# EDGAR Filing Document

**Accession Number:** 0001318025
**File Stem:** 0001099263-26-003074
**Filing Date:** 2026-3
**Character Count:** 185218
**Document Hash:** c1d44ba96d8cf09c05e231666dba1758
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003074.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003074

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Global StocksPLUS & Income Fund
- **CENTRAL INDEX KEY:** 0001318025

**ORGANIZATION NAME:**
- **EIN:** 202726382
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21734
- **FILM NUMBER:** 26705893

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212 739-4000

**MAIL ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Global StocksPLUS Income Fund
- **DATE OF NAME CHANGE:** 20050321

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO International StocksPLUS Income Fund
- **DATE OF NAME CHANGE:** 20050216

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Global StocksPLUS & Income Fund

- **b. Investment Company Act file number:** 811-21734

- **c. CIK number of Registrant:** 0001318025

- **d. LEI of Registrant:** CW3W37V8QY7DVX87PQ66

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** (844) 337-4626

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

- **a. Name of Series:** N/A

- **c. LEI of Series:** N/A

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $222548051.06

**Total Liabilities:** $119329568.19

**Net Assets:** $103218482.87

**Cash Not Reported:** $536395.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 326.419700 | **1-Year:** 5793.676200 | **5-Year:** 12915.330400 | **10-Year:** 2803.695600 | **30-Year:** -697.030400

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

- **3-Month:** 5953.145800 | **1-Year:** 5119.503000 | **5-Year:** 8213.891800 | **10-Year:** 2014.833300 | **30-Year:** 416.495000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.74%                | 1.96%                | 5.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $234822.79               | $-96834.19                                 |
| Month 2  | $-2867096.70             | $3131137.85                                |
| Month 3  | $-322599.54              | $24482.87                                  |

**Designated Index Information**

- **Index Name:** MSCI World Net Total Return USD Index

- **Index Identifier:** NDDUWI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                             | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -492114 | PA      | $-493836.01   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6                           | MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1                   | CUSIP: 61755CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52298 | PA      | $48003.31     | 0.05%             | 2037-05-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                    | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 11.5           | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    102500 | PA      | $108495.23    | 0.11%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                               | U S RENAL CARE INC 2025 TERM LOAN                             | CUSIP: BA000SL02<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   1190000 | PA      | $1166200.00   | 1.13%             | 2030-09-25      | Floating      | 9.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | SOFTBANK GROUP CORP SNR JP SP GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-1491.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.75000 06/15/22-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2072787.90   | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                      | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN        | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2028651 | PA      | $2089510.30   | 2.02%             | 2028-09-15      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| N/A                                                             | ZCS BRL 11.7 03/24/22-01/04/27 CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-923.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLE HAVEN ABS CDO LTD 2006-1A                                 | BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A                  | CUSIP: 078452AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  34966044 | PA      | $77694.55     | 0.08%             | 2046-07-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $376.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUND CORP 2003-4A                          | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2003 4A A1 144A          | CUSIP: 16678RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       664 | PA      | $655.77       | 0.00%             | 2034-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/1.00 9/16/23-7Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $50312.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                               | U S RENAL CARE INC 2025 DELAYED DRAW TERM LOAN                | CUSIP: BA000SL28<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    148750 | PA      | $147262.50    | 0.14%             | 2030-09-25      | Floating      | 1.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | REVERSE REPO JPM CHASE                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1008379 | PA      | $-1010731.88  | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2004-B                             | BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 1A2                | CUSIP: 05946XHW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83871 | PA      | $70366.88     | 0.07%             | 2034-12-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $61.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $7781.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2007-FLX3                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A2              | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365083 | PA      | $457776.29    | 0.44%             | 2037-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS8                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A2               | CUSIP: 75115AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79627 | PA      | $67572.78     | 0.07%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-A                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A              | CUSIP: 78448P100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500 | PA      | $344910.59    | 0.33%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1650000 | PA      | $1564255.98   | 1.52%             | 2056-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | DRILLCO HLDG LUX S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     12090 | NS      | $272780.63    | 0.26%             |  |  |  | No            |                  3 | On Loan: No      |
| ROMANIA GOVT                                                    | ROMANIA ROMANIA                                               | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $961783.67    | 0.93%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                            | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75             | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     10076 | PA      | $15652.75     | 0.02%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260211                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-431.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                 | NEW WINDSTREAM PREFERRED STOCK                                | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |       402 | NS      | $399354.16    | 0.39%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.75000 06/15/22-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-22565.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | S+P EMINI 3RD WK  JAN26C 6870 EXP 01/16/2026                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -141 | NC      | $-569287.50   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| VANTIVE HEALTH LLC                                              | SPRUCE BIDCO II INC JPY TERM LOAN                             | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |   2617705 | PA      | $16880.44     | 0.02%             | 2032-01-30      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-B                             | BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1                | CUSIP: 058928AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69611 | PA      | $66902.84     | 0.06%             | 2036-03-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                         | GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B                | CUSIP: BA000DCX3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |    820751 | PA      | $823488.37    | 0.80%             | 2030-12-18      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-SD3                          | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 SD3 A2 144A           | CUSIP: 126673FK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25226 | PA      | $24545.62     | 0.02%             | 2034-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2006-HE5                         | WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1             | CUSIP: 93934XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72684 | PA      | $25456.86     | 0.02%             | 2036-10-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260209                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2251.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2391281.23   | 2.32%             | 2056-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                            | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2019650.50   | 1.96%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-2                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 2 1A                | CUSIP: 41161PJ38<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14791 | PA      | $3854.78      | 0.00%             | 2036-02-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER CAPITAL MTGE SEC BCM 2000 A                          | BOMBARDIER CAPITAL MORTGAGE SE BCM 2000 A A3                  | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1421439 | PA      | $88189.47     | 0.09%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                        | TITANIUM 2L BONDCO SARL SR SECURED 01/31 6.25                 | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |    967100 | PA      | $209569.37    | 0.20%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY SOFR+29 MYI                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $16914.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 09/17/25-7Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $92.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                        | SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN                  | CUSIP: BA000KP70<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     42878 | PA      | $43070.39     | 0.04%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                         | FREDDIE MAC   STACR STACR 2021 DNA6 B2 144A                   | CUSIP: 35564KLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1253430.72   | 1.21%             | 2041-10-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                      | INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR              | CUSIP: 45338XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1587822 | PA      | $1587822.00   | 1.54%             | 2030-01-31      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| IVANTI SOFTWARE INC                                             | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                   | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    740609 | PA      | $619105.05    | 0.60%             | 2029-06-01      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $25.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-44                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 44 1A1              | CUSIP: 12667G3L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388361 | PA      | $259933.90    | 0.25%             | 2035-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                  | REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75                  | CUSIP: ACI309MY1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $583334.02    | 0.57%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                   | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5               | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |   1202778 | PA      | $0.01         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 DAC            | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 3A SUB 144A         | CUSIP: ACI18FBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $69964.09     | 0.07%             | 2032-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1            | CUSIP: 02149DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48479 | PA      | $43550.00     | 0.04%             | 2037-02-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                  | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    180107 | PA      | $177801.85    | 0.17%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                        | VIRIDIEN SR SECURED 144A 10/30 10                             | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211039.32    | 0.20%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                 | UNITI GROUP INC COMMON STOCK USD.0001                         | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     19694 | NS      | $138054.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                        | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A         | CUSIP: 83611DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144534 | PA      | $38844.15     | 0.04%             | 2036-11-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                     | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    306000 | PA      | $328252.76    | 0.32%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -801632 | PA      | $-803978.17   | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                             | SVB FINL TR                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       440 | NS      | $57.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC     | UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6             | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1049392.03   | 1.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 7A                                          | SOUTH COAST FUNDING SCF 7A A1AV 144A                          | CUSIP: 83743YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    377192 | PA      | $70486.56     | 0.07%             | 2041-01-06      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 12/17/25-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4051.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | ESKOM GG LOAN SNR EM SP DUB                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $23426.84     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                    | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947          | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    392436 | PA      | $428421.09    | 0.42%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/3.00 9/19/23-25Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-417800.94   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                         | VALE SA SUBORDINATED 12/49 VAR                                | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  20000000 | PA      | $1514667.64   | 1.47%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II TBA 30 YR 5 JUMBOS                                    | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $99787.08     | 0.10%             | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II TBA 30 YR 3.5 JUMBOS                                  | CUSIP: 21H032621<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2730232.50   | 2.65%             | 2056-02-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA1                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21              | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288882 | PA      | $192799.04    | 0.19%             | 2036-01-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                  | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                     | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $451384.91    | 0.44%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-AC2           | BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 22A2            | CUSIP: 07387UGW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1609940 | PA      | $427451.87    | 0.41%             | 2036-03-25      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| N/A                                                             | PETROLEOS MEXICANOS (PEMEX) LA SP MYC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-3660.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-31                                       | FANNIE MAE FNR 2014 31 US                                     | CUSIP: 3136AKDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    223820 | PA      | $151846.31    | 0.15%             | 2044-06-25      | Floating      | 0.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.50000 06/17/20-30Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-556937.60   | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                           | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                    | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5338 | PA      | $280.70       | 0.00%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                           | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375        | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $230045.37    | 0.22%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 12/17/25-7Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $95.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                  | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $109550.00    | 0.11%             | 2026-06-08      | Floating      | 26.38%                | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                            | DISH DBS CORP SR SECURED 144A 12/28 5.75                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98237.74     | 0.10%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                              | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE A TERM LOAN       | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    163184 | PA      | $136871.00    | 0.13%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II TBA 30 YR 4.5 JUMBOS                                  | CUSIP: 21H042620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2044300.78   | 1.98%             | 2056-02-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-10                         | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 10 2A1               | CUSIP: 576433SV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46729 | PA      | $42846.31     | 0.04%             | 2034-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2004-QA6                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 NB4              | CUSIP: 76110HH85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46769 | PA      | $41633.27     | 0.04%             | 2034-12-26      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                    | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN        | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    174427 | PA      | $164397.37    | 0.16%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -820716 | PA      | $-829514.08   | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                              | SPRUCE BIDCO II INC TERM LOAN                                 | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    134882 | PA      | $136040.49    | 0.13%             | 2032-01-30      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-6CB                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A6             | CUSIP: 12668BSL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158484 | PA      | $298905.80    | 0.29%             | 2036-05-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481572.18    | 0.47%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $5572177.71   | 5.40%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | ECOPETROL SA SR UNSECURED 02/32 7.75                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1750000 | PA      | $1803217.50   | 1.75%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                  | DATABRICKS INC DELAYED DRAW TERM LOAN                         | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     36245 | PA      | $36878.82     | 0.04%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A1            | CUSIP: 02147RAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1978209 | PA      | $561461.61    | 0.54%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260206                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $137.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260220                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $35.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260226                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $3417.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                              | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE B TERM LOAN       | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     28797 | PA      | $18358.25     | 0.02%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                  | REPUBLIC OF COLOMBIA SR UNSECURED 02/36 5.625                 | CUSIP: ACI309M21<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $552138.34    | 0.53%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.75000 06/15/22-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-26013.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                   | STEINHOFF CVR                                                 | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |   4155239 | NS      | $4.89         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260312                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $3175.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                        | DISH NETWORK CORP SR UNSECURED 08/26 3.375                    | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582000.00    | 0.56%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                   | PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $420642.24    | 0.41%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB6                                | COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 4A1B                    | CUSIP: 126694BQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13621 | PA      | $13413.51     | 0.01%             | 2035-10-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-109                                             | FANNIE MAE FNR 2007 109 AI                                    | CUSIP: 31396XY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106739 | PA      | $9460.40      | 0.01%             | 2037-12-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3284                                                | FREDDIE MAC FHR 3284 NI                                       | CUSIP: 31397FM74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197115 | PA      | $20383.63     | 0.02%             | 2037-03-15      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-149.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-9                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 9 2A2A               | CUSIP: 863579QX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595882 | PA      | $469286.53    | 0.45%             | 2035-05-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-3A                           | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A          | CUSIP: 16678RBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19312 | PA      | $18992.58     | 0.02%             | 2035-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $5345.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | LBMLT 2003-3 M3 SP BOA                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $235.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                        | SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN                  | CUSIP: BA000KP88<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    335060 | PA      | $336559.67    | 0.33%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC REMICS 4990                                         | FREDDIE MAC FHR 4990 SN                                       | CUSIP: 3137FUYG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    811177 | PA      | $99606.89     | 0.10%             | 2050-05-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | DRILLCO HLDG LUX SA COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       576 | NS      | $12996.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALTICE FRANCE                                                   | ALTICE FRANCE SA SR SECURED 144A 10/31 6.5                    | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    154020 | PA      | $146379.95    | 0.14%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                   | AMSURG EQUITY EQTYAS910                                       | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71417 | NS      | $3207602.64   | 3.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                  | POLARIS NEWCO, LLC USD TERM LOAN B                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    638333 | PA      | $617032.15    | 0.60%             | 2028-06-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                     | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1              | CUSIP: 93364FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37624 | PA      | $34273.98     | 0.03%             | 2037-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-168               | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AS                | CUSIP: 38381BGP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    652018 | PA      | $66594.95     | 0.06%             | 2048-12-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                           | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                       | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1121680 | PA      | $1750240.76   | 1.70%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                  | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                         | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    409774 | PA      | $266626.56    | 0.26%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                     | SES S A COMMON STOCK                                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |     34354 | NS      | $533912.69    | 0.52%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                             | ABX.HE.AA.06-1 SP GST                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-50467.61    | -0.05%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                             | RFR GBP SONIO/0.75000 09/21/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $478028.17    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A5             | CUSIP: 12668BFE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10887 | PA      | $6051.48      | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -882554 | PA      | $-884587.25   | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                              | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                  | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    696001 | PA      | $681562.70    | 0.66%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                           | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878        | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108337.91    | 0.10%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR -0.15000 03/18/20-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $172503.92    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                          | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A            | CUSIP: 04965JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $588337.50    | 0.57%             | 2036-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                    | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/26 8              | CUSIP: ACI11QWM1<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |    149797 | PA      | $94182.30     | 0.09%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-AR1                              | HSI ASSET LOAN OBLIGATION HALO 2007 AR1 2A1                   | CUSIP: 40431LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82386 | PA      | $49666.31     | 0.05%             | 2037-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/2.00 8/12/23-7Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $275732.14    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                               | US RENAL CARE INC SR SECURED 144A 06/28 10.625                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    756350 | PA      | $648570.13    | 0.63%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                 | OI S.A. SR SECURED 144A 12/28 8.5                             | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   2532487 | PA      | $30073.28     | 0.03%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | ZCS BRL 11.715 03/24/22-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2738.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260108                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1644.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT BRL SOLD USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-202.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                         | ALTICE FRAN LUX 3/HOLD 1 SR UNSECURED 144A 01/33 10           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    346688 | PA      | $318390.84    | 0.31%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II TBA 30 YR 6 JUMBOS                                    | CUSIP: 21H060614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $713425.78    | 0.69%             | 2055-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                 | OCADO GROUP PLC COMPANY GUAR REGS 06/30 11                    | CUSIP: ACI2WWMJ0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $1023104.09   | 0.99%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO JPM CHASE                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -215174 | PA      | $-215676.07   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                    | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/26 8              | CUSIP: ACI0Z2W07<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |     24966 | PA      | $15697.05     | 0.02%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                              | NEWFOLD DIGITAL HLDGS GRP INC. 2025 SUPER PRTY NEW MONEY TL A | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     24475 | PA      | $23083.35     | 0.02%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | ZCS BRL 11.26 03/25/22-01/04/27 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-1249.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.15000 06/17/20-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $353814.60    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.00000 06/21/23-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1452.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                  | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                    | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     77316 | PA      | $69120.50     | 0.07%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY SOFR+26.5 ULO                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $10921.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1930454 | PA      | $-1939044.86  | -1.88%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                | WESTMORELAND MINING HOLDINGS L COMMON                         | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13114 | NS      | $7376.50      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DISH DBS CORPORATION                                            | DISH DBS CORP SR SECURED 144A 12/26 5.25                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1941004.78   | 1.88%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                  | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                  | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1597111 | PA      | $1244149.47   | 1.21%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                    | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN    | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    750530 | PA      | $753531.62    | 0.73%             | 2030-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-448.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-S3                                | JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A21                   | CUSIP: 466247B28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25027 | PA      | $10669.51     | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                              | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307428.10    | 0.30%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                           | CLOVER HOLDINGS 2 LLC TERM LOAN B                             | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    596000 | PA      | $597209.88    | 0.58%             | 2031-12-09      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                  | DATABRICKS INC LAST OUT TERM LOAN                             | CUSIP: 23803RAB7<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    163755 | PA      | $166621.18    | 0.16%             | 2031-01-03      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC            | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $225912.83    | 0.22%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                       | VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625            | CUSIP: ACI2NJDT7<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $474177.30    | 0.46%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                  | DATABRICKS INC USD DELAYED DRAW TERM LOAN                     | CUSIP: BA000TDP4<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     36245 | PA      | $36335.15     | 0.04%             | 2031-12-08      | Floating      | 4.50%                 | No            |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES 2018-2A                        | CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A SUB 144A          | CUSIP: 14317QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $16140.00     | 0.02%             | 2031-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A1                            | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A2A               | CUSIP: 59023MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583638 | PA      | $176633.23    | 0.17%             | 2037-01-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| ALTICE SA                                                       | ALTICE HOLDINGS 1 12/99 0                                     | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |      1449 | NS      | $24052.97     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL C 144A           | CUSIP: 95003WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $1006498.17   | 0.98%             | 2039-12-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                               | MNSN HOLDINGS INC COMMON STOCK                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $25400.00     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-758.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.25000 03/18/20-30Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-244066.13   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-705.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY2                                     | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1              | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147706 | PA      | $140028.65    | 0.14%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                      | ION PLATFORM FINANCE SAR SR SECURED 144A 09/30 6.5            | CUSIP: ACI30SHJ8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $228011.61    | 0.22%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2016-11A                                            | OCP CLO LTD OCP 2016 11A PREF 144A                            | CUSIP: 67092H209<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2501 | PA      | $1040811.78   | 1.01%             | 2036-04-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR8                           | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A              | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78657 | PA      | $67412.54     | 0.07%             | 2036-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                    | ROMANIA SR UNSECURED REGS 03/30 5.25                          | CUSIP: ACI2TMWB2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $491938.72    | 0.48%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -85531 | PA      | $-85729.80    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                      | ION PLATFORM FINANCE SAR SR SECURED 144A 05/29 7.875          | CUSIP: ACI30ZWV8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $119540.11    | 0.12%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-3                                   | COUNTRYWIDE HOME LOANS CWHL 2006 3 1A1                        | CUSIP: 126694YJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83894 | PA      | $79733.74     | 0.08%             | 2036-03-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                          | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   2029138 | PA      | $1965190.11   | 1.90%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25                                  | COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2                       | CUSIP: 12669GKG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38025 | PA      | $36014.41     | 0.03%             | 2035-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2020-38                                              | FANNIE MAE FNR 2020 38 NI                                     | CUSIP: 3136BAGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9586216 | PA      | $1570880.68   | 1.52%             | 2050-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2014-6                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 6 3A3 144A           | CUSIP: 17322WAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935733 | PA      | $450738.91    | 0.44%             | 2035-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                     | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                       | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4400000 | PA      | $102426.45    | 0.10%             | 2028-05-17      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                             | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                      | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |    400000 | PA      | $169901.01    | 0.16%             | 2030-11-30      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | ZCS BRL 11.245 03/25/22-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-1260.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $52.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | HSBC REVERSE REPO EUR ZCP                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -752472 | PA      | $-894939.98   | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-2               | FREDDIE MAC   SCRT SCRT 2025 2 M 144A                         | CUSIP: 35563VCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $668805.60    | 0.65%             | 2065-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-4                                               | FANNIE MAE FNR 2007 4 SL                                      | CUSIP: 31396PMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75365 | PA      | $9073.96      | 0.01%             | 2037-02-25      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $3102.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                              | SPRUCE BIDCO II INC CAD TERM LOAN                             | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     24420 | PA      | $17947.93     | 0.02%             | 2032-01-30      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260223                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1491.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR4                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A1A             | CUSIP: 17311WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44436 | PA      | $45179.43     | 0.04%             | 2037-03-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                  | PROOFPOINT INC 2025 FUNGIBLE TERM LOAN                        | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    598477 | PA      | $602549.92    | 0.58%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                      | EQTYWM927 WESTMORELAND MINING                                 | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41325 | NS      | $116227.38    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.50000 06/15/22-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2420170.86   | 2.34%             |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL         | ION PLAT FIN US/SARL SR SECURED 144A 05/29 8.75               | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202821.25    | 0.20%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-216305.41   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| IVANTI SECURITY HOLDINGS LLC                                    | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                      | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99229 | PA      | $102681.96    | 0.10%             | 2029-06-01      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                     | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |     97913 | NS      | $216387.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260129                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1500.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    296000 | PA      | $306982.19    | 0.30%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2007-117                                             | FANNIE MAE FNR 2007 117 SG                                    | CUSIP: 31396YAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111758 | PA      | $10964.49     | 0.01%             | 2038-01-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                            | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1               | CUSIP: 07402FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115161 | PA      | $91569.46     | 0.09%             | 2046-12-26      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                           | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                    | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9910 | PA      | $521.10       | 0.00%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260223                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-87.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                    | FANNIE MAE   CAS CAS 2021 R01 1B1 144A                        | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $914798.34    | 0.89%             | 2041-10-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                   | X CORP 2025 FIXED TERM LOAN                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99839.00     | 0.10%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-15                                              | FANNIE MAE FNR 2007 15 AI                                     | CUSIP: 31396PWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84778 | PA      | $8570.84      | 0.01%             | 2037-03-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                              | US TREASURY N/B 08/45 4.875                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59000 | PA      | $59590.00     | 0.06%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                  | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     59126 | PA      | $58369.26     | 0.06%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNICORN BAY (HONG KONG) INVESTMENTS LIMITED                     | UNICORN BAY HKD FIXED TERM LOAN A                             | CUSIP: BA00077Z7<br>LEI: N/A                  | Long             | LON              | CORP              | HK        |   5493931 | PA      | $714739.81    | 0.69%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| N/A                                                             | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1259552 | PA      | $-1270434.19  | -1.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATION 2000-5                           | CONSECO FINANCE SECURITIZATION CNF 2000 5 A6                  | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364278 | PA      | $66091.31     | 0.06%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.83000 12/09/42-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $242837.12    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                               | UZBEKNEFTEGAZ SR UNSECURED 144A 05/30 8.75                    | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    250000 | PA      | $268754.46    | 0.26%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                    | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 5.75           | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351320.00    | 0.34%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                              | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    228000 | PA      | $227597.66    | 0.22%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL         | ION PLAT FIN US/SARL SR SECURED 144A 08/29 9                  | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197793.08    | 0.19%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                           | CLOVER HOLDINGS 2 LLC REVOLVER                                | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105704 | PA      | $104812.39    | 0.10%             | 2029-12-10      | Floating      | 0.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY SOFR+32 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $5450.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | OIS CAD CAONREPO/3.5000 06/19/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $24125.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                              | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                       | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    424928 | PA      | $425370.41    | 0.41%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 7A                                          | SOUTH COAST FUNDING SCF 7A A1AN 144A                          | CUSIP: 83743YAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11064288 | PA      | $2067605.70   | 2.00%             | 2041-01-06      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                    | PERATON CORP TERM LOAN B                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2344940 | PA      | $2181216.71   | 2.11%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                     | WAYFAIR LLC SR SECURED 144A 09/30 7.75                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267227.75    | 0.26%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                    | DIVERSIFIED HEALTHCARE T SR SECURED 144A 10/30 7.25           | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $409495.20    | 0.40%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                             | SVB FINL TR COMMON STOCK UNIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       579 | NS      | $275893.50    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TR 2005-2                                    | BEAR STEARNS ALT A TRUST BALTA 2005 2 2A2A                    | CUSIP: 07386HQX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70002 | PA      | $57829.94     | 0.06%             | 2035-04-25      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | 3 MONTH SOFR FUT  MAR26 XCME 20260616                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3444.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | ZCS BRL 11.22 03/25/22-01/04/27 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-3838.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260316                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $4874.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-2A                                              | RCKT TRUST RCKTL 2025 2A E 144A                               | CUSIP: 74939HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501164.55    | 0.49%             | 2034-11-27      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                       | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE      | CUSIP: 948FWLII3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    352041 | PA      | $130617.29    | 0.13%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEVITA (NATIONAL MENTOR HOLDINGS INC)                           | NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5           | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201245.64    | 0.19%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                             | OIS CAD CAONREPO/3.5000 06/20/14-30Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $1431.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY SOFR+35.5 MYI                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $11433.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADAGIO VI CLO DAC VI-A                                          | ADAGIO CLO ADAGI VI A SUB 144A                                | CUSIP: ACI0YQYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    186582 | PA      | $47121.48     | 0.05%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | ABX.HE.PENAAA.07-1 SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-6693.51     | -0.01%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                             | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -539962 | PA      | $-541190.92   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/4.25000 03/20/24-3Y* LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $330176.31    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                 | OI S.A. SR SECURED 144A 06/27 10                              | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   1212578 | PA      | $539597.21    | 0.52%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD HKD BOUGHT USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $508.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                              | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75             | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    227726 | PA      | $159408.20    | 0.15%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                            | DISH DBS CORP COMPANY GUAR 07/26 7.75                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $790766.58    | 0.77%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -800000 | PA      | $-646871.82   | -0.63%            | 2055-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                         | QUIDELORTHO CORP TERM LOAN                                    | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    299250 | PA      | $299483.42    | 0.29%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC            | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501455.75    | 0.49%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | ZCS BRL 11.87 03/22/22-01/04/27 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-6398.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-9                                 | BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1                    | CUSIP: 07386HYE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46561 | PA      | $35374.73     | 0.03%             | 2035-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                            | FNMA POOL FA1839 FN 03/45 FIXED VAR                           | CUSIP: 3140W2BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    362870 | PA      | $382060.24    | 0.37%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                      | HELLENIC REPUBLIC SR UNSECURED 144A REGS 04/27 2              | CUSIP: ACI1LSSZ1<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     73000 | PA      | $85981.77     | 0.08%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-54                                              | FANNIE MAE FNR 2007 54 NI                                     | CUSIP: 31396WFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43311 | PA      | $3553.15      | 0.00%             | 2037-06-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                               | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5                 | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $638522.68    | 0.62%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2006-2                          | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2006 2 A1C               | CUSIP: 68384CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149415 | PA      | $48761.92     | 0.05%             | 2036-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-62                                       | FANNIE MAE FNR 2019 62 SN                                     | CUSIP: 3136B62S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88257 | PA      | $11469.15     | 0.01%             | 2049-11-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/1.50 9/15/23-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $75787.97     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                         | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN    | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    861656 | PA      | $890798.83    | 0.86%             | 2029-05-30      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 VAR               | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905166.43    | 0.88%             | 2028-03-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                      | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL     | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230160 | PA      | $230160.17    | 0.22%             | 2026-11-03      | Floating      | 11.86%                | No            |                  3 | On Loan: No      |
| US RENAL CARE INC                                               | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN               | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   1559889 | PA      | $1473119.97   | 1.43%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                           | PROMOTORA DE INFORMACIONES SA 2025 EUR TERM LOAN              | CUSIP: BA000KZY0<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |   3392920 | PA      | $4007296.35   | 3.88%             | 2029-06-29      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3                        | CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ                   | CUSIP: 14986DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48061 | PA      | $45627.20     | 0.04%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -123057 | PA      | $-123395.98   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 06/20/24-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2512.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.65000 02/26/19-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-392344.98   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2004-1                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 1A                | CUSIP: 41161PCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2237 | PA      | $2116.87      | 0.00%             | 2034-04-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3211                                                | FREDDIE MAC FHR 3211 SH                                       | CUSIP: 31397BA50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    226535 | PA      | $24826.54     | 0.02%             | 2036-09-15      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                   | HESTIA RE LTD UNSECURED 144A 04/29 VAR                        | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      7143 | PA      | $4000.00      | 0.00%             | 2029-04-22      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A              | CUSIP: 83206NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       187 | PA      | $184836.76    | 0.18%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $342.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-726.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION (CLUE OPCO LLC)                         | FORWARD AIR CORPORATION TERM LOAN B                           | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $398026.00    | 0.39%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY          | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6                | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |    254596 | PA      | $245435.84    | 0.24%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3             | CUSIP: 12667GLD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311223 | PA      | $293362.47    | 0.28%             | 2035-07-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A                | CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A INC 144A          | CUSIP: 14311CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $35190.00     | 0.03%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMBAC ASSURANCE CORPORATION                                     | AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1              | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |     12524 | PA      | $16343.23     | 0.02%             | 2099-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8100000 | PA      | $7463707.01   | 7.23%             | 2056-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A2                                | JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1                    | CUSIP: 46630PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130245 | PA      | $68046.44     | 0.07%             | 2037-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                    | CUSIP: BA000K739<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |    188182 | PA      | $186455.35    | 0.18%             | 2032-08-26      | Floating      | 9.23%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 06/20/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-11784.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS14                            | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS14 2A1             | CUSIP: 761118JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254218 | PA      | $74552.66     | 0.07%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                            | FNMA POOL BM5807 FN 04/48 FIXED VAR                           | CUSIP: 3140JANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224062 | PA      | $210737.91    | 0.20%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                             | LUXCO3 SHARES COMMON STOCK                                    | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     27149 | NS      | $478956.47    | 0.46%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.25000 06/18/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-105120.04   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-122                                             | FANNIE MAE FNR 2005 122 SG                                    | CUSIP: 31394VED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2923 | PA      | $20.14        | 0.00%             | 2035-11-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                | WESTMORELAND COAL CO PIK TERM LOAN                            | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396975 | PA      | $168714.54    | 0.16%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| PIMCO FUNDS                                                     | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                      | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   1103756 | PA      | $10751682.59  | 10.42%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $6157786.68   | 5.97%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II POOL MB0362 G2 05/55 FIXED 3.5                        | CUSIP: 3618N5ML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    296470 | PA      | $270145.27    | 0.26%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                    | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                   | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |    199000 | PA      | $186727.67    | 0.18%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 12/17/25-20Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $41427.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-66306.58    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2006-2                            | BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2               | CUSIP: 07388DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58606 | PA      | $50304.70     | 0.05%             | 2036-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                     | CUSIP: BA000K747<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |     18818 | PA      | $18775.02     | 0.02%             | 2032-08-26      | Floating      | 0.63%                 | No            |                  3 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3             | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 1A3             | CUSIP: 073888AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517084 | PA      | $151400.13    | 0.15%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                           | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875             | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123777 | PA      | $110935.14    | 0.11%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/2.00 9/10/23-6Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $31027.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY SOFR+32 CBK                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $10629.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                   | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                    | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    562060 | PA      | $580664.24    | 0.56%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2004-8                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 3A1               | CUSIP: 41161PHE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24270 | PA      | $20392.08     | 0.02%             | 2034-11-19      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.25000 09/21/22-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $147331.77    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                    | PERU LNG SRL SR UNSECURED REGS 03/30 5.375                    | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    750100 | PA      | $726980.57    | 0.70%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1          | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A         | CUSIP: 35563CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5216317 | PA      | $314936.20    | 0.31%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                 | NEW UNITY COMMON STOCKK                                       | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     62982 | NS      | $424461.52    | 0.41%             |  |  |  | No            |                  3 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC)                                 | CENTRAL PARENT INC 2024 TERM LOAN B                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1596241 | PA      | $1357267.43   | 1.31%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A              | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       881 | PA      | $840.64       | 0.00%             | 2036-08-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | S+P EMINI 3RD WK  JAN26P 6550 EXP 01/16/2026                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       141 | NC      | $62745.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB6                                | COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 1A1                     | CUSIP: 126694BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43932 | PA      | $41966.97     | 0.04%             | 2035-10-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                 | IHEARTMEDIA INC   CLASS A COMMON STOCK                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22927 | NS      | $95376.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II POOL MB0149 G2 01/55 FIXED 6.5                        | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65326 | PA      | $67636.57     | 0.07%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-18                        | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 1A1               | CUSIP: 863579WZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27922 | PA      | $18769.25     | 0.02%             | 2035-09-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                    | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1600000 | PA      | $1707476.80   | 1.65%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| CARRINGTON MTGE LOAN TRUST 2006-NC3                             | CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC3 A3               | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20473 | PA      | $19933.02     | 0.02%             | 2036-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                 | OI S.A. SR SECURED REGS 06/27 10                              | CUSIP: P7354FAD8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    465701 | PA      | $207236.95    | 0.20%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 06/32 8.625         | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98584.10     | 0.10%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                  | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                  | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    204980 | PA      | $142256.12    | 0.14%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                               | INEOS FINANCE PLC SR SECURED 144A 03/31 7.25                  | CUSIP: ACI30LWW7<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101710.86    | 0.10%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.50000 03/18/26-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $14296.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.50000 12/20/23-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $33049.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-23                        | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1               | CUSIP: 863579L48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168801 | PA      | $90000.69     | 0.09%             | 2036-01-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1170526.86   | 1.13%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                      | HELLENIC REPUBLIC BONDS REGS 01/33 3.9                        | CUSIP: ACI0Z3H77<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    162316 | PA      | $199831.73    | 0.19%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | US 10YR NOTE (CBT)MAR26 XCBT 20260320                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-454.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH (SPRUCE BIDCO II INC)                            | SPRUCE BIDCO II INC REVOLVER                                  | CUSIP: BA000FL00<br>LEI: 254900ZDXA1N7X9RDU49 | Long             | LON              | CORP              | US        |     30550 | PA      | $30550.46     | 0.03%             | 2032-01-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260319                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $815.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                              | APLD COMPUTECO LLC SR SECURED 144A 12/30 9.25                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $61845.55     | 0.06%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-337153.19   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                   | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183554.00    | 0.18%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7200000 | PA      | $7484500.87   | 7.25%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR2                                | GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2                      | CUSIP: 36242DH55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50156 | PA      | $43999.16     | 0.04%             | 2035-04-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | NEW WINDSTREAM WARRANTS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     12269 | NC      | $82574.19     | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT INC/CENTRAL MERGER SUB INC)          | CNTRL PARENT/CDK GLB INC SR SECURED 144A 06/29 7.25           | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84884.59     | 0.08%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | ECOPETROL SA SR UNSECURED 01/36 8.375                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     30000 | PA      | $30893.72     | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875            | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72358.82     | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                   | ALTICE FRANCE SA SR SECURED 144A 10/30 6.875                  | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    154020 | PA      | $149525.21    | 0.14%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.00000 06/21/23-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-479.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                            | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $415825.48    | 0.40%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO TORONTO DOMINIO                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -875150 | PA      | $-877140.97   | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                      | HELLENIC REPUBLIC BONDS REGS 01/37 4                          | CUSIP: ACI0Z3HB8<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    127210 | PA      | $155530.90    | 0.15%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-6                                          | LEHMAN XS TRUST LXS 2007 6 3A5                                | CUSIP: 52524PAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12555 | PA      | $11728.61     | 0.01%             | 2037-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260206                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $174.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                     | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $99795.52     | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918             | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307146.84    | 0.30%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-8                            | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2                | CUSIP: 86361JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106218 | PA      | $71246.57     | 0.07%             | 2036-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                         | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                      | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469686.07    | 0.46%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II TBA 30 YR 6.5 JUMBOS                                  | CUSIP: 21H062628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $309808.60    | 0.30%             | 2055-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                             | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81                  | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $943400.72    | 0.91%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-2                                | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 2 A15               | CUSIP: 05950GAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       501 | PA      | $447.12       | 0.00%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | DRILLCO HLDG LUX S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      5194 | NS      | $117189.63    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FANNIE MAE REMICS 2007-88                                       | FANNIE MAE FNR 2007 88 JI                                     | CUSIP: 31396XUR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225320 | PA      | $26795.18     | 0.03%             | 2037-04-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                              | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307425.01    | 0.30%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 06/20/24-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $247.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                     | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203225.33    | 0.20%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                      | HELLENIC REPUBLIC BONDS REGS 01/42 4.2                        | CUSIP: ACI0Z3HC6<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    158677 | PA      | $194230.93    | 0.19%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                 | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1                    | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52192 | PA      | $27869.61     | 0.03%             | 2035-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD CAD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-1051.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-2                                   | MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A                  | CUSIP: 57109H102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2346 | PA      | $0.00         | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $44271.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                         | XBP GLOBAL HOLDINGS INC COMMON STOCK                          | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |       131 | NS      | $892.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA INC                                                 | IHEARTMEDIA INC   CLASS B COMMON STOCK                        | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17837 | NS      | $65297.69     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-1                             | BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA1B               | CUSIP: 05951FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75168 | PA      | $70545.63     | 0.07%             | 2037-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                             | BANCA MONTE DEI PASCHI SIENA COMMON STOCK                     | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    123500 | NS      | $1314928.37   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                           | ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10             | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $186299.24    | 0.18%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HYB1                                | COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 1A1                     | CUSIP: 22239EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182267 | PA      | $152907.18    | 0.15%             | 2037-03-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-S1                                | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A               | CUSIP: 855541AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22112 | PA      | $12742.31     | 0.01%             | 2037-01-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                   | ALTICE FRANCE SA SR SECURED 144A 04/32 6.5                    | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    625261 | PA      | $599804.69    | 0.58%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-OPX1                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A1B             | CUSIP: 17311FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113871 | PA      | $38413.80     | 0.04%             | 2037-01-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                      | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL               | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7106 | PA      | $5968.79      | 0.01%             | 2027-06-30      | Floating      | 6.83%                 | No            |                  3 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                      | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL                | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74727 | PA      | $58411.69     | 0.06%             | 2027-12-31      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                      | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                        | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1350902.52   | 1.31%             | 2031-11-28      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                            | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1               | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187276 | PA      | $132299.12    | 0.13%             | 2036-01-26      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                              | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                   | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $147500.00    | 0.14%             | 2029-04-09      | Floating      | 15.95%                | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W-8                                   | FANNIEMAE WHOLE LOAN FNW 2003 W8 PT1                          | CUSIP: 31393CY31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18952 | PA      | $19309.88     | 0.02%             | 2042-12-25      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                 | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25                 | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     62000 | PA      | $20692.50     | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                          | CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG             | CUSIP: 952NPK908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $59000.00     | 0.06%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                       | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375               | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407655.36    | 0.39%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                           | SYNIVERSE PFD PIK PFDJJZ917                                   | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    443134 | NS      | $430005.40    | 0.42%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 LTD 14-1A      | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 1A SUBR 144A        | CUSIP: ACI2VLBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    613000 | PA      | $440614.91    | 0.43%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -834109 | PA      | $-836215.82   | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $486.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $1022.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-417.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                              | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    263000 | PA      | $262356.31    | 0.25%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-AA6                              | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA6 2A1             | CUSIP: 32052MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115058 | PA      | $78327.06     | 0.08%             | 2036-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                    | RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625              | CUSIP: X74344DS2<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    200000 | PA      | $140000.00    | 0.14%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                            | EDISON INTERNATIONAL SR UNSECURED 11/28 5.25                  | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013770.95   | 0.98%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY SOFR+27.5 JPM                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $33845.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -367308 | PA      | $-368522.16   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| CBA COMMERCIAL SMALL BALANCE CMM 2006-2A                        | CBS COMMERCIAL SMALL BALANCE C CBAC 2006 2A A 144A            | CUSIP: 14983CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61182 | PA      | $59174.40     | 0.06%             | 2039-01-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR1                           | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1              | CUSIP: 86359LTG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122999 | PA      | $102438.26    | 0.10%             | 2036-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1104931.65   | 1.07%             | 2056-02-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-20CB                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A5             | CUSIP: 02147MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    702181 | PA      | $127144.61    | 0.12%             | 2036-07-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| AVOCA CLO XX DAC 20A                                            | AVOCA CLO AVOCA 20A SUB 144A                                  | CUSIP: ACI19ZJ22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $750889.69    | 0.73%             | 2032-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -194753 | PA      | $-195900.19   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO GOLDMAN                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1525981 | PA      | $-1528070.90  | -1.48%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 7A                                          | SOUTH COAST FUNDING SCF 7A A1B 144A                           | CUSIP: 83743YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15339 | PA      | $2866.45      | 0.00%             | 2041-01-06      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | FORESEA HLDG S A COMMON STOCK                                 | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      1342 | NS      | $30278.88     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II POOL MB0207 G2 02/55 FIXED 6.5                        | CUSIP: 3618N5GR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67949 | PA      | $70332.97     | 0.07%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-C                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A              | CUSIP: 78448R106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000 | PA      | $233519.69    | 0.23%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -229026 | PA      | $-231491.80   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |         1 | NC      | $-99763.00    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                            | FNMA POOL MA3305 FN 03/48 FIXED 3.5                           | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70786 | PA      | $66496.29     | 0.06%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $126832.03    | 0.12%             | 2055-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARICOPA COUNTY INDUSTRIAL DEV                                  | MARICOPA CNTY AZ INDL DEV AUTH MAREDU 10/29 FIXED 7.375       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $472257.90    | 0.46%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-87                                              | FANNIE MAE FNR 2009 87 HS                                     | CUSIP: 31398FR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77423 | PA      | $7761.84      | 0.01%             | 2039-11-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-43                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 4A3              | CUSIP: 12667G5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65774 | PA      | $56840.85     | 0.06%             | 2035-10-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | PEMEX LA SP CBK                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-1380.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                     | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                       | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  24200000 | PA      | $563114.30    | 0.55%             | 2028-09-06      | Fixed         | 41.72%                | No            |                  2 | On Loan: No      |
| N/A                                                             | S+P500 EMINI FUT  MAR26 XCME 20260320                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       148 | NC      | $194600.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE MRTG CAPITAL CERT 2006-9                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 9 3A1                  | CUSIP: 126380AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67725 | PA      | $59604.93     | 0.06%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                        | VIRIDIEN SR SECURED 144A 10/30 8.5                            | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    271263 | PA      | $335090.71    | 0.32%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                    | ROMANIA SR UNSECURED 144A 07/32 5.875                         | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $367963.34    | 0.36%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)                       | AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR              | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $667105.00    | 0.65%             | 2067-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                   | X CORP TERM LOAN                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1387745 | PA      | $1366435.85   | 1.32%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                           | INCORA NEW EQUITY                                             | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49990 | NS      | $1936354.05   | 1.88%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2009-7                             | RBSSP RESECURITIZATION TRUST RBSSP 2009 7 9A3 144A            | CUSIP: 75524MBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678051 | PA      | $529536.75    | 0.51%             | 2036-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FINANCE AUTHORITY                            | TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0      | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8800000 | PA      | $848910.48    | 0.82%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2004-14T2                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 14T2 A12            | CUSIP: 12667FMY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139142 | PA      | $136336.71    | 0.13%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-15                                  | COUNTRYWIDE HOME LOANS CWHL 2005 15 A7                        | CUSIP: 12669GR37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10654 | PA      | $5352.94      | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260226                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $421.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                              | US TREASURY N/B 08/35 4.25                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     96000 | PA      | $96705.00     | 0.09%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2006-3                               | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 3 4A                 | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138924 | PA      | $71321.39     | 0.07%             | 2036-04-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                              | ALTICE FRANCE SA 2025 TERM LOAN B12                           | CUSIP: BA000QFP8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    300000 | PA      | $297094.50    | 0.29%             | 2028-10-30      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A2             | CUSIP: 23244GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25965 | PA      | $16191.71     | 0.02%             | 2046-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $923.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY FEDL01+51 *BULLET* M                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $9535760.11   | 9.24%             |  |  |  | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                       | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE      | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1940617 | PA      | $796310.28    | 0.77%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-22                                       | FANNIE MAE FNR 2007 22 SW                                     | CUSIP: 31396PT92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78326 | PA      | $7790.32      | 0.01%             | 2037-03-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260306                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2165.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2139900 | PA      | $-2147315.57  | -2.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD BRL BOUGHT USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $5.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHF TRUST 2022-2                                                | FIRST HELP FINANCIAL LLC FHF 2022 2A C 144A                   | CUSIP: 31568EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568000 | PA      | $567525.66    | 0.55%             | 2030-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3218                                                | FREDDIE MAC FHR 3218 SA                                       | CUSIP: 31397BJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105064 | PA      | $11143.27     | 0.01%             | 2036-09-15      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.75000 06/15/22-30Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $366735.87    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS (E.W. SCRIPPS COMPANY)                                  | EW SCRIPPS CO SECURED 144A 08/30 9.875                        | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99946.82     | 0.10%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO TORONTO DOMINIO                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1066078 | PA      | $-1068459.93  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260225                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $3576.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PT TR 2006-AR4                               | FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR4 1A2             | CUSIP: 32053AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151768 | PA      | $71965.89     | 0.07%             | 2037-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                         | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5               | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  57800000 | PA      | $985734.73    | 0.95%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.50000 12/20/23-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-17919.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR11                         | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR11 1A1             | CUSIP: 45669FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234161 | PA      | $210860.31    | 0.20%             | 2037-06-25      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                     | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5                  | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202372.20    | 0.20%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                           | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN                  | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |    500000 | PA      | $503617.13    | 0.49%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-18CB                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 18CB 5A2            | CUSIP: 12667FRD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19081 | PA      | $20025.39     | 0.02%             | 2034-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-R5                               | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 R5 A1 144A           | CUSIP: 57645WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224004 | PA      | $92506.27     | 0.09%             | 2035-11-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/2.30000 01/17/24-2Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6151.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 1.25000 08/19/19-30Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1083616.16   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-41                                              | FANNIE MAE FNR 2008 41 S                                      | CUSIP: 31397LLL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400927 | PA      | $51388.12     | 0.05%             | 2036-11-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20260304                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $251.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                  | ADLER GROUP SA   VTG SHS COMMON STOCK                         | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |    173624 | NS      | $0.20         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SIERRA HAMILTON HOLDINGS LLC                                    | SIERRA HAMILTON HOLDER LLC                                    | CUSIP: 932BTZ902<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100456 | NS      | $10.05        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                             | 3 MONTH SOFR FUT  DEC25 XCME 20260317                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3922.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20260320                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2872.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** PIMCO Global StocksPLUS & Income Fund

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer