JAN-2027 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   36165000 | OU      | $144181.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.000000 16-JAN-2030 SON                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6749100 | OU      | $113260.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 23-JAN-2030 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13498200 | OU      | $262198.67    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |     662000 | OU      | $103627.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.225000 19-FEB-2030 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   14200344 | OU      | $-236997.60   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.900000 24-FEB-2030 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12058170 | OU      | $184797.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.750000 27-MAR-2035 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10876000 | OU      | $-49224.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.200000 04-JUN-2030 EUR                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2989315 | OU      | $-9084.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 13.115000 02-JAN-2029 BZD                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   29258759 | OU      | $-45482.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 13.000000 02-JAN-2029 BZD                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   11207158 | OU      | $-25404.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 13.000000 02-JAN-2029 BZD                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    7284652 | OU      | $-16513.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 12.945000 02-JAN-2029 BZD                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    6259431 | OU      | $-16317.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.750000 09-JUL-2035 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5391854 | OU      | $-21728.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.500000 20-AUG-2028 SOF                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   22531815 | OU      | $43142.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 10-20%)                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |     290000 | OU      | $17422.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 10-20%)                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |     290000 | OU      | $17422.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/SCDS: (ETLFP)                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |     143000 | OU      | $30838.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (ZFFNGR)                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |     145000 | OU      | $12520.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (VST)                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      80000 | OU      | $14220.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (ETLFP)                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     190541 | OU      | $41091.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (EOFP)                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     103000 | OU      | $14060.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (SFRFP)                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     332000 | OU      | $12333.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 3.789000 28-JAN-2026 FED                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  239158000 | OU      | $-46308.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 3.682000 28-JAN-2026 FED                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  119320000 | OU      | $-5421.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.450000 04-DEC-2055 SON                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2108000 | OU      | $-2229.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.228000 11-DEC-2027 SOF                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   32850000 | OU      | $13482.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | TRSWAP: LQD US EQUITY                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    7337301 | OU      | $5884.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: USHY US EQUITY                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    2408449 | OU      | $7738.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | TRSWAP: LQD US EQUITY                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    5741848 | OU      | $4605.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | TRSWAP: HYG US EQUITY                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    2684667 | OU      | $9598.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: HYG US EQUITY                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    1831887 | OU      | $5480.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: HYG US EQUITY                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    4291224 | OU      | $12837.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | TRSWAP: HYG US EQUITY                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    2321359 | OU      | $6944.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     146282 | NS      | $12116054.17  | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| Adyen NV                                                | Adyen NV                                                                    | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        119 | NS      | $191896.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     277491 | NS      | $7799780.21   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| SBI Life Insurance Co Ltd                               | SBI Life Insurance Co Ltd                                                   | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |      34877 | NS      | $790558.04    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CRH PLC                                                 | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      59456 | NS      | $7420108.80   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      29568 | NS      | $336483.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      44352 | NS      | $4.44         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     109000 | PA      | $109862.19    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Genius Sports Ltd                                       | Genius Sports Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     140437 | NS      | $1547615.74   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Ineos Finance PLC                                       | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                             | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $963135.15    | 0.06%             | 2031-06-23      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Lavoro Ltd                                              | Lavoro Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      25681 | NS      | $279.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                           | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      66340 | NS      | $6372620.40   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $250620.00    | 0.02%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $192544.00    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Trane Technologies PLC                                  | Trane Technologies PLC                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      21568 | NS      | $8394265.60   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                              | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199604.00    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                            | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $210812.50    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                             | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     304233 | PA      | $329976.54    | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                           | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     181234 | PA      | $158806.05    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                      | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $509703.00    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                              | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     144845 | PA      | $143532.62    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     303000 | PA      | $210585.00    | 0.01%             | 2050-08-03      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 2Y RTP 4.300000 20-SEP-2027                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -72339000 | OU      | $-195857.84   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | EUR P USD C @1.130000 EO                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -3018075 | OU      | $-31.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | 10Y RTP 2.940000 23-APR-2026                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -13198000 | OU      | $-199793.15   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | 10Y RTP 4.000000 23-APR-2026                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -12435000 | OU      | $-86608.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | 30Y RTR 3.550000 30-APR-2026                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   13607000 | OU      | $30654.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | 30Y RTR 3.250000 30-APR-2026                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  -13607000 | OU      | $-9129.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 30Y RTR 3.770000 05-FEB-2026                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    3579330 | OU      | $2070.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 10Y RTR 3.570000 05-FEB-2026                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |    5375100 | OU      | $6377.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | 5Y RTR 3.150000 06-FEB-2026                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |    6241000 | OU      | $3306.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | 10Y RTR 3.450000 06-FEB-2026                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    3918850 | OU      | $1890.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | 10Y RTR 3.400000 18-FEB-2026                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -10416000 | OU      | $-6551.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | 2Y RTP 3.580000 20-FEB-2026                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  -23696667 | OU      | $-4723.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | EUR P USD C @1.130000 EO                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |    3018075 | OU      | $31.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | USD P BRL C @5.250000 EO                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |   -4128400 | OU      | $-9664.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD P ZAR C @16.70000 EO                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |   -4119900 | OU      | $-66701.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD P MXN C @17.95000 EO                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |   -4128400 | OU      | $-30797.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | 10Y RTP 3.960000 02-FEB-2026                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -9405000 | OU      | $-17828.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 30Y RTP 4.300000 02-FEB-2026                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -4159000 | OU      | $-18388.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | USD P IDR C @16250.00 EO                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |   -4119900 | OU      | $-3662.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 30Y RTR 4.200000 04-MAR-2026                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -2108000 | OU      | $-18189.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                | 2Y RTP 4.000000 08-DEC-2027                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              |  | US        |  -27883548 | OU      | $-130468.79   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 1Y RTP 3.500000 08-JUN-2026                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -66223428 | OU      | $-42665.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 1Y RTR 3.000000 08-JUN-2026                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   66223428 | OU      | $69091.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 1Y RTR 2.500000 08-JUN-2026                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -66223428 | OU      | $-21723.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD P MXN C @17.65000 EO                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -4097465 | OU      | $-13341.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | 10Y RTR 3.500000 11-MAR-2026                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -10458000 | OU      | $-22058.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD P ZAR C @16.35000 EO                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -4106908 | OU      | $-31019.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD P BRL C @5.250000 EO                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -4097465 | OU      | $-12833.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | USD P IDR C @16325.00 EO                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -4097465 | OU      | $-7576.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                | 10Y RTR 3.600000 17-FEB-2026                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              |  | US        |   -6929000 | OU      | $-15543.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                | 10Y RTP 4.000000 17-FEB-2026                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              |  | US        |   -6929000 | OU      | $-16303.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 2Y RTP 4.500000 16-DEC-2027                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  -42042000 | OU      | $-112327.40   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | 10Y RTP 4.600000 16-DEC-2026                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -5212000 | OU      | $-38514.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | 10Y RTR 3.200000 16-DEC-2026                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -5212000 | OU      | $-31023.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | USD P BRL C @5.250000 EO                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |    4128400 | OU      | $9664.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | USD/JPY Up-and-in barrier option; Barrier price USD 160.25000               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    2975800 | OU      | $794.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     237111 | PA      | $221509.39    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                      | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     395000 | PA      | $353130.00    | 0.02%             | 2033-01-29      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                        | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     125966 | PA      | $128131.04    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Sector Alarm Holding AS                                 | Sector Alarm Holding AS 2025 EUR Term Loan B                                | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |     406916 | PA      | $482066.81    | 0.03%             | 2029-06-14      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CVB FINANCIAL CORP                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       3741 | OU      | $-69582.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | COMMUNITY BANK SYSTEM INC                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       1416 | OU      | $-81335.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EAGLE BANCORP INC                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       3416 | OU      | $73170.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ISHARES IBOXX $ INV GRADE CORPORAT                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |      21553 | OU      | $-2374925.07  | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VANGUARD INTERMEDIATE-TERM CORP BO                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      19188 | OU      | $-1606995.00  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMC NETWORKS CLASS A INC                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      55495 | OU      | $528312.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | AMC NETWORKS CLASS A INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      27214 | OU      | $259077.28    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | SPDR BLOOMBERG HIGH YIELD BOND ETF                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      49732 | OU      | $-4834447.72  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | ALLIANCE LAUNDRY HOLDINGS INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      62090 | OU      | $-1263531.50  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NEW YORK COMMUNITY                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      70712 | OU      | $890264.08    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CLEAN RENEWABLE POWER                                   | Clean Renewable Power Mauritius Pte Ltd                                     | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |     154000 | PA      | $150342.50    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                              | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $200438.00    | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| INDIA CLEANTECH ENERGY                                  | India Cleantech Energy                                                      | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |     189750 | PA      | $187454.03    | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| RESURGENT TRADE + INVT LTD                              | RESURGENT TRADE + INVT LTD                                                  | CUSIP: 000000000<br>LEI: 89450041TCNTI3YL5A08 | Long             | DBT              | CORP              | MU        |    1799000 | PA      | $1799000.00   | 0.11%             | 2027-12-01      | Fixed         | 9.52%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                     | Verisure Holding AB 2025 EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |    1000000 | PA      | $1181604.83   | 0.07%             | 2032-11-03      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| GC TREASURY CENTRE CO                                   | GC Treasury Center Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     250000 | PA      | $252265.63    | 0.02%             | 2030-09-10      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                       | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $203796.00    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| RENEW POWER PVT LTD                                     | ReNew Pvt Ltd                                                               | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $198712.00    | 0.01%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (ARGID)                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     316315 | OU      | $-218747.03   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (ARGID)                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      12862 | OU      | $-8894.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.41.V2)                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3367485 | OU      | $254698.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (ITRAXX.XO.42.V1)                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   22763094 | OU      | $2751995.19   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     938447 | OU      | $126460.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4216000 | OU      | $-340424.98   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1402000 | OU      | $-108905.00   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-23

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer