# EDGAR Filing Document

**Accession Number:** 0001681717
**File Stem:** 0001193125-25-303770
**Filing Date:** 2025-12
**Character Count:** 277962
**Document Hash:** 6220656f6c9f1c42c711b617c10c64f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-303770.hdr.sgml**: 20251201

**ACCESSION NUMBER**: 0001193125-25-303770

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251201

**DATE AS OF CHANGE**: 20251201

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23179
- **FILM NUMBER:** 251539307

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 532123948

  - **Telephone number:** 4142992000

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3226433474.21

**Total Liabilities:** $146877100.59

**Net Assets:** $3079556373.62

**Cash Not Reported:** $81851414.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 36.120545417415 | **1-Year:** 4907.203074374770 | **5-Year:** 8510.442125232730 | **10-Year:** 7570.342345781262 | **30-Year:** 748.905360566823

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

- **3-Month:** 12.467948445927 | **1-Year:** 1114.781267358785 | **5-Year:** 28112.885894211430 | **10-Year:** 118403.000419225691 | **30-Year:** 14093.747288140164

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.00%                | 0.81%                | 0.51%                |
| Class ID N/A | 0.96%                | 0.84%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1860980.70              | $-14048441.18                              |
| Month 2  | $1350787.54              | $17015250.81                               |
| Month 3  | $2974499.44              | $1868509.23                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2023-3 DAC           | CUSIP: BCC3CQ5F5<br>LEI: 54930004WJL9ZPQZOM50 | Long             | ABS-CBDO         | CORP              | IE        |   8200000 | PA      | $7736494.95    | 0.25%             | 2033-05-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Santander Consumer Finance SA                   | Santander Consumer Finance S.A./NOMA 2023-1              | CUSIP: BCC3CVMG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | DK        |  30614199 | PA      | $4851104.11    | 0.16%             | 2033-10-31      | Floating      | 10.46%                | No            | 3                  | On Loan: No      |
| SALIS 2023-1 Z MTGE 11/19/2029   /              | SALIS 2023-1 Z MTGE 11/19/2029   /                       | CUSIP: BCC3CZMS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   6605166 | PA      | $9081926.27    | 0.29%             | 2029-11-19      | Variable      | 14.84%                | No            | 3                  | On Loan: No      |
| SEER HOME XPRESS LP   /                         | SEER HOME XPRESS LP   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $3814428.00    | 0.12%             |  |  |  | Yes           | N/A                | On Loan: No      |
| SEER CAPITAL REG CAPITAL RELIEF FUND   /        | SEER CAPITAL REG CAPITAL RELIEF FUND   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $7304796.78    | 0.24%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Spree Acquisition Corp. 1 Ltd.                  | Spree Acquisition Corp. 1 Ltd.                           | CUSIP: G83745128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2102 | NC      | $0.21          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SILVER POINT LOAN NOTE LLC VIREMAIN   /         | SILVER POINT LOAN NOTE LLC VIREMAIN   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12353141 | PA      | $13164409.69   | 0.43%             | 2033-10-20      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Dt Cloud Acquisition Corp                       | Dt Cloud Acquisition Corp.                               | CUSIP: G28524133<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |    160000 | NC      | $22416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EISLER CAPTIAL MULTI STRATEGY FUND LP   /       | EISLER CAPTIAL MULTI STRATEGY FUND LP   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $31901370.37   | 1.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| EMPOWER FINANCE PREFERRED SERIES C   /          | EMPOWER FINANCE PREFERRED SERIES C   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    351202 | NS      | $2844736.20    | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| EPIC GAMES    /                                 | EPIC GAMES    /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |     31979 | NS      | $20821846.69   | 0.68%             |  |  |  | No            | 3                  | On Loan: No      |
| Ballyrock Ltd                                   | Ballyrock CLO 2019-2 Ltd.                                | CUSIP: 05875MBK7<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00    | 0.05%             | 2038-10-25      | Floating      | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Ballyrock Ltd                                   | Ballyrock CLO 2019-2 Ltd.                                | CUSIP: 999999999<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00     | 0.02%             | 2038-10-25      | Floating      | 7.63%                 | Yes           | 2                  | On Loan: No      |
| BARINGS BDC INC                                 | Barings BDC, Inc.                                        | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4683865.50    | 0.15%             | 2029-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                  | Barings Clo Ltd. 2023-I                                  | CUSIP: 06762HAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1020407.50    | 0.03%             | 2038-04-20      | Floating      | 7.73%                 | Yes           | 2                  | On Loan: No      |
| Babson CLO Ltd                                  | Barings Clo Ltd. 2023-I                                  | CUSIP: 06762HAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503298.95     | 0.02%             | 2038-04-20      | Floating      | 9.33%                 | Yes           | 2                  | On Loan: No      |
| BARINGS PRIVATE CREDIT                          | Barings Private Credit Corp.                             | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999165.00     | 0.03%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Battalion CLO LTD                               | Battalion Clo XV Ltd.                                    | CUSIP: 07131AAR5<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000125.00    | 0.03%             | 2033-01-17      | Floating      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners CLO IV Ltd.                      | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504075.20    | 0.05%             | 2038-10-20      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners CLO XVII Ltd.                    | CUSIP: 08182BBE7<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004314.90    | 0.03%             | 2037-10-15      | Floating      | 7.47%                 | Yes           | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO XXX Ltd.                                | CUSIP: 09630QAS0<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002504.00    | 0.03%             | 2035-04-15      | Floating      | 7.62%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -670000 | OU      | $-791400.59    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 3/13/2028   /     | EURO FORWARDVIREMAIN CONTRACT 3/13/2028   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5656000 | OU      | $-6890227.27   | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 07/16/2026   /    | EURO FORWARDVIREMAIN CONTRACT 07/16/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4000000 | OU      | $-4760988.59   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -280000 | OU      | $-329197.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/14/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/14/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -90947500 | OU      | $-107058460.00 | -3.48%            |  |  |  | No            | 2                  | On Loan: No      |
| 137 HOLDINGS RBC II LLC   /                     | 137 HOLDINGS RBC II LLC   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $6326946.00    | 0.21%             |  |  |  | Yes           | N/A                | On Loan: No      |
| 137 VENTURES RBC LLC   /                        | 137 VENTURES RBC LLC   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $5437023.00    | 0.18%             |  |  |  | Yes           | N/A                | On Loan: No      |
| 137 VENTURES VII LP    /                        | 137 VENTURES VII LP    /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $6000000.00    | 0.19%             |  |  |  | Yes           | N/A                | On Loan: No      |
| 137 VENTURES VI LP    /                         | 137 VENTURES VI LP    /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $16511893.00   | 0.54%             |  |  |  | Yes           | N/A                | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/30/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/30/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -7250000 | OU      | $-8528408.42   | -0.28%            |  |  |  | No            | 2                  | On Loan: No      |
| CAPITAL SOUTHWEST CORP                          | Capital Southwest Corp.                                  | CUSIP: 140501AC1<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40010.00      | 0.00%             | 2026-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Carbone CLO, LTD                                | Carbone Clo Ltd.                                         | CUSIP: 141312AG3<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003975.30    | 0.03%             | 2031-01-20      | Floating      | 7.19%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies CLO 2015-4 Ltd.         | CUSIP: 14311NAS3<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003402.80    | 0.03%             | 2032-07-20      | Floating      | 8.29%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies CLO 2015-4 Ltd.         | CUSIP: 14311NBL7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00    | 0.03%             | 2032-07-20      | Floating      | 8.29%                 | Yes           | 2                  | On Loan: No      |
| Cedar Funding Ltd                               | Cedar Funding VII Clo Ltd.                               | CUSIP: 15032FAP1<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003977.90    | 0.03%             | 2031-01-20      | Floating      | 7.08%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2018-II Ltd.                                | CUSIP: 17180WAS4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001312.70    | 0.03%             | 2037-10-20      | Floating      | 7.38%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -620000 | OU      | $-728937.24    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  01/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT  01/22/2026   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -320000 | OU      | $-377982.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  01/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT  01/22/2027   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-490872.24    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/24/2028   /     | EURO FORWARDVIREMAIN CONTRACT 1/24/2028   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -230000 | OU      | $-279612.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5584000 | OU      | $-6606113.69   | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  02/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT  02/22/2027   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -630000 | OU      | $-755235.70    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  04/22/2026   /   | EURO FORWARDVIREMAIN CONTRACT  04/22/2026   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -250000 | OU      | $-296364.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/24/2027   /     | EURO FORWARDVIREMAIN CONTRACT 5/24/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -650000 | OU      | $-782159.91    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 06/18/2026   /    | EURO FORWARDVIREMAIN CONTRACT 06/18/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -9472000 | OU      | $-11259398.69  | -0.37%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 06/04/2027   /    | EURO FORWARDVIREMAIN CONTRACT 06/04/2027   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -14224000 | OU      | $-17123897.85  | -0.56%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/30/2027   /     | EURO FORWARDVIREMAIN CONTRACT 7/30/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -8776000 | OU      | $-10589865.03  | -0.34%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/24/2026   /     | EURO FORWARDVIREMAIN CONTRACT 8/24/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -540000 | OU      | $-643972.44    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/2/2027   /      | EURO FORWARDVIREMAIN CONTRACT 8/2/2027   /               | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1120000 | OU      | $-1351655.96   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  10/22/2025   /   | EURO FORWARDVIREMAIN CONTRACT  10/22/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -210000 | OU      | $-246898.10    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2027   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2027   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -270000 | OU      | $-326950.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -310000 | OU      | $-365068.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  12/23/2026   /   | EURO FORWARDVIREMAIN CONTRACT  12/23/2026   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1649000 | OU      | $-1971816.88   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 10/14/2025   /    | GBP FORWARD VIREMAIN CONTRACT 10/14/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        | -25280000 | OU      | $-34000613.30  | -1.10%            |  |  |  | No            | 2                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 11/14/2025   /    | GBP FORWARD VIREMAIN CONTRACT 11/14/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        | -25280000 | OU      | $-34002602.65  | -1.10%            |  |  |  | No            | 2                  | On Loan: No      |
| SEK FORWARD VIREMAIN CONTRACT 10/14/2025   /    | SEK FORWARD VIREMAIN CONTRACT 10/14/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        | -65458500 | OU      | $-6959798.59   | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| SEK FORWARD VIREMAIN CONTRACT 11/14/2025   /    | SEK FORWARD VIREMAIN CONTRACT 11/14/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        | -65458500 | OU      | $-6972856.58   | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| Cook Park CLO, Ltd                              | Cook Park CLO Ltd.                                       | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003863.50    | 0.03%             | 2030-04-17      | Floating      | 9.98%                 | Yes           | 2                  | On Loan: No      |
| CRESCENT CAPITAL BDC INC                        | Crescent Capital BDC, Inc.                               | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |    100000 | NS      | $2496000.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TNL Mediagene                                   | TNL Mediagene                                            | CUSIP: G8924F113<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1544 | NC      | $9.42          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dewolf Park clo, ltd                            | Dewolf Park CLO Ltd.                                     | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003507.50    | 0.03%             | 2030-10-15      | Floating      | 7.43%                 | Yes           | 2                  | On Loan: No      |
| POLIBELI GROUP LTD-A                            | Polibeli Group Ltd.                                      | CUSIP: G71604113<br>LEI: N/A                  | N/A              | DE               | CORP              | ID        |     13648 | NC      | $1273.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Youlife Group, Inc.                             | Youlife Group, Inc.                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31924 | NC      | $3543.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 30 Senior Loan Fund                               | CUSIP: 26249BAY7<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996007.00     | 0.03%             | 2028-11-15      | Floating      | 10.22%                | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden XXVI Senior Loan Fund                             | CUSIP: 26250UAW5<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506806.10    | 0.05%             | 2029-04-15      | Floating      | 7.28%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 102 CLO Ltd.                                      | CUSIP: 26253TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749979.68     | 0.02%             | 2038-10-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 102 CLO Ltd.                                      | CUSIP: 26253UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749979.68     | 0.02%             | 2038-10-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EAGLE POINT CREDIT CO                           | Eagle Point Credit Co., Inc.                             | CUSIP: 269809877<br>LEI: 549300H82HTZTPXB6822 | Long             | EP               | CORP              | US        |      9175 | NS      | $231668.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Vance CDO Ltd                             | Eaton Vance CLO 2013-1 Ltd.                              | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004621.60    | 0.03%             | 2038-10-15      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Elevation CLO Ltd                               | Elevation CLO 2018-10 Ltd.                               | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |    469183 | PA      | $469727.09     | 0.02%             | 2031-10-20      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO X Ltd                               | Elmwood CLO X Ltd.                                       | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005196.00    | 0.03%             | 2038-07-20      | Floating      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO X Ltd                               | Elmwood CLO X Ltd.                                       | CUSIP: 29002VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1264617.13    | 0.04%             | 2038-07-20      | Floating      | 7.31%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO X Ltd                               | Elmwood CLO X Ltd.                                       | CUSIP: 29002WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1010380.40    | 0.03%             | 2038-07-20      | Floating      | 10.21%                | Yes           | 2                  | On Loan: No      |
| Elmwood CLO 14 Ltd                              | Elmwood CLO 14 Ltd.                                      | CUSIP: 29003WAL9<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005357.50    | 0.03%             | 2038-10-20      | Floating      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO 19 Ltd                              | Elmwood CLO 19 Ltd.                                      | CUSIP: 29004JBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00    | 0.03%             | 2038-10-17      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO 19 Ltd                              | Elmwood CLO 19 Ltd.                                      | CUSIP: 29004YAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00     | 0.02%             | 2038-10-17      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2023-2 Ltd.                                  | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1508041.50    | 0.05%             | 2038-10-15      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2025-1 Ltd.                                  | CUSIP: 29249DAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004787.90    | 0.03%             | 2038-07-20      | Floating      | 8.83%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -440000 | OU      | $-519725.76    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  01/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT  01/22/2027   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -110000 | OU      | $-131697.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/21/2028   /     | EURO FORWARDVIREMAIN CONTRACT 1/21/2028   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -290000 | OU      | $-352510.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  02/20/2026   /   | EURO FORWARDVIREMAIN CONTRACT  02/20/2026   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -540000 | OU      | $-638843.37    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  02/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT  02/22/2027   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5472000 | OU      | $-6559761.52   | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -290000 | OU      | $-343782.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  04/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT  04/22/2027   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -130000 | OU      | $-156224.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -640000 | OU      | $-759784.75    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/21/2027   /     | EURO FORWARDVIREMAIN CONTRACT 5/21/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -270000 | OU      | $-324856.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MENLO CLO                                       | Menlo Clo II Ltd.                                        | CUSIP: 586916AE8<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1020406.90    | 0.03%             | 2038-04-20      | Floating      | 7.63%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-484289.91    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -300000 | OU      | $-359174.81    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -870000 | OU      | $-1029247.66   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -360000 | OU      | $-426764.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-492706.80    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -120000 | OU      | $-142877.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -310000 | OU      | $-373947.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -80000 | OU      | $-94056.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -280000 | OU      | $-333958.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -500000 | OU      | $-588819.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /    | EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -9320000 | OU      | $-11129356.34  | -0.36%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                  | Morgan Stanley Eaton Vance CLO 2021-1 Ltd.               | CUSIP: 61773LAE0<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $758399.78     | 0.02%             | 2037-10-23      | Floating      | 10.00%                | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                  | Morgan Stanley Eaton Vance CLO 2022-17A Ltd.             | CUSIP: 617923AG2<br>LEI: 549300RFKYK6CU6TNR14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1012595.10    | 0.03%             | 2037-10-20      | Floating      | 10.43%                | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                  | Morgan Stanley Eaton Vance CLO 2022-18 Ltd.              | CUSIP: 617924AU9<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998926.60     | 0.03%             | 2037-10-20      | Floating      | 7.43%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                  | Morgan Stanley Eaton Vance CLO 2023-19 Ltd.              | CUSIP: 617934AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1011720.70    | 0.03%             | 2038-07-15      | Floating      | 7.32%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                  | Morgan Stanley Eaton Vance CLO 2023-19 Ltd.              | CUSIP: 617934AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001660.90    | 0.03%             | 2038-07-15      | Floating      | 8.82%                 | Yes           | 2                  | On Loan: No      |
| Mount Logan Funding LP                          | Mount Logan Funding 2018-1 LP                            | CUSIP: 62188AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16084782 | PA      | $8561012.63    | 0.28%             | 2033-01-22      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MOUNTAIN VIEW CLO                               | Mountain View Clo XV Ltd.                                | CUSIP: 62432PBC5<br>LEI: 254900VKL64PZVEG4F33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004930.50    | 0.03%             | 2037-07-15      | Floating      | 8.92%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers CLO 60 Ltd.               | CUSIP: 640974AC5<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7325793.60    | 0.24%             | 2039-04-22      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers Clo 61 Ltd.               | CUSIP: 640985AE7<br>LEI: 2549006I8TDEPS26X974 | Long             | ABS-CBDO         | CORP              | KY        |  15620000 | PA      | $13747702.45   | 0.45%             | 2039-07-17      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman CLO XXII Ltd.                           | CUSIP: 64131CAG6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1024181.30    | 0.03%             | 2038-04-15      | Floating      | 11.15%                | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman CLO XVI-S Ltd.                          | CUSIP: 64131TAY0<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002002.70    | 0.03%             | 2039-04-15      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers Clo 62 Ltd.               | CUSIP: 64136HAC9<br>LEI: 254900SRG89PQ23CS052 | Long             | ABS-CBDO         | CORP              | KY        |  15735000 | PA      | $13925475.00   | 0.45%             | 2039-10-17      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                        | New Mountain Finance Corp.                               | CUSIP: 647551308<br>LEI: 549300L1MPTT1H7SES77 | Long             | EP               | CORP              | US        |     20000 | NS      | $505600.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                        | New Mountain Finance Corp.                               | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4111376.00    | 0.13%             | 2029-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO 1 Ltd                          | New Mountain CLO 1 Ltd.                                  | CUSIP: 64755RBJ1<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008344.60    | 0.03%             | 2038-01-15      | Floating      | 7.17%                 | Yes           | 2                  | On Loan: No      |
| Newark BSL CLO 2 Ltd.                           | Newark BSL CLO 2 Ltd.                                    | CUSIP: 65023PAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002441.80    | 0.03%             | 2030-07-25      | Floating      | 7.73%                 | Yes           | 2                  | On Loan: No      |
| Nyack Park CLO, Ltd.                            | NYACK Park CLO Ltd.                                      | CUSIP: 67080PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    715000 | PA      | $715000.00     | 0.02%             | 2034-10-20      | Floating      | 7.39%                 | Yes           | 2                  | On Loan: No      |
| Nyack Park CLO, Ltd.                            | NYACK Park CLO Ltd.                                      | CUSIP: 67080PAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    715000 | PA      | $715000.00     | 0.02%             | 2038-10-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                     | OCP CLO 2014-5 Ltd.                                      | CUSIP: 67103SAJ2<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $678206.13     | 0.02%             | 2031-04-26      | Floating      | 10.28%                | Yes           | 2                  | On Loan: No      |
| OZLM Ltd                                        | OZLM VI Ltd.                                             | CUSIP: 67108LBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003484.90    | 0.03%             | 2031-04-17      | Floating      | 7.22%                 | Yes           | 2                  | On Loan: No      |
| OZLM Ltd                                        | OZLM VI Ltd.                                             | CUSIP: 67108PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1177251.63    | 0.04%             | 2031-04-17      | Floating      | 10.63%                | Yes           | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                          | Oaktree Specialty Lending Corp.                          | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970702.00     | 0.03%             | 2027-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                          | Oaktree Specialty Lending Corp.                          | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3105948.00    | 0.10%             | 2029-02-15      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                 | Oaktree CLO 2022-1 Ltd.                                  | CUSIP: 67402LAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008580.80    | 0.03%             | 2038-07-15      | Floating      | 7.44%                 | Yes           | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                 | Oaktree CLO 2022-1 Ltd.                                  | CUSIP: 67402NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996073.50     | 0.03%             | 2038-07-15      | Floating      | 10.34%                | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners XX                  | Octagon Investment Partners XXII Ltd.                    | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004031.10    | 0.03%             | 2030-01-22      | Floating      | 7.34%                 | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners XV                  | Octagon Investment Partners XVII Ltd.                    | CUSIP: 67590GBQ1<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1556270.99    | 0.05%             | 2031-01-25      | Floating      | 7.08%                 | Yes           | 2                  | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                        | Blue Owl Technology Finance Corp.                        | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997545.00     | 0.03%             | 2025-12-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BLUE OWL CREDIT INCOME                          | Blue Owl Credit Income Corp.                             | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1071509.00    | 0.03%             | 2028-06-13      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP II                        | Blue Owl Capital Corp. II                                | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036385.00    | 0.03%             | 2026-11-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                        | Blue Owl Technology Finance Corp.                        | CUSIP: 69121JAB3<br>LEI: 549300E3NGSRX11L0S09 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3612857.50    | 0.12%             | 2029-04-04      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                           | Blue Owl Capital Corp.                                   | CUSIP: 69122JAC0<br>LEI: 5493003BCZ22YM5BRK17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1947804.00    | 0.06%             | 2027-04-13      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2024-3 Ltd.                            | CUSIP: 69688HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $5565399.45    | 0.18%             | 2037-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2024-3 Ltd.                   | CUSIP: 69690RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16250000 | PA      | $12902526.00   | 0.42%             | 2032-08-08      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2025-4 Ltd.                            | CUSIP: 696915AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10750000 | PA      | $10750000.00   | 0.35%             | 2038-10-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2022-3 Ltd.                   | CUSIP: 696923AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $4585813.13    | 0.15%             | 2031-04-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2023-4 Ltd.                            | CUSIP: 696925AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12750000 | PA      | $12139433.10   | 0.39%             | 2037-10-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2023-3 Ltd.                            | CUSIP: 696927AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7573119.20    | 0.25%             | 2037-01-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2020-1 Ltd.                   | CUSIP: 69701DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $0.00          | 0.00%             | 2028-02-20      | Variable      | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2020-4 Ltd.                   | CUSIP: 69701QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $0.00          | 0.00%             | 2028-11-25      | Variable      | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2021-1 Ltd.                   | CUSIP: 69701VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $0.00          | 0.00%             | 2029-04-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2021-3 Ltd.                   | CUSIP: 69702CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $216953.40     | 0.01%             | 2029-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2021-2 Ltd.                   | CUSIP: 69702FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $127925.00     | 0.00%             | 2029-05-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2021-4 Ltd.                   | CUSIP: 69702JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $759500.00     | 0.02%             | 2029-10-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2022-2 Ltd.                   | CUSIP: 69702KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $3607929.00    | 0.12%             | 2030-10-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2022-1 Ltd.                   | CUSIP: 69702LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5235000 | PA      | $1491975.00    | 0.05%             | 2030-04-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2022-5 Ltd.                   | CUSIP: 69702RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $0.00          | 0.00%             | 2031-01-15      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2023-1 Ltd.                            | CUSIP: 69702UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4026538.00    | 0.13%             | 2038-01-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2022-4 Ltd.                   | CUSIP: 69702XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8050000 | PA      | $5963720.95    | 0.19%             | 2031-07-24      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2023-2 Ltd.                            | CUSIP: 69703CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $7717331.65    | 0.25%             | 2038-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2023-1 Ltd.                   | CUSIP: 69703EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4675000 | PA      | $0.00          | 0.00%             | 2031-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2023-2 Ltd.                   | CUSIP: 69703GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6600000 | PA      | $5296062.42    | 0.17%             | 2032-01-25      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2024-2 Ltd.                   | CUSIP: 69703HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17500000 | PA      | $14774142.25   | 0.48%             | 2033-01-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2024-1 Ltd.                            | CUSIP: 69703KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13760000 | PA      | $11106357.86   | 0.36%             | 2037-04-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2024-2 Ltd.                            | CUSIP: 69703MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $8865452.20    | 0.29%             | 2037-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2024-1 Ltd.                   | CUSIP: 69703QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $723712.05     | 0.02%             | 2032-10-15      | Floating      | 10.89%                | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -430000 | OU      | $-512865.16    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /    | EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -280000 | OU      | $-334358.35    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Lin                  | Santander Bank Auto Credit-Linked Notes Series 2023-A    | CUSIP: 80290CBY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10660140.00   | 0.35%             | 2033-06-15      | Fixed         | 13.75%                | Yes           | 2                  | On Loan: No      |
| 720 East CLO Ltd.                               | 720 East CLO 2023-II Ltd.                                | CUSIP: 817942AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00     | 0.02%             | 2038-10-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Signal Peak CLO, LLC                            | Signal Peak CLO 4 Ltd.                                   | CUSIP: 82667EAQ4<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00    | 0.03%             | 2034-10-26      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 2 Ltd.                                  | CUSIP: 82808EAY7<br>LEI: 549300ODF186WFGMDH65 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1014477.20    | 0.03%             | 2038-04-20      | Floating      | 7.48%                 | Yes           | 2                  | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 12 Ltd.                                 | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00    | 0.03%             | 2038-10-15      | Floating      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 9 Ltd.                                  | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2012289.20    | 0.07%             | 2038-03-31      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| Sixth Street CLO LTD.                           | Sixth Street CLO XXII Ltd.                               | CUSIP: 83011LAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2325000 | PA      | $2337725.19    | 0.08%             | 2038-04-21      | Floating      | 6.98%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE SECURED LENDING                         | Carlyle Secured Lending, Inc.                            | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1248970.80    | 0.04%             | 2030-02-18      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2015-1 CLO Ltd.                    | CUSIP: 87246LAG9<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $735869.93     | 0.02%             | 2030-10-20      | Floating      | 10.39%                | Yes           | 2                  | On Loan: No      |
| Trestles CLO LTD                                | Trestles CLO VI Ltd.                                     | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504120.65    | 0.05%             | 2038-04-25      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Trestles CLO LTD                                | Trestles CLO VIII Ltd.                                   | CUSIP: 89533DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999571.10     | 0.03%             | 2035-06-11      | Floating      | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XV Ltd.                                     | CUSIP: 89642BAA0<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |    497000 | PA      | $488375.91     | 0.02%             | 2034-04-24      | Floating      | 12.04%                | Yes           | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXXIV Ltd.                                  | CUSIP: 89643KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1529896.95    | 0.05%             | 2038-04-22      | Floating      | 8.33%                 | Yes           | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXXIV Ltd.                                  | CUSIP: 89643LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $765333.83     | 0.02%             | 2038-04-22      | Floating      | 11.49%                | Yes           | 2                  | On Loan: No      |
| TRINITY CAPITAL INC/MD                          | Trinity Capital, Inc.                                    | CUSIP: 896442AG5<br>LEI: 549300YGT4SBRQYDVU48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986444.00     | 0.03%             | 2026-08-24      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -270000 | OU      | $-318922.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -430000 | OU      | $-508708.61    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -300000 | OU      | $-355637.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -370000 | OU      | $-440539.77    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U.S. Bank National Association                  | U.S. Bank N.A.                                           | CUSIP: 90357PBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7293603 | PA      | $7446768.79    | 0.24%             | 2032-02-25      | Floating      | 11.86%                | Yes           | 3                  | On Loan: No      |
| Venture CDO Ltd                                 | Venture 38 CLO Ltd.                                      | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |    760232 | PA      | $758482.12     | 0.02%             | 2032-07-30      | Floating      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| Verdelite Static CLO Ltd                        | Verdelite Static CLO 2024-1 Ltd.                         | CUSIP: 92338VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002748.20    | 0.03%             | 2032-07-20      | Floating      | 7.18%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2013-1 Ltd.                                     | CUSIP: 92917CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501387.00     | 0.02%             | 2030-10-15      | Floating      | 7.53%                 | Yes           | 2                  | On Loan: No      |
| EQV Ventures Acquisition Corp                   | EQV Ventures Acquisition Corp. - Class A                 | CUSIP: G3106N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39999 | NS      | $415189.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQV VENTURES ACQUISITION C-A                    | EQV Ventures Acquisition Corp.                           | CUSIP: G3106N117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13333 | NC      | $6666.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ESH Acquisition Corp                            | ESH Acquisition Corp.                                    | CUSIP: 296424112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23028 | NC      | $4029.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DYNAMIX CORP                                    | Dynamix Corp.                                            | CUSIP: G2949D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12500 | NC      | $26250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO CURRENCY  /                                | EURO CURRENCY  /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |    469575 | OU      | $551273.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eureka Acquisition Corp                         | Eureka Acquisition Corp.                                 | CUSIP: G32168125<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |     15490 | NC      | $3717.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EVEREST CONSOLIDATOR ACQUISI                    | Everest Consolidator Acquisition Corp.                   | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       460 | NC      | $0.14          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EVE MOBILITY ACQUISITION C-A                    | EVe Mobility Acquisition Corp.                           | CUSIP: G3218G117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1469 | NC      | $58.91         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fact II Acquisition Corp                        | Fact II Acquisition Corp.                                | CUSIP: G32901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $412000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FACT II ACQUISITION CORP                        | Fact II Acquisition Corp.                                | CUSIP: G32901129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20000 | NC      | $5600.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FORTRESS CREDIT OPP XXVII CLO EQUITY   /        | FORTRESS CREDIT OPP XXVII CLO EQUITY   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9768640 | PA      | $10755272.64   | 0.35%             | 2035-01-28      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| FCP FUND VI DWG CONVESTMENT LP   /              | FCP FUND VI DWG CONVESTMENT LP   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $25000000.00   | 0.81%             |  |  |  | Yes           | N/A                | On Loan: No      |
| FCP FUND VI AVONDALE COINVEST LP   /            | FCP FUND VI AVONDALE COINVEST LP   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $20000000.00   | 0.65%             |  |  |  | Yes           | N/A                | On Loan: No      |
| FCP REALTY FUND VI-A LP   /                     | FCP REALTY FUND VI-A LP   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $7008096.95    | 0.23%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Fifth Era Acquisition Corp I                    | Fifth Era Acquisition Corp. I - Class A                  | CUSIP: G3415K101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     45000 | NS      | $457200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Era Acquisition Corp I                    | Fifth Era Acquisition Corp. I                            | CUSIP: G3415K135<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     45000 | NC      | $11925.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flag Ship Acquisition Corp                      | Flag Ship Acquisition Corp.                              | CUSIP: G3530C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29513 | NC      | $5607.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Future Vision II Acquisition C                  | Future Vision II Acquisition Corp.                       | CUSIP: G37068106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35000 | NS      | $366100.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Future Vision II Acquisition C                  | Future Vision II Acquisition Corp.                       | CUSIP: G37068114<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |     35000 | NC      | $4553.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GENESIS GROWTH TECH ACQUIS-A                    | Genesis Growth Tech Acquisition Corp.                    | CUSIP: G3R23D128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1177 | NC      | $0.12          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GHO Capital IV USD LP   /                       | GHO Capital IV USD LP   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $255396.91     | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| GigCapital7 Corp                                | GigCapital7 Corp. - Class A                              | CUSIP: G38648104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $210800.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WHITEHAWK C3 FINANCE TERM LOAN 04/22/2027   /   | WHITEHAWK C3 FINANCE TERM LOAN 04/22/2027   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7350000 | PA      | $7423500.00    | 0.24%             | 2027-04-22      | Variable      | 12.35%                | No            | 3                  | On Loan: No      |
| WHITEHAWK CATALYST TERM LOAN   /                | WHITEHAWK CATALYST TERM LOAN   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  43000000 | PA      | $42570000.00   | 1.38%             | 2030-09-17      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| WHITEHAWK CHERCO TERM LOAN   /                  | WHITEHAWK CHERCO TERM LOAN   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7500000 | PA      | $7500000.00    | 0.24%             | 2027-09-01      | None          | 14.48%                | No            | 3                  | On Loan: No      |
| WHITEHAWK CHERCO WARRANTS   /                   | WHITEHAWK CHERCO WARRANTS   /                            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   5454545 | NC      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WHITEHAWK FAMILY DOL TERM LOAN 07/05/2030   /   | WHITEHAWK FAMILY DOL TERM LOAN 07/05/2030   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  45000000 | PA      | $45000000.00   | 1.46%             | 2028-07-03      | Variable      | 10.81%                | No            | 3                  | On Loan: No      |
| WHITEHAWK IFIT WARRANTS   /                     | WHITEHAWK IFIT WARRANTS   /                              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   1235429 | NC      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 06/18/2026   /    | EURO FORWARDVIREMAIN CONTRACT 06/18/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   1600000 | OU      | $1901925.45    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -440000 | OU      | $-523885.13    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| WHITEHAWK NEPH TERM LOAN   /                    | WHITEHAWK NEPH TERM LOAN   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  38000000 | PA      | $37810000.00   | 1.23%             | 2028-01-31      | Variable      | 13.50%                | No            | 3                  | On Loan: No      |
| WHITEHAWK SHRYNE TERM LOAN   /                  | WHITEHAWK SHRYNE TERM LOAN   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  41650000 | PA      | $41650000.00   | 1.35%             | 2026-05-26      | Variable      | 15.58%                | No            | 3                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-494575.75    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /     | EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -730000 | OU      | $-870429.49    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Annisa CLO Ltd                                  | Annisa CLO Ltd. 2016-2                                   | CUSIP: 036011AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003362.40    | 0.03%             | 2031-07-20      | Floating      | 7.13%                 | Yes           | 2                  | On Loan: No      |
| ANTARES LOAN FUNDING CLO EQUITY   /             | ANTARES LOAN FUNDING CLO EQUITY   /                      | CUSIP: 03690BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7820186.92    | 0.25%             | 2032-02-17      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| MIDCAP FINANCIAL INVEST                         | MidCap Financial Investment Corp.                        | CUSIP: 03761U601<br>LEI: 5493005P14I7WFB3FW47 | Long             | EP               | CORP              | US        |    131854 | NS      | $3324039.34    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| MIDCAP FINANCIAL INVEST                         | MidCap Financial Investment Corp.                        | CUSIP: 03761UAH9<br>LEI: 5493005P14I7WFB3FW47 | Long             | DBT              | CORP              | US        |    605000 | PA      | $595646.70     | 0.02%             | 2026-07-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos CLO XXIII                                         | CUSIP: 03765YBN3<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1491114.75    | 0.05%             | 2033-04-15      | Floating      | 6.92%                 | Yes           | 2                  | On Loan: No      |
| 137 HOLDINGS MS LLC- SERIES 2025-1   /          | 137 HOLDINGS MS LLC- SERIES 2025-1   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $5000000.00    | 0.16%             |  |  |  | Yes           | N/A                | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/20/2027   /     | EURO FORWARDVIREMAIN CONTRACT 8/20/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -5968000 | OU      | $-7207805.88   | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| EUR FORWARD FIRST Trust CONTRACT 10/22/2025   / | EUR FORWARD FIRST Trust CONTRACT 10/22/2025   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -6000000 | OU      | $-7054231.37   | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -400000 | OU      | $-477083.87    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  10/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT  10/22/2027   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -400000 | OU      | $-484370.44    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  11/21/2025   /   | EURO FORWARDVIREMAIN CONTRACT  11/21/2025   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -380000 | OU      | $-447502.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/06/2026   /    | EURO FORWARDVIREMAIN CONTRACT 11/06/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -10936000 | OU      | $-13051541.81  | -0.42%            |  |  |  | No            | 2                  | On Loan: No      |
| GBP FORWARD VIREMAIN CONTRACT 10/14/2025   /    | GBP FORWARD VIREMAIN CONTRACT 10/14/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |    448000 | OU      | $602542.51     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/23/2026   /    | EURO FORWARDVIREMAIN CONTRACT 11/23/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -600000 | OU      | $-716570.87    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 12/15/2025   /    | EURO FORWARDVIREMAIN CONTRACT 12/15/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -70340000 | OU      | $-82949765.26  | -2.69%            |  |  |  | No            | 2                  | On Loan: No      |
| MCF CLO LLC                                     | MCF CLO VIII Ltd.                                        | CUSIP: 55281QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $4360319.60    | 0.14%             | 2036-04-18      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XXXIV Ltd.                          | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1209689.28    | 0.04%             | 2037-10-16      | Floating      | 7.67%                 | Yes           | 2                  | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXXV Ltd.                                      | CUSIP: 55954UAE3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1513861.95    | 0.05%             | 2036-10-25      | Floating      | 11.57%                | Yes           | 2                  | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXVI Ltd.                                      | CUSIP: 55954YBC8<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003979.60    | 0.07%             | 2038-01-25      | Floating      | 6.82%                 | Yes           | 2                  | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXVII Ltd.                                     | CUSIP: 55955EBC1<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00    | 0.03%             | 2038-10-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MENLO CLO                                       | Menlo Clo III Ltd.                                       | CUSIP: 58682NAG7<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00     | 0.02%             | 2038-10-16      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MENLO CLO                                       | Menlo CLO I Ltd.                                         | CUSIP: 586915AG5<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1020038.00    | 0.03%             | 2038-01-20      | Floating      | 7.58%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Capital BDC Inc                   | Palmer Square Capital BDC, Inc.                          | CUSIP: 69702V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1092644 | NS      | $13406741.88   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Quetta Acquisition Corp                         | Quetta Acquisition Corp.                                 | CUSIP: 74841A113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1189 | NC      | $1367.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIET FT FUND CLASS E MERCURY   /               | QUIET FT FUND CLASS E MERCURY   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $2021555.00    | 0.07%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QUIET SELECT FT CLASS F EON   /                 | QUIET SELECT FT CLASS F EON   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $1261549.00    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QONTO COMMON   /                                | QONTO COMMON   /                                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     43669 | NS      | $6911267.77    | 0.22%             |  |  |  | No            | 3                  | On Loan: No      |
| QONTO PREFERRED SERIES D   /                    | QONTO PREFERRED SERIES D   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     34165 | NS      | $5550308.41    | 0.18%             |  |  |  | No            | 3                  | On Loan: No      |
| Quartzsea Acquisition Corp                      | Quartzsea Acquisition Corp.                              | CUSIP: G7314B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $456750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quartzsea Acquisition Corp                      | Quartzsea Acquisition Corp.                              | CUSIP: G7314B120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45000 | NC      | $10579.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QUIET T1 LP   /                                 | QUIET T1 LP   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $5508141.00    | 0.18%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QUIET T1 CLASS B LP   /                         | QUIET T1 CLASS B LP   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $1226751.00    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QUIET VENTURE III FUND LP   /                   | QUIET VENTURE III FUND LP   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $11959428.00   | 0.39%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QUIET OA ACCESS LP    /                         | QUIET OA ACCESS LP    /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $3032586.00    | 0.10%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QUIET REDDIT LP   /                             | QUIET REDDIT LP   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $11053.00      | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QUIET SELECT FUND CLASS B   /                   | QUIET SELECT FUND CLASS B   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $1262085.00    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QUIET SELECT FUND CLASS C   /                   | QUIET SELECT FUND CLASS C   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $2776120.00    | 0.09%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QUIET SELECT FUND CLASS D   /                   | QUIET SELECT FUND CLASS D   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $1514899.00    | 0.05%             |  |  |  | Yes           | N/A                | On Loan: No      |
| QUIET VENTURE I, L.P    /                       | QUIET VENTURE I, L.P    /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $8157563.12    | 0.26%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Quantumsphere Acquisition Corp                  | Quantumsphere Acquisition Corp.                          | CUSIP: G7387B122<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $1013000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Real Asset Acquisition Corp                     | Real Asset Acquisition Corp. - Class A                   | CUSIP: G73944103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $228150.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REAL ASSET ACQUISITI-CLASS A                    | Real Asset Acquisition Corp.                             | CUSIP: G73944111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11250 | NC      | $5062.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rithm Acquisition Corp                          | Rithm Acquisition Corp. - Class A                        | CUSIP: G75751100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11250 | NS      | $115312.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RITHM ACQUISITION CORP-A                        | Rithm Acquisition Corp.                                  | CUSIP: G75751118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3750 | NC      | $2301.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RAISIN 2A COMMON   /                            | RAISIN 2A COMMON   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |       786 | NS      | $8798466.28    | 0.29%             |  |  |  | No            | 3                  | On Loan: No      |
| RAMP PREFERRED SERIES A-2   /                   | RAMP PREFERRED SERIES A-2   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    238339 | NS      | $15094008.87   | 0.49%             |  |  |  | No            | 3                  | On Loan: No      |
| RAMP PREFERRED SERIES C-3   /                   | RAMP PREFERRED SERIES C-3   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     59684 | NS      | $3819179.16    | 0.12%             |  |  |  | No            | 3                  | On Loan: No      |
| Range Capital Acquisition Corp                  | Range Capital Acquisition Corp.                          | CUSIP: G7375C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35536 | NS      | $366376.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  04/22/2027   /   | EURO FORWARDVIREMAIN CONTRACT  04/22/2027   /            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -430000 | OU      | $-516741.28    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  4/21/2028   /    | EURO FORWARDVIREMAIN CONTRACT  4/21/2028   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -390000 | OU      | $-475885.36    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -7040000 | OU      | $-8357632.24   | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 45 Senior Loan Fund                               | CUSIP: 26244MBE1<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754500.00     | 0.02%             | 2030-10-15      | Floating      | 7.37%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 49 Senior Loan Fund                               | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   1270000 | PA      | $1272974.98    | 0.04%             | 2030-07-18      | Floating      | 7.99%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 54 Senior Loan Fund                               | CUSIP: 26244RAD3<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753010.73     | 0.02%             | 2029-10-19      | Floating      | 7.69%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 30 Senior Loan Fund                               | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754297.95     | 0.02%             | 2028-11-15      | Floating      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2019-1 Ltd.                                     | CUSIP: 92917NBC1<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006191.50    | 0.03%             | 2037-10-15      | Floating      | 7.37%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2019-2 Ltd.                                     | CUSIP: 92917RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250500 | PA      | $1254338.16    | 0.04%             | 2032-07-20      | Floating      | 8.29%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2020-3 Ltd.                                     | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003448.90    | 0.03%             | 2038-01-20      | Floating      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Whitebox CLO Ltd                                | Whitebox CLO IV Ltd.                                     | CUSIP: 96467KAU3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002814.10    | 0.03%             | 2036-04-20      | Floating      | 8.23%                 | Yes           | 2                  | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2019-3 Clo Ltd.                    | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    666747 | PA      | $667179.34     | 0.02%             | 2031-04-15      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-484289.91    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/02/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/02/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   4275000 | OU      | $5052602.55    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -390000 | OU      | $-462328.43    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |     80000 | OU      | $94056.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Artius II Acquisition Inc                       | Artius II Acquisition, Inc. - Class A                    | CUSIP: G0509J115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $227925.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Artius II Acquisition Inc                       | Artius II Acquisition, Inc.                              | CUSIP: G0509J123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $5400.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AA Mission Acquisition Corp                     | AA Mission Acquisition Corp. - Class A                   | CUSIP: G1000R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $368200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AA MISSION ACQUISITION COR-A                    | AA Mission Acquisition Corp.                             | CUSIP: G1000R127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $2800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ABLE VIEW GLOBAL INC-B                          | Able View Global, Inc.                                   | CUSIP: G1149B116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     19983 | NC      | $671.43        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ABIOMED, Inc. CONTINGENT VALUE RHT   /          | ABIOMED, Inc. CONTINGENT VALUE RHT   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       481 | NC      | $490.62        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ADVANTAGE CAPITAL TL 04/14/2027   /             | ADVANTAGE CAPITAL TL 04/14/2027   /                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2885810 | PA      | $2752485.25    | 0.09%             | 2027-04-14      | Variable      | 13.00%                | No            | 3                  | On Loan: No      |
| ACER TREE CREDIT OPP PARTNERS LP   /            | ACER TREE CREDIT OPP PARTNERS LP   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $25218951.72   | 0.82%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AUDAX MEDTECH TL   /                            | AUDAX MEDTECH TL   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6531250 | PA      | $6415234.10    | 0.21%             | 2032-06-03      | Variable      | 9.58%                 | No            | 3                  | On Loan: No      |
| AUDAX NMA HOLDINGS DDTL   /                     | AUDAX NMA HOLDINGS DDTL   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    388235 | PA      | $387070.58     | 0.01%             | 2028-07-07      | Variable      | 9.03%                 | No            | 3                  | On Loan: No      |
| Vale Securities Finance No.2 D                  | Vale Securities Finance No. 2 DAC                        | CUSIP: BCC3D05P9<br>LEI: 635400UVFLY2YZZACF27 | Long             | ABS-CBDO         | CORP              | IE        |   5426737 | PA      | $6455702.13    | 0.21%             | 2032-07-28      | Floating      | 11.45%                | No            | 3                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2024-1 DAC           | CUSIP: 999999999<br>LEI: 254900S9D49Z2X16W073 | Long             | ABS-CBDO         | CORP              | IE        |  10575000 | PA      | $9346720.83    | 0.30%             | 2033-08-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ducati 2024-1 CLN VAR 06/20/2030   /            | Ducati 2024-1 CLN VAR 06/20/2030   /                     | CUSIP: BCC3F2FG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  12145545 | PA      | $14508208.72   | 0.47%             | 2030-06-20      | Variable      | 11.03%                | No            | 3                  | On Loan: No      |
| BNP Paribas                                     | BNP Paribas - Broadway                                   | CUSIP: BCC3F4637<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | FR        |   3072531 | PA      | $3095574.59    | 0.10%             | 2031-04-12      | Floating      | 12.36%                | No            | 3                  | On Loan: No      |
| BANCO SANTANDER TOTT VAR 12/27/2043   /         | BANCO SANTANDER TOTT VAR 12/27/2043   /                  | CUSIP: BCC3FHQ51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   6811946 | PA      | $8137068.30    | 0.26%             | 2043-12-27      | Variable      | 10.03%                | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2024-1 DAC                    | CUSIP: BCC3FQ380<br>LEI: 254900BQYBO0YZH5G587 | Long             | ABS-CBDO         | CORP              | IE        |  14000000 | PA      | $14042650.86   | 0.46%             | 2037-05-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| MESP 2024-1 B MTGE VAR 07/28/2032   /           | MESP 2024-1 B MTGE VAR 07/28/2032   /                    | CUSIP: BCC3G0FW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  14565897 | PA      | $14893629.61   | 0.48%             | 2032-07-28      | Variable      | 13.68%                | No            | 3                  | On Loan: No      |
| LBBW LION-5 MEZ MTGE VAR 07/31/2034   /         | LBBW LION-5 MEZ MTGE VAR 07/31/2034   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  10979960 | PA      | $12801359.85   | 0.42%             | 2034-07-31      | Variable      | 11.02%                | No            | 3                  | On Loan: No      |
| COLSS 2024-2 F Mtge VAR RT 05/22/2034   /       | COLSS 2024-2 F Mtge VAR RT 05/22/2034   /                | CUSIP: BCC3GBMB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |  10458352 | PA      | $14306816.70   | 0.46%             | 2034-05-22      | None          | 14.95%                | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2024-2 DAC                    | CUSIP: 999999999<br>LEI: 2549001Y8MR5PODEEG55 | Long             | ABS-CBDO         | CORP              | IE        |   9425000 | PA      | $10240066.65   | 0.33%             | 2037-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2024-2 DAC           | CUSIP: 999999999<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |  14550000 | PA      | $14058770.96   | 0.46%             | 2034-05-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2024-3 DAC           | CUSIP: BCC3J2TW8<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |   8150000 | PA      | $8737444.88    | 0.28%             | 2034-05-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2023-1 DAC                    | CUSIP: BCC3JKTZ1<br>LEI: 54930088SCW7OACNS247 | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1941725.51    | 0.06%             | 2038-01-15      | Floating      | 10.30%                | No            | 2                  | On Loan: No      |
| Pymes Magdalena                                 | Fondo de Titulizacion Magdalena 11                       | CUSIP: BCC3JL3Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |  12630876 | PA      | $14792271.78   | 0.48%             | 2054-07-04      | Floating      | 8.47%                 | No            | 3                  | On Loan: No      |
| SANTADER CONSUMER FINANCE24-1 12/25/34   /      | SANTADER CONSUMER FINANCE24-1 12/25/34   /               | CUSIP: BCC3JLXT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | SE        | 114728164 | PA      | $12156720.23   | 0.39%             | 2034-12-25      | Variable      | 8.72%                 | No            | 3                  | On Loan: No      |
| LLOYDS BANK PLC 12/16/2030   /                  | LLOYDS BANK PLC 12/16/2030   /                           | CUSIP: BCC3JSBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   5000000 | PA      | $6732651.96    | 0.22%             | 2030-12-16      | Variable      | 8.47%                 | No            | 3                  | On Loan: No      |
| LLOYDS BANK PLC 12/16/2030   /                  | LLOYDS BANK PLC 12/16/2030   /                           | CUSIP: BCC3JSBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |  18942981 | PA      | $25533283.17   | 0.83%             | 2030-12-16      | Variable      | 11.32%                | No            | 3                  | On Loan: No      |
| LBBW LION-6 SNR 10/30/2036   /                  | LBBW LION-6 SNR 10/30/2036   /                           | CUSIP: BCC3JWDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  19591109 | PA      | $23179285.35   | 0.75%             | 2036-10-30      | Variable      | 9.67%                 | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2025-1 DAC                    | CUSIP: 999999999<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-CBDO         | CORP              | IE        |   6500000 | PA      | $6751247.36    | 0.22%             | 2039-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| GRANVILLE USD Ltd. VAR RT 02/15/2030   /        | GRANVILLE USD Ltd. VAR RT 02/15/2030   /                 | CUSIP: BCC3KJ828<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28000000 | PA      | $28000000.00   | 0.91%             | 2030-02-15      | Variable      | 10.63%                | No            | 3                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2025-2 DAC           | CUSIP: BCC3M6M36<br>LEI: 254900595EZPT26ANZ17 | Long             | ABS-CBDO         | CORP              | IE        |   8050000 | PA      | $9462715.46    | 0.31%             | 2035-02-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| PYMAG 12  WAREHOUSE VAR RT 12/31/2039   /       | PYMAG 12  WAREHOUSE VAR RT 12/31/2039   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | ES        |   5500000 | PA      | $6456914.77    | 0.21%             | 2039-12-31      | Variable      | 9.03%                 | No            | 3                  | On Loan: No      |
| Magdalena                                       | Magdalena 12 Fondo de Titulizacion                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |  42500000 | PA      | $49894341.39   | 1.62%             | 2039-12-31      | Floating      | 9.03%                 | No            | 3                  | On Loan: No      |
| LEGO 2023-1 B VAR RT 6/25/2035   /              | LEGO 2023-1 B VAR RT 6/25/2035   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | DK        | 282969000 | PA      | $44660155.10   | 1.45%             | 2035-06-25      | Variable      | 8.62%                 | No            | 3                  | On Loan: No      |
| LEGO 2023-1 B WH VAR RT 6/25/2035   /           | LEGO 2023-1 B WH VAR RT 6/25/2035   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | DK        |  33135000 | PA      | $5211462.54    | 0.17%             | 2035-06-25      | Variable      | 8.62%                 | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2025-2 DAC                    | CUSIP: BCC3MHY21<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $4597087.58    | 0.15%             | 2038-07-15      | Floating      | 10.20%                | No            | 2                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2025-2 DAC                    | CUSIP: 999999999<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |  10000000 | PA      | $11238871.80   | 0.36%             | 2038-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2025-3 DAC           | CUSIP: 999999999<br>LEI: 254900VGFCQBASWATQ78 | Long             | ABS-CBDO         | CORP              | IE        |   7250000 | PA      | $8511387.65    | 0.28%             | 2035-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| LUCKY BUCKS BANKRUPT TERM LOAN 05/29/2028   /   | LUCKY BUCKS BANKRUPT TERM LOAN 05/29/2028   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6391359 | PA      | $424999.98     | 0.01%             | 2028-05-29      | None          | 12.50%                | No            | 3                  | On Loan: No      |
| BC PARTNERS LENDING Corp.   /                   | BC PARTNERS LENDING Corp.   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |    567120 | NS      | $11353735.35   | 0.37%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BTC Development Corp                            | BTC Development Corp.                                    | CUSIP: G0701G125<br>LEI: N/A                  | Long             |  | CORP              | US        |     50000 | NS      | $505000.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BENEFICIENT - CLASS A                           | Beneficient                                              | CUSIP: 08178Q119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2223 | NC      | $32.23         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Hawk Acquisition Corp                     | Black Hawk Acquisition Corp.                             | CUSIP: G1148A119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25204 | NC      | $30244.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Water Acquisition Corp II                  | Blue Water Acquisition Corp. III - Class A               | CUSIP: G1368E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $498000.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BLUE WATER ACQUISITION C-A                      | Blue Water Acquisition Corp. III                         | CUSIP: G1368E114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25000 | NC      | $3502.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trailblazer Acquisition Corp                    | Trailblazer Acquisition Corp.                            | CUSIP: G9009S129<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $1025000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bowen Acquisition Corp                          | Bowen Acquisition Corp.                                  | CUSIP: G12729128<br>LEI: 5493000ECOCYNGTKBW41 | N/A              | DE               | CORP              | US        |      9200 | NC      | $2211.68       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cayson Acquisition Corp                         | Cayson Acquisition Corp.                                 | CUSIP: G1993W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31500 | NS      | $329490.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cayson Acquisition Corp                         | Cayson Acquisition Corp.                                 | CUSIP: G1993W117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31500 | NC      | $5040.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp X                        | Churchill Capital Corp. X - Class A                      | CUSIP: G2130T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $289350.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cliffwater Enhanced Lending Fu                  | Cliffwater Enhanced Lending Fund - Class I               | CUSIP: 18685P108<br>LEI: 549300GSOYHH68H7U345 | Long             |  | RF                | US        |   5525659 | NS      | $61390073.40   | 1.99%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp                   | Crane Harbor Acquisition Corp. - Class A                 | CUSIP: G24979109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $253250.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp                   | Crane Harbor Acquisition Corp.                           | CUSIP: G24979117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25000 | NC      | $8000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Charlton Aria Acquisition Corp                  | Charlton Aria Acquisition Corp. - Class A                | CUSIP: G9877L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $363300.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Charlton Aria Acquisition Corp                  | Charlton Aria Acquisition Corp.                          | CUSIP: G9877L115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35000 | NC      | $7700.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenghe Acquisition III Co                      | Chenghe Acquisition III Co.                              | CUSIP: G2086N113<br>LEI: N/A                  | Long             |  | CORP              | SG        |    100000 | NS      | $998000.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chime Financial Inc                             | Chime Financial, Inc. - Class A                          | CUSIP: 16935C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    536989 | NS      | $10831068.13   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| CIRE ALTO OpCo LLC TL 11/29/2024   /            | CIRE ALTO OpCo LLC TL 11/29/2024   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3302541 | PA      | $3302540.86    | 0.11%             | 2025-10-31      | Variable      | 24.09%                | No            | 3                  | On Loan: No      |
| COMERA LIFE SCIENCES HOLDING                    | Comera Life Sciences Holdings, Inc.                      | CUSIP: 20037C116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       968 | NC      | $0.10          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CONCORD ACQUISITION CORP -A                     | Concord Acquisition Corp. II                             | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13333 | NC      | $533.32        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbus Acquisition Corp                       | Columbus Acquisition Corp.                               | CUSIP: G2295P107<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     40000 | NS      | $408400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbus Acquisition Corp                       | Columbus Acquisition Corp.                               | CUSIP: G2295P115<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |     40000 | NC      | $4804.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                     | Corner Growth Acquisition Corp.                          | CUSIP: G2425N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       117 | NC      | $23.40         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CIRE REAL ESTATE INVESTMENT TRUST, Inc.   /     | CIRE REAL ESTATE INVESTMENT TRUST, Inc.   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $98017818.68   | 3.18%             |  |  |  | Yes           | N/A                | On Loan: No      |
| TROUTDALE 1250 NW SWIGERT   /                   | TROUTDALE 1250 NW SWIGERT   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $5850000.00    | 0.19%             |  |  |  | No            | 3                  | On Loan: No      |
| GIGCAPITAL7 CORP-A                              | GigCapital7 Corp.                                        | CUSIP: G38648120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20000 | NC      | $9000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GLASS HOUSE BRANDS INC                          | Glass House Brands, Inc.                                 | CUSIP: 377130117<br>LEI: 89450066YERGBSA3YL62 | N/A              | DE               | CORP              | CA        |    280000 | NC      | $131600.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Glenmede Secured Options Portf                  | Glenmede Secured Options Portfolio - Class Institutional | CUSIP: 378690580<br>LEI: 549300QEJQNCSUC9L688 | Long             |  | RF                | US        |   5864493 | NS      | $85680249.87   | 2.78%             |  |  |  | No            | 1                  | On Loan: No      |
| GP-Act III Acquisition Corp                     | GP-Act III Acquisition Corp. - Class A                   | CUSIP: G4035N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60098 | NS      | $637038.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GP-ACT III ACQUISITION-A                        | GP-Act III Acquisition Corp.                             | CUSIP: G4035N129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30049 | NC      | $7812.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GPS IV LP    /                                  | GPS IV LP    /                                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $810180.92     | 0.03%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Graf Global Corp                                | Graf Global Corp. - Class A                              | CUSIP: G4036C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $263500.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAF GLOBAL CORP-CL A                           | Graf Global Corp.                                        | CUSIP: G4036C122<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12500 | NC      | $4125.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gesher Acquisition Corp II                      | Gesher Acquisition Corp. II - Class A                    | CUSIP: G3852D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $456750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GESHER ACQUISITION CORP II-A                    | Gesher Acquisition Corp. II                              | CUSIP: G3852D115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $7200.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSR IV Acquisition Corp                         | GSR IV Acquisition Corp.                                 | CUSIP: G4R12K123<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $1013500.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA INVEST FUND LP CANDEX   /            | HEDOSOPHIA INVEST FUND LP CANDEX   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $1381135.92    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HCM III Acquisition Corp                        | HCM III Acquisition Corp.                                | CUSIP: G4365E129<br>LEI: 529900X6CMNA2LN6C461 | Long             |  | CORP              | US        |     44444 | NS      | $458217.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA PARTNERS VI LP   /                   | HEDOSOPHIA PARTNERS VI LP   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $7316613.00    | 0.24%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HEDOSOPHIA SP A    /                            | HEDOSOPHIA SP A    /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |         1 | NS      | $2177208.26    | 0.07%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HEDOSOPHIA SP B    /                            | HEDOSOPHIA SP B    /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |         1 | NS      | $5201353.60    | 0.17%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HEDOSOPHIA INVESTORS VI E LP   /                | HEDOSOPHIA INVESTORS VI E LP   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | XX        |         1 | NS      | $2355965.02    | 0.08%             |  |  |  | Yes           | N/A                | On Loan: No      |
| GLOBAL GAS CORP                                 | Global Gas Corp.                                         | CUSIP: 37892P115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       534 | NC      | $0.85          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HILLPOINTE WORKFORCE HOUSING PARTNER V LP   /   | HILLPOINTE WORKFORCE HOUSING PARTNER V LP   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $15531030.00   | 0.50%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HCM II ACQUISITION CORP-CL A                    | HCM II Acquisition Corp.                                 | CUSIP: G43658122<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2500 | NC      | $15150.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA INV VI FORTERRA LP   /               | HEDOSOPHIA INV VI FORTERRA LP   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $3040206.00    | 0.10%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HEDOSOPHIA INV VI SUKI L.P.   /                 | HEDOSOPHIA INV VI SUKI L.P.   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $1236000.00    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HEDOSOPHIA INVEST FUND LP SHIFT 5   /           | HEDOSOPHIA INVEST FUND LP SHIFT 5   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $1264286.00    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HEDOSOPHIA HS INVEST FUND LP BESTOW   /         | HEDOSOPHIA HS INVEST FUND LP BESTOW   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $5428472.00    | 0.18%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Horizon Space Acquisition I Co                  | Horizon Space Acquisition I Corp.                        | CUSIP: G4619M125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19947 | NC      | $3191.52       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HORIZON SPACE ACQUISITION I                     | Horizon Space Acquisition I Corp.                        | CUSIP: G4619M117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19947 | NC      | $1328.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HORIZON SPACE ACQUISITION II C                  | HORIZON SPACE ACQUISITION II Corp.                       | CUSIP: G4627B129<br>LEI: N/A                  | Long             |  | CORP              | US        |     35000 | NS      | $366800.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HEDOSOPHIA HS INVEST FUND LP   /                | HEDOSOPHIA HS INVEST FUND LP   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | XX        |         1 | NS      | $361910.07     | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HEDOSOPHIA RULA INVESTMENTS VI   /              | HEDOSOPHIA RULA INVESTMENTS VI   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $9825570.00    | 0.32%             |  |  |  | Yes           | N/A                | On Loan: No      |
| HEDOSOPHIA VINTED INVESTMENTS VI   /            | HEDOSOPHIA VINTED INVESTMENTS VI   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $2651511.00    | 0.09%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Hudson Acquisition I Corp                       | Hudson Acquisition I Corp.                               | CUSIP: 44364H118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14391 | NC      | $2302.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HUDSON BAY FUND LP LP   /                       | HUDSON BAY FUND LP LP   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $798175.07     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Highview Merger Corp                            | Highview Merger Corp.                                    | CUSIP: G4569C127<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $1012000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Haymaker Acquisition Corp 4                     | Haymaker Acquisition Corp. 4                             | CUSIP: G4375F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20342 | NS      | $230678.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HAYMAKER ACQUISITION CORP 4                     | Haymaker Acquisition Corp. 4                             | CUSIP: G4375F116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10171 | NC      | $4068.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IB Acquisition Corp                             | IB Acquisition Corp.                                     | CUSIP: 44934N116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     47773 | NC      | $3821.84       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IB ACQUISITION Corp. TENDERED SHAERES   /       | IB ACQUISITION Corp. TENDERED SHAERES   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47773 | NS      | $505916.07     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ICORECONNECT INC                                | iCoreConnect, Inc.                                       | CUSIP: 450958111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14883 | NC      | $37.21         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INVESCO REAL ESTATE INCOME TRUST, Inc.   /      | INVESCO REAL ESTATE INCOME TRUST, Inc.   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1992811 | NS      | $52251987.15   | 1.70%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Inflection Point Acquisition C                  | Inflection Point Acquisition Corp. III - Class A         | CUSIP: G47875102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14062 | NS      | $141463.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inflection Point Acquisition C                  | Inflection Point Acquisition Corp. III                   | CUSIP: G47875110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14062 | NC      | $6187.28       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CN Healthy Food Tech Group Cor                  | CN Healthy Food Tech Group Corp.                         | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |    162277 | NC      | $118462.21     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CN HEALTHY FOOD TECH GROUP C                    | CN Healthy Food Tech Group Corp.                         | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |    162277 | NC      | $16389.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ISRAEL ACQUISITIONS CORP-A                      | Israel Acquisitions Corp.                                | CUSIP: G49667119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10018 | NC      | $1828.29       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Acquisition Co II                       | Jackson Acquisition Co. II - Class A                     | CUSIP: G4992A110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $415200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Acquisition Co II                       | Jackson Acquisition Co. II                               | CUSIP: G4992A136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40000 | NC      | $10000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JAWS MUSTANG ACQUISITION C-A                    | Jaws Mustang Acquisition Corp.                           | CUSIP: G50737124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23278 | NC      | $786.80        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KOHLBERG CLO    /                               | KOHLBERG CLO    /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13500000 | PA      | $14025754.13   | 0.46%             | 2033-12-28      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| KODIAK AI INC                                   | Kodiak AI, Inc.                                          | CUSIP: 500081112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21105 | NC      | $22476.83      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KEERN RIVER CAPITAL    /                        | KEERN RIVER CAPITAL    /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $867085.00     | 0.03%             |  |  |  | Yes           | N/A                | On Loan: No      |
| K&F Growth Acquisition Corp II                  | K&F Growth Acquisition Corp. II - Class A                | CUSIP: G52258111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $255500.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| K&F Growth Acquisition Corp II                  | K&F Growth Acquisition Corp. II                          | CUSIP: G52258129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25000 | NC      | $3252.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSLM Digital Asset Acquisition                  | CSLM Digital Asset Acquisition Corp. III Ltd.            | CUSIP: G2584S135<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $1010000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LEGATO MERGER CORP III                          | Legato Merger Corp. III                                  | CUSIP: G5451A111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58623 | NC      | $20518.05      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LINDEN INVESTORS LP    /                        | LINDEN INVESTORS LP    /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $31694470.44   | 1.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LEONARD VALVE TERM LOAN 09/30/2027   /          | LEONARD VALVE TERM LOAN 09/30/2027   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6947500 | PA      | $6947500.00    | 0.23%             | 2027-09-30      | Variable      | 9.50%                 | No            | 3                  | On Loan: No      |
| Live Oak Acquisition Corp V                     | Live Oak Acquisition Corp. V - Class A                   | CUSIP: G5509P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $458100.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LIVE OAK ACQUISITION CORP-A                     | Live Oak Acquisition Corp. V                             | CUSIP: G5509P110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $9454.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Launch One Acquisition Corp                     | Launch One Acquisition Corp.                             | CUSIP: G5S86M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $210400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LAUNCH ONE ACQUISITION CORP                     | Launch One Acquisition Corp.                             | CUSIP: G5S86M126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10000 | NC      | $2301.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Launch Two Acquisition Corp                     | Launch Two Acquisition Corp. - Class A                   | CUSIP: G5S87A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $365400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LAUNCH TWO ACQUISITION- CL A                    | Launch Two Acquisition Corp.                             | CUSIP: G5S87A113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $6371.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Melar Acquisition Corp I                        | Melar Acquisition Corp. I - Class A                      | CUSIP: G6004G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29900 | NS      | $314249.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MELAR ACQUISITION CORP I-A                      | Melar Acquisition Corp. I                                | CUSIP: G6004G118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14950 | NC      | $3411.59       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maywood Acquisition Corp                        | Maywood Acquisition Corp. - Class A                      | CUSIP: G6001J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18750 | NS      | $191625.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Maywood Acquisition Corp                        | Maywood Acquisition Corp.                                | CUSIP: G6001J131<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18750 | NC      | $11250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| M3-Brigade Acquisition V Corp                   | M3-Brigade Acquisition V Corp. - Class A                 | CUSIP: G63212107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $791250.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| M3-BRIGADE ACQUISITION V-A                      | M3-Brigade Acquisition V Corp.                           | CUSIP: G63212115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37500 | NC      | $45750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| M3-Brigade Acquisition VI Corp                  | M3-Brigade Acquisition VI Corp.                          | CUSIP: G63221124<br>LEI: 529900K3KULJYPOBI946 | Long             |  | CORP              | US        |    100000 | NS      | $1012000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Crest Acquisition Cor                  | Mountain Crest Acquisition Corp. V                       | CUSIP: 62404B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1689 | NC      | $138.67        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| APOGEM MCF CLO 12 CLO   /                       | APOGEM MCF CLO 12 CLO   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23669451 | PA      | $26379602.63   | 0.86%             | 2028-02-24      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| MISFITS MARKET COMMON SHARES   /                | MISFITS MARKET COMMON SHARES   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23798 | NS      | $726076.98     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| MISFITS MARKETS PREFERRED SHARES   /            | MISFITS MARKETS PREFERRED SHARES   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     83287 | NS      | $2571069.69    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| McKinley Acquisition Corp                       | McKinley Acquisition Corp.                               | CUSIP: G6005T127<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $999000.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp                  | Mountain Lake Acquisition Corp. - Class A                | CUSIP: G6301B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $412000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp                  | Mountain Lake Acquisition Corp.                          | CUSIP: G6301B127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40000 | NC      | $8000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MULTIMETAVERSE HOLDINGS LTD                     | MultiMetaVerse Holdings Ltd.                             | CUSIP: G6360J136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1265 | NC      | $2.02          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCURY COMMON CLASS B   /                      | MERCURY COMMON CLASS B   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30303 | NS      | $3936056.67    | 0.13%             |  |  |  | No            | 3                  | On Loan: No      |
| MERCURY PREF- A-1   /                           | MERCURY PREF- A-1   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     69906 | NS      | $9091275.30    | 0.30%             |  |  |  | No            | 3                  | On Loan: No      |
| Metal Sky Star Acquisition Cor                  | Metal Sky Star Acquisition Corp.                         | CUSIP: G6053N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20035 | NC      | $502.88        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| METAL SKY STAR ACQUISITION C                    | Metal Sky Star Acquisition Corp.                         | CUSIP: G6053N121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20035 | NC      | $240.42        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio - Class Institutional         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  50320087 | PA      | $50320086.55   | 1.63%             |  |  |  | No            | 1                  | On Loan: No      |
| NAMIB MINERALS                                  | Namib Minerals                                           | CUSIP: G63638111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     16500 | NC      | $2310.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEWBURY STREET ACQUISITION C                    | Newbury Street Acquisition Corp.                         | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1335 | NC      | $0.13          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NABORS ENERGY TRANSITION C-A                    | Nabors Energy Transition Corp. II                        | CUSIP: G6363K114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22811 | NC      | $6206.87       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NewHold Investment Corp III                     | NewHold Investment Corp. III - Class A                   | CUSIP: G6486E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $458100.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NEWHOLD INVESTMENT CORP II-A                    | NewHold Investment Corp. III                             | CUSIP: G6486E110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $8100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NATURE'S MIRACLE HOLDING INC                    | Nature's Miracle Holding, Inc.                           | CUSIP: 63903P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27873 | NC      | $156.09        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CO2 Energy Transition Corp                      | CO2 Energy Transition Corp.                              | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21424 | NS      | $217667.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CO2 Energy Transition Corp                      | CO2 Energy Transition Corp.                              | CUSIP: 12664M129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21424 | NC      | $3963.44       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CO2 ENERGY TRANSITION CORP                      | CO2 Energy Transition Corp.                              | CUSIP: 12664M111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21424 | NC      | $2356.64       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Providence Acquisition Cor                  | New Providence Acquisition Corp. III - Class A           | CUSIP: G6476A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $228825.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW PROVIDENCE ACQUISITION-A                    | New Providence Acquisition Corp. III                     | CUSIP: G6476A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7500 | NC      | $3075.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NORTHERN REVIVAL ACQUISITION                    | Northern Revival Acquisition Corp.                       | CUSIP: G6546R119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       237 | NC      | $5.14          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newbury Street II Acquisition                   | Newbury Street II Acquisition Corp. - Class A            | CUSIP: G6439S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $207100.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NEWBURY STREET II AC-CLASS A                    | Newbury Street II Acquisition Corp.                      | CUSIP: G6439S117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10000 | NC      | $2310.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HOLDCO NUVO GROUP DG LTD                        | Holdco Nuvo Group DG Ltd.                                | CUSIP: M53051112<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |      1382 | NC      | $0.69          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NUVEEN REAL ESTATE U.S. Cities Industr Fd   /   | NUVEEN REAL ESTATE U.S. Cities Industr Fd   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $6875667.20    | 0.22%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NUVEEN REAL ESTATE U.S. CITIES MULTI LP   /     | NUVEEN REAL ESTATE U.S. CITIES MULTI LP   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $5753120.50    | 0.19%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NXT CAPITAL CLO 2026-1 CLO EQUITY   /           | NXT CAPITAL CLO 2026-1 CLO EQUITY   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11507286 | PA      | $12087252.91   | 0.39%             | 2028-06-24      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| OAK St REAL EST LP BLUE OWL NET LEASE           | OAK St REAL EST LP BLUE OWL NET LEASE                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $93548767.00   | 3.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| OLD ORCHARD CRDIT FUND LP   /                   | OLD ORCHARD CRDIT FUND LP   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $25471076.89   | 0.83%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OSR HOLDINGS INC                                | OSR Holdings, Inc.                                       | CUSIP: 68840D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16328 | NC      | $659.65        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oyster Enterprises II Acquisit                  | Oyster Enterprises II Acquisition Corp. - Class A        | CUSIP: G6861F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $225450.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oyster Enterprises II Acquisit                  | Oyster Enterprises II Acquisition Corp.                  | CUSIP: G6861F138<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22500 | NC      | $3825.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pantages Capital Acquisition C                  | Pantages Capital Acquisition Corp.                       | CUSIP: G8089R126<br>LEI: N/A                  | Long             |  | CORP              | US        |     36000 | NS      | $376200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PHOENIX AVIATION CAP LLC COMMON C-1   /         | PHOENIX AVIATION CAP LLC COMMON C-1   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $499950.01     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| PHOENIX AVIATION CAP LLC PREFERRED A   /        | PHOENIX AVIATION CAP LLC PREFERRED A   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1575 | NS      | $1322932.80    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| HERAMBA ELECTRIC PLC                            | Heramba Electric PLC                                     | CUSIP: G4411J106<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |      1173 | NC      | $7.04          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Plum Acquisition Corp IV                        | Plum Acquisition Corp. IV                                | CUSIP: G7134A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $361550.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PLUM ACQUISITION CORP IV                        | Plum Acquisition Corp. IV                                | CUSIP: G7134A120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $4726.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| POINT72 CAPITAL CL A LP   /                     | POINT72 CAPITAL CL A LP   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $32528926.14   | 1.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Andretti Acquisition Corp II                    | Andretti Acquisition Corp. II - Class A                  | CUSIP: G26745102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $366450.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ANDRETTI ACQUISITION CORP -A                    | Andretti Acquisition Corp. II                            | CUSIP: G26745128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $3500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2023-21 Ltd.                         | CUSIP: 11766BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00     | 0.02%             | 2036-10-18      | Floating      | 12.80%                | Yes           | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2023-21 Ltd.                         | CUSIP: 11766BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00     | 0.02%             | 2038-10-18      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| POMONA INVESTMENT FD    /                       | POMONA INVESTMENT FD    /                                | CUSIP: 732125208<br>LEI: N/A                  | Long             | EC               | RF                | US        |   3263285 | NS      | $54699180.84   | 1.78%             |  |  |  | Yes           | N/A                | On Loan: No      |
| PRANA ABSOLUTE RETURN FUND CLASS D   /          | PRANA ABSOLUTE RETURN FUND CLASS D   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $14959500.00   | 0.49%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2021-17R Ltd.                        | CUSIP: 11766LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $757464.53     | 0.02%             | 2038-01-20      | Floating      | 11.26%                | Yes           | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2023-20 Ltd.                         | CUSIP: 117919AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $893205.34     | 0.03%             | 2038-04-15      | Floating      | 7.73%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 3/13/2028   /     | EURO FORWARDVIREMAIN CONTRACT 3/13/2028   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -9064000 | OU      | $-11041905.94  | -0.36%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 07/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 07/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -360000 | OU      | $-428633.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                         | Franklin BSP Capital Corp.                               | CUSIP: 12325JAJ0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148699.50     | 0.00%             | 2026-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2004-29                  | CUSIP: 12669GJA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260387 | PA      | $2.60          | 0.00%             | 2035-02-25      | Variable      | 0.05%                 | No            | 2                  | On Loan: No      |
| ADVANTAGE CAP HLDGS WARRANTS   /                | ADVANTAGE CAP HLDGS WARRANTS   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       287 | NC      | $377118.00     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| PROTERRA CREDIT 3 LP    /                       | PROTERRA CREDIT 3 LP    /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $2004362.61    | 0.07%             |  |  |  | Yes           | N/A                | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-486037.58    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/14/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/14/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -90947500 | OU      | $-106870490.59 | -3.47%            |  |  |  | No            | 2                  | On Loan: No      |
| PRESTO AUTOMATION INC                           | Presto Automation, Inc.                                  | CUSIP: 74113T113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1990 | NC      | $1.19          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Capital Acquisition Corp                  | Range Capital Acquisition Corp.                          | CUSIP: G7375C116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35536 | NC      | $14157.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 137 DIRECT FUND LP LLC   /                      | 137 DIRECT FUND LP LLC   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $9658840.00    | 0.31%             |  |  |  | Yes           | N/A                | On Loan: No      |
| 137 HOLDINGS AP LLC   /                         | 137 HOLDINGS AP LLC   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $2750000.00    | 0.09%             |  |  |  | Yes           | N/A                | On Loan: No      |
| 137 HOLDINGS MA SERIES 2024-1   /               | 137 HOLDINGS MA SERIES 2024-1   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $2086730.00    | 0.07%             |  |  |  | Yes           | N/A                | On Loan: No      |
| FS KKR CAPITAL CORP                             | FS KKR Capital Corp.                                     | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1944188.00    | 0.06%             | 2027-01-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Rising Dragon Acquisition Corp                  | Rising Dragon Acquisition Corp.                          | CUSIP: G7576K107<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35000 | NS      | $364700.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rising Dragon Acquisition Corp                  | Rising Dragon Acquisition Corp.                          | CUSIP: G7576K115<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |     35000 | NC      | $5747.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RF Acquisition Corp II                          | RF Acquisition Corp. II                                  | CUSIP: G75389109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     13377 | NS      | $142732.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RF Acquisition Corp II                          | RF Acquisition Corp. II                                  | CUSIP: G75389117<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |     13377 | NC      | $1337.70       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 20 Ltd.                                     | CUSIP: 33883MBE3<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00     | 0.02%             | 2038-11-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 20 Ltd.                                     | CUSIP: 33883NAG7<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00     | 0.02%             | 2038-11-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| RIVERNORTH CAPITAL PARTNERS LP   /              | RIVERNORTH CAPITAL PARTNERS LP   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $19705278.41   | 0.64%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ROUTE APP PREFERRED SERIES A   /                | ROUTE APP PREFERRED SERIES A   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1171875 | NS      | $4476562.50    | 0.15%             |  |  |  | No            | 3                  | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                         | Franklin BSP Capital Corp.                               | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4664749.50    | 0.15%             | 2029-06-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                               | Golub Capital BDC, Inc.                                  | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964045.00     | 0.03%             | 2027-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Renatus Tactical Acquisition C                  | Renatus Tactical Acquisition Corp. I                     | CUSIP: G7490F119<br>LEI: N/A                  | Long             |  | CORP              | US        |      5250 | NS      | $60060.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SAVORY III BLOCKED FUND LP   /                  | SAVORY III BLOCKED FUND LP   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $2344222.00    | 0.08%             |  |  |  | Yes           | N/A                | On Loan: No      |
| GOLUB CAPITAL CAP FND                           | Golub Capital Private Credit Fund                        | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028066.00    | 0.07%             | 2029-09-12      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -130000 | OU      | $-153555.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -240000 | OU      | $-287339.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/23/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/23/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -610000 | OU      | $-721773.24    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT  2/22/2027   /    | EURO FORWARDVIREMAIN CONTRACT  2/22/2027   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -270000 | OU      | $-323672.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1448000 | OU      | $-1716542.49   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Silverbox Corp IV                               | Silverbox Corp. IV - Class A                             | CUSIP: G81354105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19998 | NS      | $209379.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SILVERBOX CORP IV-A                             | Silverbox Corp. IV                                       | CUSIP: G81354121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6666 | NC      | $2933.04       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -270000 | OU      | $-324465.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -740000 | OU      | $-878501.12    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SF HAWKERS STORES SERIER A PREF   /             | SF HAWKERS STORES SERIER A PREF   /                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    186058 | NS      | $7500000.17    | 0.24%             |  |  |  | No            | 3                  | On Loan: No      |
| Schonfeld Strategic Partners Fund LLC   /       | Schonfeld Strategic Partners Fund LLC   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $21429366.56   | 0.70%             |  |  |  | Yes           | 3                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2608000 | OU      | $-3105210.06   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -240000 | OU      | $-289507.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Siddhi Acquisition Corp                         | Siddhi Acquisition Corp. - Class A                       | CUSIP: G8118C124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $456750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Siddhi Acquisition Corp                         | Siddhi Acquisition Corp.                                 | CUSIP: G8118C116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45000 | NC      | $9045.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /     | EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -330000 | OU      | $-393481.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -360000 | OU      | $-423253.88    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -380000 | OU      | $-453229.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/24/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/24/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -550000 | OU      | $-647817.79    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -120000 | OU      | $-143125.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -880000 | OU      | $-1036322.31   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SIM Acquisition Corp I                          | SIM Acquisition Corp. I - Class A                        | CUSIP: G8431T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $210000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SIM ACQUISITION CORP I-A                        | SIM Acquisition Corp. I                                  | CUSIP: G8431T119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10000 | NC      | $3800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sizzle Acquisition Corp II                      | Sizzle Acquisition Corp. II - Class A                    | CUSIP: G8193F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $455400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSLATIONAL DEVELOPMENT AC                    | Translational Development Acquisition Corp.              | CUSIP: G9008W113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20000 | NC      | $5800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TCW DOREL TERM LOAN   /                         | TCW DOREL TERM LOAN   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  23000000 | PA      | $21937314.90   | 0.71%             | 2030-09-29      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Talon Capital Corp                              | Talon Capital Corp.                                      | CUSIP: G86652115<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $1003000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB MONEY MARKET II SPECIAL   /                 | UMB MONEY MARKET II SPECIAL   /                          | CUSIP: SF8888628<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  57942904 | PA      | $57942904.41   | 1.88%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMNUR PHARMACEUTICALS INC                      | Semnur Pharmaceuticals, Inc.                             | CUSIP: 81686G113<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               | CORP              | US        |      9833 | NC      | $983.30        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TPG TECH ADJACENCIES II VEGA   /                | TPG TECH ADJACENCIES II VEGA   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $2076211.00    | 0.07%             |  |  |  | Yes           | N/A                | On Loan: No      |
| WHWK DIP A2 INT DIP  12/31/2026   /             | WHWK DIP A2 INT DIP  12/31/2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6886042 | PA      | $6886042.06    | 0.22%             | 2026-12-31      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| Solarius Capital Acquisition C                  | Solarius Capital Acquisition Corp. - Class A             | CUSIP: G82617104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $996000.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SOLARIUS CAPITAL ACQUIS-CL A                    | Solarius Capital Acquisition Corp.                       | CUSIP: G82617112<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     50000 | NC      | $9650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Opportunistic Credit Interval                   | Opportunistic Credit Interval Fund                       | CUSIP: 68390R105<br>LEI: 549300NJWLK76QJGNF34 | Long             |  | RF                | US        |   2792707 | NS      | $32479181.75   | 1.05%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Soulpower Acquisition Corp                      | Soulpower Acquisition Corp. - Class A                    | CUSIP: G82745103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40500 | NS      | $408240.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WHWK RETAINED FILO BRIDGE 10/31/2026   /        | WHWK RETAINED FILO BRIDGE 10/31/2026   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    757554 | PA      | $757554.34     | 0.02%             | 2026-10-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| WHITEHAWK NEPHRON WARRANTS   /                  | WHITEHAWK NEPHRON WARRANTS   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $638104.00     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Soulpower Acquisition Corp                      | Soulpower Acquisition Corp.                              | CUSIP: G82745137<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40500 | NC      | $7695.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silver Pegasus Acquisition Cor                  | Silver Pegasus Acquisition Corp. - Class A               | CUSIP: G8192J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66666 | NS      | $664660.02     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WHITEHAWK IV PLUS ONSHORE FUND   /              | WHITEHAWK IV PLUS ONSHORE FUND   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $6237150.44    | 0.20%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Silver Pegasus Acquisition Cor                  | Silver Pegasus Acquisition Corp.                         | CUSIP: G8192J136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     66666 | NC      | $16666.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Starry Sea Acquisition Corp                     | Starry Sea Acquisition Corp.                             | CUSIP: G8559L104<br>LEI: N/A                  | Long             |  | CORP              | US        |     50000 | NS      | $507000.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp                  | Spring Valley Acquisition Corp. III                      | CUSIP: G8377R127<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $1040000.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar V Capital Corp                          | Stellar V Capital Corp. - Class A                        | CUSIP: G8475V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $257500.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                     | Stellar V Capital Corp.                                  | CUSIP: G8475V111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12500 | NC      | $4451.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NORTH HAVEN PRIVATE INC                         | North Haven Private Income Fund LLC                      | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2714358.60    | 0.09%             | 2030-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-2 Ltd.                                     | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003793.20    | 0.03%             | 2031-07-15      | Floating      | 7.33%                 | Yes           | 2                  | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-3 Ltd.                                     | CUSIP: 92917KAE4<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    525000 | PA      | $525000.00     | 0.02%             | 2031-10-15      | Floating      | 7.58%                 | Yes           | 2                  | On Loan: No      |
| AUDAX NMA HOLDINGS TL   /                       | AUDAX NMA HOLDINGS TL   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8428235 | PA      | $8402950.58    | 0.27%             | 2028-01-02      | Variable      | 9.03%                 | No            | 3                  | On Loan: No      |
| Audax-Riccobene Co. DDTL Audax Private   /      | Audax-Riccobene Co. DDTL Audax Private   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    690086 | PA      | $682495.32     | 0.02%             | 2028-01-10      | Variable      | 8.90%                 | No            | 3                  | On Loan: No      |
| AUDAX RICCOBENE TL   /                          | AUDAX RICCOBENE TL   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7242361 | PA      | $7162695.32    | 0.23%             | 2027-11-12      | Variable      | 9.32%                 | No            | 3                  | On Loan: No      |
| AUDAX SUMMIT SPINE REVOLVER   /                 | AUDAX SUMMIT SPINE REVOLVER   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121269 | PA      | $120783.59     | 0.00%             | 2028-03-18      | Variable      | 9.08%                 | No            | 3                  | On Loan: No      |
| AUDAX SUMMIT SPINE TL   /                       | AUDAX SUMMIT SPINE TL   /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13402976 | PA      | $13349363.84   | 0.43%             | 2028-03-18      | Variable      | 9.08%                 | No            | 3                  | On Loan: No      |
| Aimei Health Technology Co Ltd                  | Aimei Health Technology Co., Ltd.                        | CUSIP: G01341133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     39796 | NC      | $11938.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AIP CAPITAL LLC COMMON   /                      | AIP CAPITAL LLC COMMON   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $44982.38      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AIRWALLEX COMMON   /                            | AIRWALLEX COMMON   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188986 | NS      | $3114489.28    | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| AIRWALLEX PREF- A   /                           | AIRWALLEX PREF- A   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    160000 | NS      | $2636800.00    | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| AIRWALLEX PREF- E   /                           | AIRWALLEX PREF- E   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    143991 | NS      | $2372971.68    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| AIRWALLEX PREF- B2   /                          | AIRWALLEX PREF- B2   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    282196 | NS      | $4650590.08    | 0.15%             |  |  |  | No            | 3                  | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                    | Alchemy Investments Acquisition Corp. 1                  | CUSIP: G0232F133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9241 | NC      | $1201.33       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aldel Financial II Inc                          | Aldel Financial II, Inc.                                 | CUSIP: G01558108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $365750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ALDEL FINANCIAL II INC                          | Aldel Financial II, Inc.                                 | CUSIP: G01558124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $8926.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Centurion Acquisition Corp                      | Centurion Acquisition Corp.                              | CUSIP: G20315100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33486 | NS      | $353277.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CENTURION ACQUISITION CORP                      | Centurion Acquisition Corp.                              | CUSIP: G20315118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16743 | NC      | $5022.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Star Acquisition Corp                     | Alpha Star Acquisition Corp.                             | CUSIP: G0230C132<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1132 | NC      | $135.84        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AUDAX Co.-INVEST TL    /                        | AUDAX Co.-INVEST TL    /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17212982 | PA      | $17144129.83   | 0.56%             | 2026-10-28      | Variable      | 10.05%                | No            | 3                  | On Loan: No      |
| StoneBridge Acquisition II Cor                  | StoneBridge Acquisition II Corp.                         | CUSIP: G85096124<br>LEI: N/A                  | Long             |  | CORP              | US        |     99000 | NS      | $987030.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| A Paradise Acquisition Corp                     | A Paradise Acquisition Corp. - Class A                   | CUSIP: G04819101<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     50000 | NS      | $495000.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| A Paradise Acquisition Corp                     | A Paradise Acquisition Corp.                             | CUSIP: G04819119<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |     50000 | NC      | $8005.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aquaron Acquisition Corp                        | Aquaron Acquisition Corp.                                | CUSIP: 03842W113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19609 | NC      | $5392.48       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TCW ACCURAY PENNY PENNY WARRANTS   /            | TCW ACCURAY PENNY PENNY WARRANTS   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    963161 | NC      | $1574768.24    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TCW ACCURAY PREMIUM PREMIUM WARRANTS   /        | TCW ACCURAY PREMIUM PREMIUM WARRANTS   /                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   2648693 | NC      | $2275436.53    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ARBOUR LANE CREDIT OPP FUND IV LP   /           | ARBOUR LANE CREDIT OPP FUND IV LP   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $5089005.32    | 0.17%             |  |  |  | Yes           | N/A                | On Loan: No      |
| ARLINGTON CAPITAL PARTNERS FUND LP   /          | ARLINGTON CAPITAL PARTNERS FUND LP   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $3020933.00    | 0.10%             |  |  |  | Yes           | N/A                | On Loan: No      |
| ARES CAPITAL 2023-1 SUBORDINATED NOTE   /       | ARES CAPITAL 2023-1 SUBORDINATED NOTE   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6899543 | PA      | $7168802.38    | 0.23%             | 2033-07-11      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ARTS SPV SRL VAR RT11/30/2041   /               | ARTS SPV SRL VAR RT11/30/2041   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  30000000 | PA      | $35220591.69   | 1.14%             | 2041-11-30      | Variable      | 10.56%                | No            | 3                  | On Loan: No      |
| Archimedes Tech SPAC Partners                   | Archimedes Tech SPAC Partners II Co.                     | CUSIP: G04537109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20250 | NS      | $206752.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                    | Archimedes Tech SPAC Partners II Co.                     | CUSIP: G04537125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10125 | NC      | $3544.76       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphatime Acquisition Corp                      | Alphatime Acquisition Corp.                              | CUSIP: G0223V139<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19429 | NC      | $5766.53       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALPHATIME ACQUISITION CORP                      | Alphatime Acquisition Corp.                              | CUSIP: G0223V121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19429 | NC      | $1385.29       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AlphaVest Acquisition Corp                      | AlphaVest Acquisition Corp.                              | CUSIP: G0283A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24475 | NC      | $14929.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Audax Private Credit FUND LP   /                | Audax Private Credit FUND LP   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $30915564.00   | 1.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Bleichroeder Acquisition Corp                   | Bleichroeder Acquisition Corp. I                         | CUSIP: G1169T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $207800.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bleichroeder Acquisition Corp                   | Bleichroeder Acquisition Corp. I                         | CUSIP: G1169T138<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20000 | NC      | $13600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BAILARD REAL ESTATE LP   /                      | BAILARD REAL ESTATE LP   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2392449 | NS      | $74237703.80   | 2.41%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Bayview Acquisition Corp                        | Bayview Acquisition Corp.                                | CUSIP: 07323B118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26811 | NC      | $4289.76       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| D Boral ARC Acquisition I Corp                  | D Boral ARC Acquisition I Corp. - Class A                | CUSIP: G2616F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $496000.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| D. BORAL ARC ACQUISIT - CL A                    | D Boral ARC Acquisition I Corp.                          | CUSIP: G2616F119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25000 | NC      | $5497.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2021-2 DAC                    | CUSIP: BCC3189J5<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $1874612.59    | 0.06%             | 2035-04-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Castelo                                         | Castelo 2021-1                                           | CUSIP: BCC31LNM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | PT        |    783009 | PA      | $921078.44     | 0.03%             | 2037-08-15      | Floating      | 10.99%                | No            | 3                  | On Loan: No      |
| NGTLS 2021-1LF NOTE VAR RT  4/01/2028   /       | NGTLS 2021-1LF NOTE VAR RT  4/01/2028   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   3000000 | PA      | $4034427.11    | 0.13%             | 2028-04-01      | Variable      | 14.97%                | No            | 3                  | On Loan: No      |
| Deutsche Bank AG                                | Deutsche Bank A.G./CRAFT                                 | CUSIP: BCC32J802<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |  13164922 | PA      | $15666256.71   | 0.51%             | 2029-02-21      | Floating      | 12.98%                | No            | 3                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2022-1 DAC           | CUSIP: BCC351L78<br>LEI: 549300OGFKGCPL337N48 | Long             | ABS-CBDO         | CORP              | IE        |   2975000 | PA      | $1996477.17    | 0.06%             | 2031-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2022-2 DAC           | CUSIP: BCC35PCK6<br>LEI: 549300X0Z2PVQ7I6XX91 | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $0.00          | 0.00%             | 2031-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2022-3 DAC           | CUSIP: BCC37CLK3<br>LEI: 549300EL5O20QDEIMO98 | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $0.00          | 0.00%             | 2032-04-12      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding                      | CUSIP: 999999999<br>LEI: 549300OGFKGCPL337N48 | Long             | ABS-CBDO         | CORP              | IE        |   7100000 | PA      | $0.00          | 0.00%             | 2032-11-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| St. Lawrence Corp.                              | St. Lawrence Corp.                                       | CUSIP: 999999999<br>LEI: 254900Q1AXE1IXAJJM39 | Long             | ABS-CBDO         | CORP              | CA        |  19000000 | PA      | $19203110.00   | 0.62%             | 2033-05-25      | Floating      | 14.09%                | No            | 3                  | On Loan: No      |
| CSTEL 2023-1 CLN MTG VAR 08/15/2037   /         | CSTEL 2023-1 CLN MTG VAR 08/15/2037   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   2484975 | PA      | $2889607.56    | 0.09%             | 2037-08-15      | Variable      | 7.99%                 | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2023-1 DAC                    | CUSIP: 999999999<br>LEI: 54930088SCW7OACNS247 | Long             | ABS-CBDO         | CORP              | IE        |  10000000 | PA      | $8330206.62    | 0.27%             | 2038-01-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2023-2 DAC           | CUSIP: 999999999<br>LEI: 549300XJWVHAIRILDH71 | Long             | ABS-CBDO         | CORP              | IE        |   8325000 | PA      | $8068633.39    | 0.26%             | 2033-01-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER CLN VAR 05/02/2045   /          | BANCO SANTANDER CLN VAR 05/02/2045   /                   | CUSIP: BCC3BQDT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   2383882 | PA      | $2827186.13    | 0.09%             | 2045-05-02      | Variable      | 11.08%                | No            | 3                  | On Loan: No      |
| GRANVILLE 23-1X VAR RT  07/31/2031   /          | GRANVILLE 23-1X VAR RT  07/31/2031   /                   | CUSIP: BCC3BR9K9<br>LEI: 254900IYVE92LZDFP560 | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7725000.00    | 0.25%             | 2031-07-31      | Variable      | 14.08%                | No            | 3                  | On Loan: No      |
| Pymes Magdalena                                 | Fondo de Titulizacion PYMES Magdalena 7                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |   6785896 | PA      | $8145783.82    | 0.26%             | 2042-12-23      | Floating      | 12.02%                | No            | 3                  | On Loan: No      |
| COLSS 2023-2 F2 VAR RT 04/22/2033   /           | COLSS 2023-2 F2 VAR RT 04/22/2033   /                    | CUSIP: BCC3C8T85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   5386586 | PA      | $7439515.55    | 0.24%             | 2033-04-22      | Variable      | 15.22%                | No            | 3                  | On Loan: No      |
| BNP PARIBAS S1 MEZZ VAR 10/12/2032   /          | BNP PARIBAS S1 MEZZ VAR 10/12/2032   /                   | CUSIP: BCC3C9V07<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   4486613 | PA      | $5333053.78    | 0.17%             | 2032-10-12      | Variable      | 11.50%                | No            | 3                  | On Loan: No      |
| MANITOULIN 23-1X VAR 11/01/2028   /             | MANITOULIN 23-1X VAR 11/01/2028   /                      | CUSIP: BCC3CBL29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9443000.00    | 0.31%             | 2028-11-01      | Variable      | 14.59%                | No            | 3                  | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2023-2 DAC                    | CUSIP: 999999999<br>LEI: 549300EVQ1VRDUGS6I93 | Long             | ABS-CBDO         | CORP              | IE        |  11000000 | PA      | $8170011.74    | 0.27%             | 2036-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Fu                  | Palmer Square European Loan Funding 2025-1 DAC           | CUSIP: BCC3KWHS2<br>LEI: 254900YQGLL0XDHT7334 | Long             | ABS-CBDO         | CORP              | IE        |   6200000 | PA      | $7278703.92    | 0.24%             | 2034-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| GREGORY SPV SRL VAR RT12/30/2045   /            | GREGORY SPV SRL VAR RT12/30/2045   /                     | CUSIP: BCC3LJFB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |  30497354 | PA      | $35824902.57   | 1.16%             | 2045-12-30      | Variable      | 9.76%                 | No            | 3                  | On Loan: No      |
| Deutsche Bank AG                                | Deutsche Bank A.G./GATE 2025-1                           | CUSIP: BCC3LQKC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |   9500000 | PA      | $11191441.65   | 0.36%             | 2035-10-25      | Floating      | 11.44%                | No            | 3                  | On Loan: No      |
| CHURCHILL CAPITAL CORP X-A                      | Churchill Capital Corp. X                                | CUSIP: G2130T116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5625 | NC      | $19968.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cliffwater Corporate Lending F                  | Cliffwater Corporate Lending Fund - Class I              | CUSIP: 186854204<br>LEI: 549300H513RTF4I5T758 | Long             |  | RF                | US        |    886904 | NS      | $9551959.90    | 0.31%             |  |  |  | Yes           | 1                  | On Loan: No      |
| KQ PARTNERS FUND LP   /                         | KQ PARTNERS FUND LP   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $5508491.00    | 0.18%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Galata Acquisition Corp II                      | Galata Acquisition Corp. II                              | CUSIP: G3R25N124<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $998000.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Legato Merger Corp III                          | Legato Merger Corp. III                                  | CUSIP: G5451A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117246 | NS      | $1259222.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                        | Bain Capital Specialty Finance, Inc.                     | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502895.50     | 0.02%             | 2030-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2023-1 Ltd.                      | CUSIP: 05685NAN0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1005750.00    | 0.03%             | 2038-07-16      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2023-1 Ltd.                      | CUSIP: 05685NAW0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1011625.90    | 0.03%             | 2038-07-16      | Floating      | 7.53%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2023-1 Ltd.                      | CUSIP: 05685NAY6<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001555.90    | 0.03%             | 2038-07-16      | Floating      | 8.28%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners Clo XXXVII Ltd.                  | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004930.70    | 0.03%             | 2038-01-25      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners CLO XXXVI Ltd.                   | CUSIP: 081922AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008306.00    | 0.03%             | 2038-01-25      | Floating      | 7.27%                 | Yes           | 2                  | On Loan: No      |
| BLACKROCK TCP CAP CORP                          | BlackRock TCP Capital Corp.                              | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4642753.50    | 0.15%             | 2029-05-30      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                        | Blue Owl Technology Finance Corp.                        | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4559274.00    | 0.15%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           | 2                  | On Loan: No      |
| 137 HOLDINGS MS LLC SERIES 2024-1   /           | 137 HOLDINGS MS LLC SERIES 2024-1   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $1204307.00    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2024-1 Ltd.                   | CUSIP: 69703QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $6076120.80    | 0.20%             | 2032-10-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2025-1 Ltd.                            | CUSIP: 69703UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11473842.10   | 0.37%             | 2038-04-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2025-1 Ltd.                   | CUSIP: 69703VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18800000 | PA      | $16637011.12   | 0.54%             | 2033-02-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2024-4 Ltd.                            | CUSIP: 69703XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $12693304.40   | 0.41%             | 2038-01-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2025-2 Ltd.                            | CUSIP: 69704DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8450000 | PA      | $8574733.83    | 0.28%             | 2038-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2025-2 Ltd.                   | CUSIP: 69704EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17500000 | PA      | $17563014.00   | 0.57%             | 2033-07-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Riserva CLO, Ltd.                               | Riserva Clo Ltd.                                         | CUSIP: 76761RBE8<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1497375.00    | 0.05%             | 2034-01-18      | Floating      | 7.84%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    110000 | OU      | $129931.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |     30000 | OU      | $35563.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -250000 | OU      | $-297662.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -140000 | OU      | $-164598.73    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sculptor CLO Ltd                                | Sculptor CLO XXIX Ltd.                                   | CUSIP: 81124EAW0<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007075.00    | 0.03%             | 2038-07-22      | Floating      | 7.89%                 | Yes           | 2                  | On Loan: No      |
| Sculptor CLO Ltd                                | Sculptor CLO XXIX Ltd.                                   | CUSIP: 81124EAY6<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004651.00    | 0.03%             | 2038-07-22      | Floating      | 8.84%                 | Yes           | 2                  | On Loan: No      |
| Sculptor CLO Ltd                                | Sculptor CLO XXX Ltd.                                    | CUSIP: 81124PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $505098.75     | 0.02%             | 2038-07-20      | Floating      | 11.09%                | Yes           | 2                  | On Loan: No      |
| 720 East CLO Ltd.                               | 720 East CLO 2023-I Ltd.                                 | CUSIP: 81785EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $509817.20     | 0.02%             | 2038-04-15      | Floating      | 8.32%                 | Yes           | 2                  | On Loan: No      |
| 720 East CLO Ltd.                               | 720 East CLO 2023-II Ltd.                                | CUSIP: 817941AU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250000.00    | 0.04%             | 2038-10-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CORE SPACES FUND IV LP   /                      | CORE SPACES FUND IV LP   /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $8098335.00    | 0.26%             |  |  |  | Yes           | N/A                | On Loan: No      |
| CACTUS ACQUISITION CORP 1 LT                    | Cactus Acquisition Corp. 1 Ltd.                          | CUSIP: G1745A124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1466 | NC      | $43.98         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lionheart Holdings                              | Lionheart Holdings - Class A                             | CUSIP: G5501C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28344 | NS      | $297895.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LIONHEART HOLDINGS - CL A                       | Lionheart Holdings                                       | CUSIP: G5501C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14172 | NC      | $3911.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CCLF SPV LLC CLO EQUITY 4/29/34   /             | CCLF SPV LLC CLO EQUITY 4/29/34   /                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4493700 | PA      | $4772602.03    | 0.15%             | 2034-04-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Digital Asset Acquisition Corp                  | Digital Asset Acquisition Corp. - Class A                | CUSIP: G2868C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11256 | NS      | $115036.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DIGITAL ASSET ACQUISITI-CL A                    | Digital Asset Acquisition Corp.                          | CUSIP: G2868C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5628 | NC      | $3152.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Drugs Made In America Acquisit                  | Drugs Made In America Acquisition II Corp.               | CUSIP: G2851K120<br>LEI: N/A                  | Long             |  | CORP              | US        |    100000 | NS      | $994500.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DMY SQUARED TECHNOLOGY GR-A                     | dMY Squared Technology Group, Inc.                       | CUSIP: 233276112<br>LEI: 549300B5MTR1IYKX0H51 | N/A              | DE               | CORP              | US        |      9836 | NC      | $17409.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roman DBDR Acquisition Corp II                  | Roman DBDR Acquisition Corp. II                          | CUSIP: G7633M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $412400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                     | Roman DBDR Acquisition Corp. II                          | CUSIP: G7633M112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20000 | NC      | $10296.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DSC MERIDIAN LP    /                            | DSC MERIDIAN LP    /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $39064688.52   | 1.27%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BIG TREE CLOUD HOLDINGS LTD                     | Big Tree Cloud Holdings Ltd.                             | CUSIP: G1263B116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     18409 | NC      | $600.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Cloud Star Acquisition Corp                  | DT Cloud Star Acquisition Corp.                          | CUSIP: G2853N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $366800.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Cloud Star Acquisition Corp                  | DT Cloud Star Acquisition Corp.                          | CUSIP: G2853N114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35000 | NC      | $7000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GCL GLOBAL HOLDINGS LTD                         | GCL Global Holdings Ltd.                                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19239 | NC      | $1192.82       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldenstone Acquisition Ltd                     | Goldenstone Acquisition Ltd.                             | CUSIP: 38136Y128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23908 | NC      | $4088.27       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDENSTONE ACQUISITION LTD                     | Goldenstone Acquisition Ltd.                             | CUSIP: 38136Y110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23908 | NC      | $860.69        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WHWK STEW HEA BRIDGE BRIDGE 10/31/2024   /      | WHWK STEW HEA BRIDGE BRIDGE 10/31/2024   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3372380 | PA      | $0.00          | 0.00%             | 2026-05-28      | None          | 10.00%                | No            | 3                  | On Loan: No      |
| WHITEHAWK WEST SIDE TERM LOAN 09/03/2027   /    | WHITEHAWK WEST SIDE TERM LOAN 09/03/2027   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5489187 | PA      | $5708754.44    | 0.19%             | 2027-09-03      | Variable      | 13.35%                | No            | 3                  | On Loan: No      |
| WORKRISE COMMON   /                             | WORKRISE COMMON   /                                      | CUSIP: WORK1Z192<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24155 | NS      | $3091356.90    | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| WORKRISE PREFERRED SERIES A   /                 | WORKRISE PREFERRED SERIES A   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4873 | NS      | $626277.96     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| WORKRISE PREFERRED SERIES B   /                 | WORKRISE PREFERRED SERIES B   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10200 | NS      | $1314984.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| WORKRISE PREFERRED SERIES C   /                 | WORKRISE PREFERRED SERIES C   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20468 | NS      | $2722244.00    | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| WORKRISE PREFERRED SERIES D   /                 | WORKRISE PREFERRED SERIES D   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6198 | NS      | $863629.32     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Welsbach Technology Metals Acq                  | Welsbach Technology Metals Acquisition Corp.             | CUSIP: 950415117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3680 | NC      | $2097.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stepstone Private Markets                       | Stepstone Private Markets - Class I                      | CUSIP: 21255V406<br>LEI: 5493006A54UB4YP8H777 | Long             |  | RF                | US        |    538578 | NS      | $32320071.96   | 1.05%             |  |  |  | Yes           | 1                  | On Loan: No      |
| YHN Acquisition I Ltd                           | YHN Acquisition I Ltd.                                   | CUSIP: G1514D101<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     35000 | NS      | $365750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| YHN Acquisition I Ltd                           | YHN Acquisition I Ltd.                                   | CUSIP: G1514D127<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |     35000 | NC      | $4900.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Youlife Group Inc                               | Youlife Group, Inc. - ADR                                | CUSIP: 98743K101<br>LEI: N/A                  | Long             |  | CORP              | CN        |         0 | NS      | $0.68          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos CLO XXVIII                                        | CUSIP: 03767CAU4<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007963.30    | 0.03%             | 2038-10-20      | Floating      | 7.12%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                    | Ares LXIII CLO Ltd.                                      | CUSIP: 039937BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499734.75     | 0.02%             | 2038-10-15      | Floating      | 8.63%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO Ltd                                    | Ares XXXIX CLO Ltd.                                      | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1755678.75    | 0.06%             | 2037-07-18      | Floating      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| BFNS LLC                                        | BFNS 2022-1                                              | CUSIP: 05553FAA4<br>LEI: 54930067AXJA9VNQXN56 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3480124.00    | 0.11%             | 2035-07-10      | Floating      | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2025-3 Ltd.                            | CUSIP: 69704HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11800000 | PA      | $11930390.00   | 0.39%             | 2038-07-20      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -130000 | OU      | $-153555.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /     | EURO FORWARDVIREMAIN CONTRACT 2/20/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -400000 | OU      | $-473217.31    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -130000 | OU      | $-154109.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 5/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 5/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -350000 | OU      | $-415507.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   2608000 | OU      | $3105210.06    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -410000 | OU      | $-482039.14    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -360000 | OU      | $-429375.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /    | EURO FORWARDVIREMAIN CONTRACT 11/21/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -370000 | OU      | $-435726.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /    | EURO FORWARDVIREMAIN CONTRACT 11/20/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -330000 | OU      | $-394065.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PENNANTPARK INVESTMENT C                        | PennantPark Investment Corp.                             | CUSIP: 708062AD6<br>LEI: 529900OK432R4C6NQQ73 | Long             | DBT              | CORP              | US        |   4189000 | PA      | $4068084.52    | 0.13%             | 2026-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Post CLO LTD                                    | Post CLO 2021-1 Ltd.                                     | CUSIP: 73742FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $649246.72     | 0.02%             | 2034-10-15      | Floating      | 7.32%                 | Yes           | 2                  | On Loan: No      |
| Post CLO LTD                                    | Post CLO 2023-1 Ltd.                                     | CUSIP: 73743CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003616.50    | 0.03%             | 2036-04-20      | Floating      | 9.58%                 | Yes           | 2                  | On Loan: No      |
| Post CLO LTD                                    | Post CLO 2024-1 Ltd.                                     | CUSIP: 73743FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1013735.00    | 0.03%             | 2037-04-20      | Floating      | 11.13%                | Yes           | 2                  | On Loan: No      |
| Rad CLO Ltd                                     | Rad CLO 15 Ltd.                                          | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005201.40    | 0.03%             | 2040-07-20      | Floating      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Regatta VII Funding Ltd                         | Regatta VII Funding Ltd.                                 | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00    | 0.05%             | 2034-06-20      | Floating      | 5.41%                 | Yes           | 2                  | On Loan: No      |
| Regatta VII Funding Ltd                         | Regatta VII Funding Ltd.                                 | CUSIP: 75888ABQ8<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00    | 0.06%             | 2034-06-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Regatta VIII Funding Ltd                        | Regatta VIII Funding Ltd.                                | CUSIP: 75888KAU8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008158.20    | 0.03%             | 2037-04-17      | Floating      | 8.02%                 | Yes           | 2                  | On Loan: No      |
| Regatta XVI Funding Ltd.                        | Regatta XVI Funding Ltd.                                 | CUSIP: 75888QAL5<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007747.00    | 0.03%             | 2033-01-15      | Floating      | 11.42%                | Yes           | 2                  | On Loan: No      |
| Regatta XXI Funding Ltd                         | Regatta XXI Funding Ltd.                                 | CUSIP: 75889JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008284.60    | 0.03%             | 2037-10-15      | Floating      | 7.42%                 | Yes           | 2                  | On Loan: No      |
| Regatta XXVI Funding Ltd.                       | Regatta XXVI Funding Ltd.                                | CUSIP: 75900QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1016143.90    | 0.03%             | 2037-01-25      | Floating      | 9.57%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                             | FS KKR Capital Corp.                                     | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1854728.00    | 0.06%             | 2028-10-12      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                             | FS KKR Capital Corp.                                     | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $2030883.62    | 0.07%             | 2029-01-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 24 Ltd.                                     | CUSIP: 33882CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1016651.20    | 0.03%             | 2037-01-15      | Floating      | 9.17%                 | Yes           | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 24 Ltd.                                     | CUSIP: 33882HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1023080.30    | 0.03%             | 2037-01-15      | Floating      | 12.15%                | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 11/06/2026   /    | EURO FORWARDVIREMAIN CONTRACT 11/06/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   2808000 | OU      | $3351200.57    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Harbor Park CLO Ltd                             | Harbor Park CLO Ltd.                                     | CUSIP: 41154XAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509208.20    | 0.05%             | 2031-01-20      | Floating      | 7.49%                 | Yes           | 2                  | On Loan: No      |
| Invesco CLO Ltd                                 | INVESCO U.S. CLO 2025-1 Ltd.                             | CUSIP: 46151PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $504445.30     | 0.02%             | 2038-07-15      | Floating      | 10.28%                | Yes           | 2                  | On Loan: No      |
| Jamestown CLO Ltd                               | Jamestown CLO XI Ltd.                                    | CUSIP: 47049AAA9<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988458.40     | 0.03%             | 2031-07-14      | Floating      | 10.60%                | Yes           | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 18 Ltd.                                          | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000685.80    | 0.03%             | 2035-10-18      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -110000 | OU      | $-129931.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 1/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -290000 | OU      | $-347202.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 2/2/2026   /      | EURO FORWARDVIREMAIN CONTRACT 2/2/2026   /               | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4275000 | OU      | $-5052602.55   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    -30000 | OU      | $-35563.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 4/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -300000 | OU      | $-360517.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /    | EURO FORWARDVIREMAIN CONTRACT 05/22/2026   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -420000 | OU      | $-498608.74    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -480000 | OU      | $-571511.05    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /     | EURO FORWARDVIREMAIN CONTRACT 7/22/2027   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4208000 | OU      | $-5076036.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /     | EURO FORWARDVIREMAIN CONTRACT 8/21/2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -350000 | OU      | $-417329.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /    | EURO FORWARDVIREMAIN CONTRACT 10/22/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -110000 | OU      | $-129327.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sizzle Acquisition Corp II                      | Sizzle Acquisition Corp. II                              | CUSIP: G8193F133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45000 | NC      | $7650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Acquisition Corp                          | Titan Acquisition Corp. - Class A                        | CUSIP: G8901A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42500 | NS      | $430100.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TITAN ACQUISITION CORP-CL A                     | Titan Acquisition Corp.                                  | CUSIP: G8901A111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21250 | NC      | $6400.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tavia Acquisition Corp                          | Tavia Acquisition Corp.                                  | CUSIP: G86880104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     26253 | NS      | $271718.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tavia Acquisition Corp                          | Tavia Acquisition Corp.                                  | CUSIP: G86880146<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |     26253 | NC      | $5119.34       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trailblazer Merger Corp I                       | Trailblazer Merger Corp. I                               | CUSIP: 89278D125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27573 | NC      | $6893.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TRAILBLAZER MERGER C TENDERED SHARES   /        | TRAILBLAZER MERGER C TENDERED SHARES   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27573 | NS      | $328394.43     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| TCW Accuray DDTL    /                           | TCW Accuray DDTL    /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3083333 | PA      | $3082697.59    | 0.10%             | 2030-06-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TCW ACCURAY, Inc. TL   /                        | TCW ACCURAY, Inc. TL   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18823750 | PA      | $14630440.25   | 0.48%             | 2030-06-05      | Variable      | 14.86%                | No            | 3                  | On Loan: No      |
| TCW Co.-Invest TL CONNECT AMERICA   /           | TCW Co.-Invest TL CONNECT AMERICA   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17434375 | PA      | $17085687.50   | 0.55%             | 2028-12-31      | Variable      | 9.80%                 | No            | 3                  | On Loan: No      |
| TCW FROST BUYER DDTL LLC   /                    | TCW FROST BUYER DDTL LLC   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    441432 | PA      | $431806.21     | 0.01%             | 2031-05-06      | Variable      | 9.56%                 | No            | 3                  | On Loan: No      |
| TCW FROST BUYER T/L LLC   /                     | TCW FROST BUYER T/L LLC   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15076923 | PA      | $14748166.85   | 0.48%             | 2031-05-06      | Variable      | 9.56%                 | No            | 3                  | On Loan: No      |
| TCW DIRECT LENING VIII LLC   /                  | TCW DIRECT LENING VIII LLC   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $49806449.51   | 1.62%             |  |  |  | Yes           | N/A                | On Loan: No      |
| TCW FENIX DDTL B-1 TOPCO LLC   /                | TCW FENIX DDTL B-1 TOPCO LLC   /                         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    518616 | PA      | $496315.99     | 0.02%             | 2027-04-02      | Variable      | 11.05%                | No            | 3                  | On Loan: No      |
| TCW FENIX TOPCO B TL B 3/28/2029   /            | TCW FENIX TOPCO B TL B 3/28/2029   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8647930 | PA      | $8276068.72    | 0.27%             | 2029-03-28      | Variable      | 13.80%                | No            | 3                  | On Loan: No      |
| TCW IPSEN TL LLC   /                            | TCW IPSEN TL LLC   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20669858 | PA      | $19956748.10   | 0.65%             | 2029-07-31      | Variable      | 15.07%                | No            | 3                  | On Loan: No      |
| TCW KNIGHT LIGHTING EQUITY   /                  | TCW KNIGHT LIGHTING EQUITY   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $956000.00     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| TCW KICHLER LIGHTING    /                       | TCW KICHLER LIGHTING    /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24536862 | PA      | $23911172.25   | 0.78%             | 2029-09-18      | Variable      | 14.33%                | No            | 3                  | On Loan: No      |
| TCW RESCUE FINANCING FUND II LP   /             | TCW RESCUE FINANCING FUND II LP   /                      | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $6453747.72    | 0.21%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Translational Development Acqu                  | Translational Development Acquisition Corp.              | CUSIP: G9008W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $413600.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TPG TECH ADJACENCIES II VITAL CI LP   /         | TPG TECH ADJACENCIES II VITAL CI LP   /                  | CUSIP: TPGVITAL1<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $2235432.00    | 0.07%             |  |  |  | Yes           | N/A                | On Loan: No      |
| CORNER GROWTH ACQUISITION -A                    | Corner Growth Acquisition Corp. 2                        | CUSIP: G2426E120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       935 | NC      | $32.82         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Ventures Acquisition III                  | Texas Ventures Acquisition III Corp. - Class A           | CUSIP: G8772L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $240975.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TEXAS VENTURES ACQUISITION-A                    | Texas Ventures Acquisition III Corp.                     | CUSIP: G8772L113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11250 | NC      | $12375.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Thayer Ventures Acquisition Co                  | Thayer Ventures Acquisition Corp. II                     | CUSIP: G87890102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $180540.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thayer Ventures Acquisition Co                  | Thayer Ventures Acquisition Corp. II                     | CUSIP: G87890110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18000 | NC      | $3240.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| U.S. INDUSTRIAL CLUB VII LP   /                 | U.S. INDUSTRIAL CLUB VII LP   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $4161053.00    | 0.14%             |  |  |  | Yes           | N/A                | On Loan: No      |
| UY Scuti Acquisition Corp                       | UY Scuti Acquisition Corp.                               | CUSIP: G93Y0A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28125 | NS      | $287437.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UY Scuti Acquisition Corp                       | UY Scuti Acquisition Corp.                               | CUSIP: G93Y0A112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28125 | NC      | $5625.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Acquisition Corp                        | Voyager Acquisition Corp.                                | CUSIP: G93A7H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65000 | NS      | $679900.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VOYAGER ACQUISITION CORP                        | Voyager Acquisition Corp.                                | CUSIP: G93A7H112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     32500 | NC      | $5525.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vine Hill Capital Investment C                  | Vine Hill Capital Investment Corp. - Class A             | CUSIP: G93Y09107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $374850.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VINE HILL CAPITAL-CLASS A                       | Vine Hill Capital Investment Corp.                       | CUSIP: G93Y09115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17500 | NC      | $28000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WALLEYE OPPORTUNITIE LP   /                     | WALLEYE OPPORTUNITIE LP   /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |         1 | NS      | $55039659.00   | 1.79%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WELLBOURNE FIRST OUT TERM LOAN   /              | WELLBOURNE FIRST OUT TERM LOAN   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1242545 | PA      | $1242545.38    | 0.04%             | 2027-10-01      | Variable      | 12.74%                | No            | 3                  | On Loan: No      |
| WELLBOURNE LAST OUT TERM LOAN   /               | WELLBOURNE LAST OUT TERM LOAN   /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2051838 | PA      | $2051838.28    | 0.07%             | 2027-10-01      | Variable      | 15.62%                | No            | 3                  | On Loan: No      |
| WHWK DIP A1 INT DIP  12/31/2026   /             | WHWK DIP A1 INT DIP  12/31/2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5306456 | PA      | $5306456.30    | 0.17%             | 2026-12-31      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| WHWK A2 BRIDGE BRIDGE 10/31/2026   /            | WHWK A2 BRIDGE BRIDGE 10/31/2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2647599 | PA      | $2647598.99    | 0.09%             | 2026-10-31      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |

### Signature

**Date Signed:** 2025-10-16

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

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

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

**Title:** President