# EDGAR Filing Document

**Accession Number:** 0001798618
**File Stem:** 0001099263-26-003119
**Filing Date:** 2026-3
**Character Count:** 306108
**Document Hash:** 36982cbe283532f1da25e89ed4f56e78
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003119.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003119

**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 Dynamic Income Opportunities Fund
- **CENTRAL INDEX KEY:** 0001798618

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23505
- **FILM NUMBER:** 26705945

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** (844) 312-2113

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Tactical Income Fund
- **DATE OF NAME CHANGE:** 20200102

## 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 Dynamic Income Opportunities Fund

- **b. Investment Company Act file number:** 811-23505

- **c. CIK number of Registrant:** 0001798618

- **d. LEI of Registrant:** 549300MWJBXCL907ZB49

- **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:** $3014335964.51

**Total Liabilities:** $1150264634.21

**Net Assets:** $1864071330.30

**Delayed Delivery Securities:** $86560000.00

**Cash Not Reported:** $20233830.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1644.911800 | **1-Year:** 9438.257000 | **5-Year:** 42666.760000 | **10-Year:** 36294.895800 | **30-Year:** 2502.721900

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

- **3-Month:** 231664.890700 | **1-Year:** 107039.362000 | **5-Year:** 214919.339800 | **10-Year:** 173698.913400 | **30-Year:** 18226.113500

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.47%               | 1.10%                | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4215463.36              | $-2508701.16                               |
| Month 2  | $-12485328.52            | $16948760.34                               |
| Month 3  | $51356.05                | $2051611.13                                |

### 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                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3850673.76  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-1                          | FREDDIE MAC   SCRT SCRT 2021 1 BXS 144A                       | CUSIP: 35563PWX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4173561 | PA      | $3103161.22   | 0.17%             | 2060-09-25      | Fixed         | 13.18%                | No            |                  2 | On Loan: No      |
| PROFRAC HOLDINGS II LLC                                                    | PROFRAC HOLDINGS II LLC SR SECURED 144A 01/29 VAR             | CUSIP: 74319TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5759000 | PA      | $5888577.50   | 0.32%             | 2029-01-23      | Floating      | 10.90%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | EGYPT EM SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-72747.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                              | PURPLE RE LTD UNSECURED 144A 06/27 VAR                        | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      300000 | PA      | $315960.00    | 0.02%             | 2027-06-07      | Floating      | 12.76%                | 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        |        4992 | PA      | $4934251.77   | 0.26%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 06/20/24-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-288966.58   | -0.02%            |  |  |  | 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        |    13400000 | PA      | $13163857.70  | 0.71%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-3                          | FREDDIE MAC   SCRT SCRT 2021 3 M 144A                         | CUSIP: 35563P6P9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3263000 | PA      | $3030459.04   | 0.16%             | 2061-03-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2018-RPL3                                                       | CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 PT 144A           | CUSIP: 12653JAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9320788 | PA      | $7660666.40   | 0.41%             | 2058-01-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP TERM LOAN                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    25216457 | PA      | $24829258.26  | 1.33%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                              | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 B4 144A          | CUSIP: 64830NAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3823547.00   | 0.21%             | 2059-07-25      | Variable      | 3.98%                 | 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        |      347793 | PA      | $540285.37    | 0.03%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CASSINI SAS                                                                | COMEXPOSIUM 2019 EUR 1ST LIEN TLB                             | CUSIP: 945AYZII4<br>LEI: 9695009FFM30CUZ8FO85 | Long             | LON              | CORP              | FR        |    21514594 | PA      | $30846419.89  | 1.65%             | 2026-03-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC USD DELAYED DRAW TERM LOAN                     | CUSIP: BA000TDP4<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      851747 | PA      | $853876.09    | 0.05%             | 2031-12-08      | Floating      | 4.50%                 | No            |                  3 | On Loan: No      |
| DUKE FUNDING LTD 2005-HG3A                                                 | DUKE FUNDING LTD DUKEF 2005 HG3A A1B2 144A                    | CUSIP: 2644EPAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   840369608 | PA      | $143703.20    | 0.01%             | 2049-08-02      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                        | CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR                  | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1800000 | PA      | $1865520.00   | 0.10%             | 2027-04-05      | Floating      | 12.27%                | 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        |    12700000 | PA      | $5394357.16   | 0.29%             | 2030-11-30      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -14800558 | PA      | $-14834959.11 | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $49.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUCETON MILLS ASSOCIATES LLC                                              | PURIS TERM LOAN                                               | CUSIP: BA0005TS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4171432 | PA      | $3935485.19   | 0.21%             | 2030-07-01      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R4                                     | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M7                | CUSIP: 03072SC86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $6553512.75   | 0.35%             | 2035-07-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| COMM 2019-521F MORTGAGE TRUST                                              | COMM MORTGAGE TRUST COMM 2019 521F B 144A                     | CUSIP: 20048GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3065000 | PA      | $2894794.42   | 0.16%             | 2034-06-15      | Floating      | 5.00%                 | 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        |    21907358 | PA      | $0.22         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2021-1                                          | FLAGSHIP CREDIT AUTO TRUST FCAT 2021 1 R 144A                 | CUSIP: 33843WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10000 | PA      | $410734.18    | 0.02%             | 2028-04-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4664269 | PA      | $-4696983.92  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                | TRINITY SQUARE TRINI 2021 1A Y 144A                           | CUSIP: ACI1WK2X9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       10000 | PA      | $2210014.71   | 0.12%             | 2059-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS G 144A                                 | CUSIP: 990ABJSK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     9300000 | PA      | $6206355.31   | 0.33%             | 2057-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A1                                     | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A1A             | CUSIP: 466287AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10309318 | PA      | $8939158.32   | 0.48%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 11/31 4.625                         | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4900000 | PA      | $4395678.77   | 0.24%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6278200 | PA      | $-6292666.01  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -11248219 | PA      | $-11363956.35 | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -27619523 | PA      | $-27728332.51 | -1.49%            |  |  |  | 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        |     4200000 | PA      | $4153654.68   | 0.22%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2005-2                                       | MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M6                | CUSIP: 61744CQQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5340537 | PA      | $5198326.17   | 0.28%             | 2035-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -361109 | PA      | $-361873.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-11                                      | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 11 2A42              | CUSIP: 007036VE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      996563 | PA      | $625164.82    | 0.03%             | 2036-02-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-1 ISSUER TRUST                                     | STREAM INNOVATIONS ISSUER TRUS STRE 2024 1A A 144A            | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      319158 | PA      | $332089.64    | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 2.50000 03/18/26-5Y LCH                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-289090.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -11957400 | PA      | $-11996208.41 | -0.64%            |  |  |  | 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        |     3900000 | PA      | $4101261.88   | 0.22%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-51221.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $14324.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260112                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $7381.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR COMMON STOCK UNIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        9596 | NS      | $4572494.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2005-J2                  | COUNTRYWIDE HOME LOANS CWHL 2005 J2 2A4                       | CUSIP: 12669GU58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2140972 | PA      | $1654364.25   | 0.09%             | 2035-08-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -411967 | PA      | $-412305.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 02/33 13.25                        | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 32653000000 | PA      | $8760752.83   | 0.47%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1153449 | PA      | $-1157806.75  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1169000 | PA      | $1166138.90   | 0.06%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR                | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      271221 | PA      | $161376.50    | 0.01%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR                | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      856488 | PA      | $488198.16    | 0.03%             | 2035-02-01      | Variable      | 0.00%                 | 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      | $9245072.39   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -850514 | PA      | $-850816.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST                                         | PENNYMAC MORTGAGE INVESTMENT REIT USD.01                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      556200 | NS      | $6980310.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A8                                        | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4               | CUSIP: 761119AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5383706 | PA      | $1473948.81   | 0.08%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2005-RS2                                       | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M6               | CUSIP: 76112BKG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5313347 | PA      | $4689576.04   | 0.25%             | 2035-02-25      | Floating      | 5.12%                 | 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        |    33261969 | PA      | $14801576.21  | 0.79%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -3271594 | PA      | $-4425006.61  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75          | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |      499879 | PA      | $481133.54    | 0.03%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| MONTAUK POINT CDO LTD 2006-2A                                              | MONTAUK POINT CDO LTD MNPT 2006 2A A1S 144A                   | CUSIP: 612181AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   327058386 | PA      | $9852960.94   | 0.53%             | 2046-04-06      | Floating      | 7.56%                 | 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      | $-5467.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AYRESOME CDO I LTD                                                         | AYRESOME CDO LTD AYRES 2005 1A A1B 144A                       | CUSIP: 05473WAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25992360 | PA      | $6399760.94   | 0.34%             | 2045-12-08      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC COMPANY GUAR REGS 08/29 10.5                  | CUSIP: ACI2QDHC0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    10200000 | PA      | $13861131.89  | 0.74%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A1            | CUSIP: 02146XAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4548092 | PA      | $1819450.19   | 0.10%             | 2036-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 1 SARL                                                  | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TERM LOAN RESTRUC      | CUSIP: 948FWJII8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    10233384 | PA      | $1770086.98   | 0.09%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNC MORTGAGE LOAN TRUST 2007-4                                             | BNC MORTGAGE LOAN TRUST BNCMT 2007 4 A2                       | CUSIP: 05570GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32782500 | PA      | $23653999.79  | 1.27%             | 2037-11-25      | Floating      | 5.35%                 | 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        |     3818182 | PA      | $3783152.03   | 0.20%             | 2032-08-26      | Floating      | 9.23%                 | No            |                  3 | On Loan: No      |
| DOGWOOD LLC                                                                | MARKET GARDEN EQTYQL9A8                                       | CUSIP: 902FLS002<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    13975418 | NS      | $14382186.96  | 0.77%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1               | CUSIP: BXC8GV902<br>LEI: 959800U3NGPXSCQHQW54 | Long             | EC               | CORP              | ES        |     1623357 | NS      | $675720.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |      -99968 | PA      | $-134919.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2019-521F MORTGAGE TRUST                                              | COMM MORTGAGE TRUST COMM 2019 521F F 144A                     | CUSIP: 20048GAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7400000 | PA      | $5217000.00   | 0.28%             | 2034-06-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4383612 | PA      | $-4385387.78  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260406                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $5629.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH USD TERM LOAN B1                        | CUSIP: D255LZAC9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    16061979 | PA      | $15006466.51  | 0.81%             | 2030-04-01      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                 | CARVANA CO SR SECURED 144A 06/30 9                            | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |           1 | PA      | $1.05         | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-32220.19    | -0.00%            |  |  |  | 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        |     3363190 | PA      | $3474511.93   | 0.19%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2337636 | PA      | $-2368302.44  | -0.13%            |  |  |  | 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        |    69006997 | PA      | $819458.09    | 0.04%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| QUERCUS II RE DESIGNATED ACTIVITY COMPANY                                  | QUERCUS II RE DAC UNSECURED 144A 01/31 VAR                    | CUSIP: ACI37KKF2<br>LEI: 635400PTO1PTKKKHEA32 | Long             | DBT              | CORP              | IE        |      350000 | PA      | $411320.00    | 0.02%             | 2031-01-07      | Floating      | 14.61%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $803.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC TRUST 2022-NQM2                                                       | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 NQM2 B2 144A           | CUSIP: 12664VAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12125800 | PA      | $8977554.29   | 0.48%             | 2067-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -13580787 | PA      | $-13681156.43 | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR                 | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $527150.00    | 0.03%             | 2031-05-13      | Floating      | 14.08%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO GOLDMAN                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -466879 | PA      | $-467518.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3247149 | PA      | $-3256380.57  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1A                                                    | REACH FINANCIAL LLC REACH 2025 1A D 144A                      | CUSIP: 75525PAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $513539.00    | 0.03%             | 2032-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OBOL FRANCE 25                                                             | OBOL FRANCE 3 SAS 2024 EUR TERM LOAN B                        | CUSIP: BA0006XM9<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |     6134565 | PA      | $7130506.96   | 0.38%             | 2028-12-31      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                       | COLLEGE AVE STUDENT LOANS CASL 2024 A R 144A                  | CUSIP: 19424R108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10952 | PA      | $6008298.96   | 0.32%             | 2054-06-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A             | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $13290618.00  | 0.71%             | 2038-11-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE INTEREST STRIP 421                                              | FANNIEMAE STRIP FNS 421 C2                                    | CUSIP: 31397VFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1842750 | PA      | $70426.80     | 0.00%             | 2030-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR                | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1613673 | PA      | $988374.71    | 0.05%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | VENTURE GLOBAL LNG INC SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $170910.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260220                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $6137.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2019-521F MORTGAGE TRUST                                              | COMM MORTGAGE TRUST COMM 2019 521F C 144A                     | CUSIP: 20048GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4525000.00   | 0.24%             | 2034-06-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| STRATEGIC GAMING MANAGEMENT LLC                                            | STRATEGIC GAMING COMMITMENT TERM LOAN                         | CUSIP: BA000QXN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5500000 | PA      | $5436193.46   | 0.29%             | 2030-10-15      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4797000 | PA      | $4752584.30   | 0.25%             | 2026-04-07      | None          | 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        |     2000000 | PA      | $2032253.34   | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                             | URSA RE II LTD UNSECURED 144A 06/28 VAR                       | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $500000.00    | 0.03%             | 2028-06-07      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -561176 | PA      | $-667499.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1442257 | PA      | $-1452145.60  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTAUK POINT CDO LTD                                                      | MONTAUK POINT CDO LTD MNPT 2006 1A A1 144A                    | CUSIP: 612180AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   213556427 | PA      | $21613191.74  | 1.16%             | 2042-10-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                    | FREDDIE MAC   STACR STACR 2021 DNA1 B2 144A                   | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1700000 | PA      | $1889908.19   | 0.10%             | 2051-01-25      | Floating      | 8.62%                 | 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        |     1440000 | PA      | $1444192.56   | 0.08%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO JPM CHASE                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1782815 | PA      | $-1787182.90  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                | TRINITY SQUARE TRINI 2021 1A FR                               | CUSIP: ACI2NNDT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     4682000 | PA      | $6305524.01   | 0.34%             | 2059-07-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-747.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARM MUSTANG EXPRESS HOLDCO LLC                                             | MUSTANG EXPRESS SERIES A PFD                                  | CUSIP: 990ABAYE9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       10279 | NS      | $10820000.00  | 0.58%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3044334 | PA      | $-3069986.28  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                      | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP E 144A            | CUSIP: 12651QAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19982000 | PA      | $19925510.89  | 1.07%             | 2032-07-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                              | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2386202.00   | 0.13%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT EFL 144A        | CUSIP: 46645WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $3950100.00   | 0.21%             | 2033-07-05      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | DEUTSCHE REVERSE REPO EUR ZCP                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1916500 | PA      | $-2255737.81  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $933.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2291572 | PA      | $-2294220.24  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1051200 | PA      | $-1055768.34  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST-2006-2                                        | SAXON ASSET SECURITIES TRUST SAST 2006 2 M3                   | CUSIP: 80556XAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11239087 | PA      | $9352481.90   | 0.50%             | 2036-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                      | DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2127392.44   | 0.11%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOLP TRUST 2021-NYC                                                        | DOLP TRUST DOLP 2021 NYC F 144A                               | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26400000 | PA      | $20613373.44  | 1.11%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 1.75000 03/15/23-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $388876.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1836184 | PA      | $-1839665.04  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6                                 | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TB 144A        | CUSIP: 05492TBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12650000 | PA      | $9557015.55   | 0.51%             | 2053-02-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                       | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      400000 | PA      | $9409.35      | 0.00%             | 2026-08-19      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                             | ADLER GROUP SA   VTG SHS COMMON STOCK                         | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |     3588226 | NS      | $4.22         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | EGYPT EM SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-172925.26   | -0.01%            |  |  |  | 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      | $5861.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -12079676 | PA      | $-12102292.96 | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD 2017-23A                                    | MADISON PARK FUNDING LTD MDPK 2017 23A SUB 144A               | CUSIP: 55820UAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5600000 | PA      | $698880.00    | 0.04%             | 2047-07-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260311                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $961.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8856292 | PA      | $-8882489.90  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                            | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65         | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1700000 | PA      | $1825800.00   | 0.10%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINANCING CO INC) | CNT PRNT/CDK GLO II/FIN SR SECURED 144A 06/29 8               | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7470000 | PA      | $6501838.70   | 0.35%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                       | INEOS US FINANCE LLC 2023 USD TERM LOAN B                     | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     6583333 | PA      | $5359261.25   | 0.29%             | 2030-02-18      | Floating      | 6.97%                 | 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        |    82989279 | PA      | $10796593.11  | 0.58%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                               | FANNIE MAE   CAS CAS 2021 R01 1B2 144A                        | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7100000 | PA      | $7334336.21   | 0.39%             | 2041-10-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -3504477 | PA      | $-4739884.76  | -0.25%            |  |  |  | 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        |    30080625 | PA      | $30080625.00  | 1.61%             | 2030-01-31      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -27199960 | PA      | $-27461325.01 | -1.47%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                     | FIRST BRANDS GROUP LLC 2022 INCREMENTAL TERM LOAN             | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        3196 | PA      | $17.23        | 0.00%             | 2027-03-30      | Floating      | 0.00%                 | 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      | $2038.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIALTO PARTNERS (GALAXY US OPCO INC)                                       | GALAXY US OPCO INC. TERM LOAN                                 | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    14667730 | PA      | $14149078.67  | 0.76%             | 2030-07-31      | Fixed         | 9.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6460402 | PA      | $-6482066.38  | -0.35%            |  |  |  | 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        |     5270009 | PA      | $5160682.44   | 0.28%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | YAHOO (AKA: AP CORE HOLDI TL TRS BKL BPS                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $31145.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -748125 | PA      | $-757755.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-0.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260226                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $3080.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $3178.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260227                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $20760.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT COP SOLD USD 20260102                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3982.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260129                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $17940.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CERBA HEALTHCARE (CHROME BIDCO)                                            | CERBA HEALTHCARE S A S 2022 EUR TERM LOAN C                   | CUSIP: 944ZQDII8<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |     8300000 | PA      | $7225735.35   | 0.39%             | 2029-02-16      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1496.66     | -0.00%            |  |  |  | No            |                  2 | 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        |    30500000 | PA      | $29600322.90  | 1.59%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1048570 | PA      | $-1413931.69  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -2300922 | PA      | $-2706411.02  | -0.15%            |  |  |  | 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        |     3253000 | PA      | $3489562.81   | 0.19%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-4Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $622647.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PATTERSON CO (PARADIGM PARENT LLC)                                         | PARADIGM PARENT LLC 1ST LIEN TERM LOAN                        | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |     3591000 | PA      | $3171876.44   | 0.17%             | 2032-04-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260302                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $50661.32     | 0.00%             |  |  |  | No            |                  2 | 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        |    40971693 | PA      | $38692642.45  | 2.08%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-25401.08    | -0.00%            |  |  |  | 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        |     3100000 | PA      | $3136769.10   | 0.17%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                               | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR               | CUSIP: ACI1Q6J43<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    10656526 | PA      | $10571273.79  | 0.57%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2221198 | PA      | $-2231954.15  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-1636113.36  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -9412812 | PA      | $-9506004.58  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| BCP TRUST 2021-330N                                                        | BCP TRUST BCP 2021 330N E 144A                                | CUSIP: 05553BAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $265100.00    | 0.01%             | 2038-06-15      | Floating      | 7.50%                 | 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        |     3434412 | PA      | $3294586.44   | 0.18%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |     1200000 | PA      | $1220530.23   | 0.07%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -938944 | PA      | $-942120.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $69.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDIAN BIDCO INC                                                         | GUARDIAN 1ST LIEN DELAYED DRAW TL                             | CUSIP: BA000P6S4<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |     5100000 | PA      | $5060833.68   | 0.27%             | 2032-08-29      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC REMICS 5140                                                    | FREDDIE MAC FHR 5140 JI                                       | CUSIP: 3137H24K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3574528 | PA      | $810587.22    | 0.04%             | 2050-12-25      | Fixed         | 4.50%                 | 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        |    34168579 | PA      | $34282531.03  | 1.84%             | 2030-12-18      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                  | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |       16329 | NS      | $314105.93    | 0.02%             |  |  |  | Yes           |                  3 | 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        |     1858983 | PA      | $1168802.07   | 0.06%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED REGS 09/34 6.25                          | CUSIP: ACI2TMW89<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    11400000 | PA      | $14077459.78  | 0.76%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4111275 | PA      | $-4146248.52  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| DOLP TRUST 2021-NYC                                                        | DOLP TRUST DOLP 2021 NYC X 144A                               | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   309500000 | PA      | $8551856.40   | 0.46%             | 2041-05-10      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                              | MRCD MORTGAGE TRUST MRCD 2019 PARK G 144A                     | CUSIP: 55348UAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13000000 | PA      | $7085000.00   | 0.38%             | 2036-12-15      | Fixed         | 2.72%                 | 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      | $72415.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS  COMM MTGE SEC 2007-T26                                       | BEAR STEARNS COMMERCIAL MORTGA BSCMS 2007 T26 AJ              | CUSIP: 07388VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17300 | PA      | $17178.78     | 0.00%             | 2045-01-12      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-26                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 M1                 | CUSIP: 12668HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5638451 | PA      | $5485719.39   | 0.29%             | 2037-06-25      | Floating      | 4.22%                 | No            |                  2 | 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        |    19639496 | PA      | $16699267.34  | 0.90%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 01/33 8.875                         | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $1068647.27   | 0.06%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-7F                                            | GSR MORTGAGE LOAN TRUST GSR 2006 7F 3A4                       | CUSIP: 36298NAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4050126 | PA      | $1116018.26   | 0.06%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGD HOLDINGS BV                                                            | NGD HOLDINGS BV SR SECURED 12/26 6.75                         | CUSIP: ACI1XVPP6<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | NL        |      851117 | PA      | $779257.03    | 0.04%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                          | XEROX CORPORATION SECURED 144A 04/31 13.5                     | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      300000 | PA      | $245812.50    | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | 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        |      931165 | PA      | $878205.01    | 0.05%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2018-LUAU                                | GS MORTGAGE SECURITIES TRUST GSMS 2018 LUAU E 144A            | CUSIP: 36256AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10782000 | PA      | $10686655.85  | 0.57%             | 2032-11-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                     | THE HUNTINGTON NATIONAL BANK HACLN 2024 2 E 144A              | CUSIP: 44644NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      655317 | PA      | $662324.32    | 0.04%             | 2032-10-20      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -20020755 | PA      | $-20028946.50 | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ARM MUSTANG EXPRESS HOLDCO LLC                                             | MUSTANG EXPRESS SERIES A PFD U MUSTANG EXPRESS SERIES A PFD U | CUSIP: 958LNU906<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       43280 | NS      | $43280000.00  | 2.32%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                           | GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR                   | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1080000 | PA      | $1080874.26   | 0.06%             | 2029-01-08      | Floating      | 13.46%                | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                | TRINITY SQUARE TRINI 2021 1A GR                               | CUSIP: ACI2NNDW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     4682000 | PA      | $6198807.64   | 0.33%             | 2059-07-15      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2402477 | PA      | $-2410753.43  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W5                                              | ARGENT SECURITIES INC. ARSI 2005 W5 M1                        | CUSIP: 040104QQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21502271 | PA      | $23400349.28  | 1.26%             | 2036-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260406                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $2095.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $493.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2025 EUR TERM LOAN B12                       | CUSIP: BA000QF37<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     2304406 | PA      | $2685295.22   | 0.14%             | 2028-10-30      | Floating      | 6.39%                 | No            |                  2 | 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        |     7900000 | PA      | $6705882.69   | 0.36%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                            | VERAISON RE LTD UNSECURED 144A 03/31 VAR                      | CUSIP: 92335TAB5<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |     1600000 | PA      | $1625200.00   | 0.09%             | 2031-03-10      | Floating      | 16.42%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20300509                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $45924.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                          | MNSN HOLDINGS INC COMMON STOCK                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8417 | NS      | $420850.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CSMC TRUST 2022-NQM2                                                       | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 NQM2 B1 144A           | CUSIP: 12664VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11699250 | PA      | $9139093.76   | 0.49%             | 2067-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2016-1                                       | MILL CITY MORTGAGE TRUST MCMLT 2016 1 XS 144A                 | CUSIP: 59980TAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   126978628 | PA      | $391525.90    | 0.02%             | 2057-04-25      | Variable      | 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      | $979.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1                          | FREDDIE MAC   SCRT SCRT 2018 1 BX                             | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18119553 | PA      | $7724829.13   | 0.41%             | 2057-05-25      | Variable      | 3.46%                 | 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        |    13000000 | PA      | $17561732.76  | 0.94%             | 2031-11-28      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC LAST OUT TERM LOAN                             | CUSIP: 23803RAB7<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     3848253 | PA      | $3915597.71   | 0.21%             | 2031-01-03      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260319                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1210.85     | -0.00%            |  |  |  | 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        |    17000000 | PA      | $14931100.00  | 0.80%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4140255 | PA      | $-4177496.84  | -0.22%            |  |  |  | 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        |     1745825 | PA      | $1694876.36   | 0.09%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2644400 | PA      | $-2654060.76  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6105037 | PA      | $-6148705.14  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                              | SUBCALIDORA 2 2024 EUR TERM LOAN                              | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    14400000 | PA      | $17007494.25  | 0.91%             | 2029-08-14      | Floating      | 7.77%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-3982.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/28 5                  | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1492233.76   | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -14585201 | PA      | $-14638231.41 | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                               | CORESTATE CAPITAL HOLD SR SECURED 12/26 10                    | CUSIP: ACI2J0DM8<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |      222608 | PA      | $241987.91    | 0.01%             | 2026-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 11/40 12.75                        | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 37721000000 | PA      | $9793568.33   | 0.53%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| DEUTSCHE MORTGAGE AND ASSET RECEIVING CORP 2014-RS1                        | DEUTSCHE MORTGAGE AND ASSET RE DMARC 2014 RS1 4A2 144A        | CUSIP: 25160HAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6141219 | PA      | $6086280.92   | 0.33%             | 2036-11-27      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | FINANCIAL KETTERING REPU USD ANZBANK FIN KETTERING REPU USD   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -9410568 | PA      | $-9447531.09  | -0.51%            |  |  |  | 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     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM 2019-521F MORTGAGE TRUST                                              | COMM MORTGAGE TRUST COMM 2019 521F D 144A                     | CUSIP: 20048GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $438250.00    | 0.02%             | 2034-06-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | PETERSEN CLAIM UNITS                                          | CUSIP: 958CFGII7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | CORP              | US        |       72000 | PA      | $2102400.00   | 0.11%             | 2099-12-31      | None          | 0.00%                 | Yes           |                  3 | 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        |     3768019 | PA      | $3632450.39   | 0.19%             | 2027-10-25      | Fixed         | 6.00%                 | 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        |     9232000 | PA      | $9574525.66   | 0.51%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP TERM LOAN B                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    43011912 | PA      | $40008820.65  | 2.15%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8131280 | PA      | $-8153492.62  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                      | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $631350.00    | 0.03%             | 2028-01-07      | Floating      | 14.09%                | No            |                  2 | On Loan: No      |
| TRANSNET                                                                   | TRANSNET SOC LTD 2015 ZAR TERM LOAN                           | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |    74688942 | PA      | $4523002.13   | 0.24%             | 2028-03-02      | Floating      | 11.12%                | No            |                  3 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 B1              | CUSIP: 92925CBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11937994 | PA      | $10666620.73  | 0.57%             | 2045-12-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX SNR LA SP BRC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-372400.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 D 144A         | CUSIP: 46653DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25550000 | PA      | $13060360.29  | 0.70%             | 2036-03-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CLAVEAU RE LTD                                                             | CLAVEAU RE LTD UNSECURED 144A 07/28 VAR                       | CUSIP: 182896AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1088319 | PA      | $0.01         | 0.00%             | 2028-07-08      | Floating      | 17.25%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -10212375 | PA      | $-12022992.23 | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP CBK                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-4551.18     | -0.00%            |  |  |  | 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      | $16340120.43  | 0.88%             |  |  |  | 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        |     3200000 | PA      | $2240000.00   | 0.12%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QA4                                        | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA4 A1B              | CUSIP: 74923YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      621705 | PA      | $567755.58    | 0.03%             | 2037-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260209                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $40142.64     | 0.00%             |  |  |  | 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        |    35180000 | PA      | $37199635.96  | 2.00%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-1                                       | MILL CITY MORTGAGE TRUST MCMLT 2017 1 B4 144A                 | CUSIP: 59981HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16205000 | PA      | $11275581.60  | 0.60%             | 2058-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                  | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5640000 | PA      | $5687016.22   | 0.31%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | GRAY TELEVISION INC 2024 TERM LOAN B                          | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |       56000 | PA      | $56085.12     | 0.00%             | 2029-05-23      | Floating      | 8.95%                 | 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        |     4206000 | PA      | $4197399.66   | 0.23%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $50.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                     | FIRST BRANDS GROUP LLC 2025 DIP TERM LOAN                     | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        3083 | PA      | $608.92       | 0.00%             | 2026-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTON BIDCO (HOLDING) LIMITED                                              | ASTON XLN TOPCO LIMITED 2025 GBP TERM LOAN                    | CUSIP: BA000N1C9<br>LEI: 254900476AM2MRUEVQ86 | Long             | LON              | CORP              | JE        |     3230000 | PA      | $4273501.33   | 0.23%             | 2032-07-30      | Floating      | 10.09%                | No            |                  3 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2005-6                                        | STRUCTURED ASSET INVESTMENT LO SAIL 2005 6 M4                 | CUSIP: 86358EUD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10517928 | PA      | $8554730.76   | 0.46%             | 2035-07-25      | Floating      | 4.82%                 | 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        |     2100000 | PA      | $2510342.38   | 0.13%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-2Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $164659.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED                | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |       11281 | NS      | $217002.21    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD BRL BOUGHT USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $85.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                     | INEOS QUATTRO HOLDINGS UK LTD 2023 USD 1ST LIEN TERM LOAN B   | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8967056 | PA      | $6366610.10   | 0.34%             | 2029-03-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                                        | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                   | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    11272640 | PA      | $9423250.86   | 0.51%             | 2029-06-01      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6493400 | PA      | $-6508425.08  | -0.35%            |  |  |  | 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      | $73611.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7780202 | PA      | $-7804843.30  | -0.42%            |  |  |  | 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      | $114207.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7263643 | PA      | $-7276400.25  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE5                                                       | GSAMP TRUST GSAMP 2006 HE5 M1                                 | CUSIP: 362437AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16982836 | PA      | $14759453.37  | 0.79%             | 2036-08-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| QUERCUS RE DESIGNATED ACTIVITY COMPANY                                     | QUERCUS RE DESIGNATED ACTIVITY 07/27 1                        | CUSIP: ACI2Q34M4<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $300718.99    | 0.02%             | 2027-07-08      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-220.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-158.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                     | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM E 144A            | CUSIP: 04965JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1111000 | PA      | $1027119.50   | 0.06%             | 2036-12-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4147780 | PA      | $-4157167.81  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN RESECURITIZATION TRUST SERIES 2015-1                             | JP MORGAN REREMIC JPMRR 2015 1 3A3 144A                       | CUSIP: 46644BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10103900 | PA      | $8482683.43   | 0.46%             | 2046-12-27      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY REREMIC TRUST 2010-R5                                       | MORGAN STANLEY REREMIC TRUST MSRR 2010 R5 3B 144A             | CUSIP: 61759HAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2343337 | PA      | $2464909.11   | 0.13%             | 2037-03-26      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260127                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $112417.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20290702                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $10565.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING TRUST 2014-R8                                      | BANC OF AMERICA FUNDING CORPOR BAFC 2014 R8 A2 144A           | CUSIP: 05969MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2706766 | PA      | $2360761.16   | 0.13%             | 2036-06-26      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR              | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $527250.00    | 0.03%             | 2031-05-13      | Floating      | 15.06%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -3177252 | PA      | $-4289255.90  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5986677 | PA      | $-6000540.71  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-557.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC DELAYED DRAW TERM LOAN                         | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      851747 | PA      | $866652.29    | 0.05%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-NUGS                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS E 144A           | CUSIP: 61692AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4294000 | PA      | $47376.99     | 0.00%             | 2036-12-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                          | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                    | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      350000 | PA      | $361375.00    | 0.02%             | 2031-09-14      | Floating      | 14.58%                | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                         | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2          | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      103408 | PA      | $102268.04    | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2388792 | PA      | $-2397988.54  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260518                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-133.51      | -0.00%            |  |  |  | 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        |     2274000 | NS      | $24211717.37  | 1.30%             |  |  |  | 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      | $-69547.72    | -0.00%            |  |  |  | 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        |     3000000 | PA      | $2957523.09   | 0.16%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $3345.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2016-1                                       | MILL CITY MORTGAGE TRUST MCMLT 2016 1 B4 144A                 | CUSIP: 59980TAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20617238 | PA      | $15824806.38  | 0.85%             | 2057-04-25      | Variable      | 3.95%                 | No            |                  2 | 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      | $-2182190.70  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| FIELDSTONE MTGE INVESTMENT CORP 2004-3                                     | FIELDSTONE MORTGAGE INVESTMENT FMIC 2004 3 M6                 | CUSIP: 31659TBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2343966 | PA      | $1887742.65   | 0.10%             | 2034-08-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20270610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-393.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $51015.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -89037166 | PA      | $-89995948.30 | -4.83%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE FUNDING LTD 2005-HG3A                                                 | DUKE FUNDING LTD DUKEF 2005 HG3A A1B1 144A                    | CUSIP: 2644EPAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    29909825 | PA      | $224682.61    | 0.01%             | 2049-08-02      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -4438625 | PA      | $-6005533.27  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -670605 | PA      | $-678046.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                      | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   877000000 | PA      | $18411851.99  | 0.99%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT4                                    | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT4 M2              | CUSIP: 83611MJM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6311921 | PA      | $6204454.21   | 0.33%             | 2035-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                    | J + J VENTURES GAMING LLC 2024 TERM LOAN                      | CUSIP: 46604BAG3<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |     2564100 | PA      | $2589741.00   | 0.14%             | 2028-04-26      | Floating      | 8.83%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-93802.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                           | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 06/27 3               | CUSIP: ACI1NC340<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $168000.00    | 0.01%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-A                                             | FREMONT HOME LOAN TRUST FHLT 2005 A M5                        | CUSIP: 35729PHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7156364 | PA      | $6169633.82   | 0.33%             | 2035-01-25      | Floating      | 4.90%                 | 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        |      595734 | PA      | $595733.94    | 0.03%             | 2032-01-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8579884 | PA      | $-8608941.21  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      264000 | PA      | $263717.77    | 0.01%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -619032 | PA      | $-835526.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)   | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 9.5             | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     3117000 | PA      | $3115555.27   | 0.17%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LUCA RE LTD                                                                | LUCA RE LTD UNSECURED 144A 07/31 VAR                          | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |      700000 | PA      | $723380.00    | 0.04%             | 2031-07-22      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                       | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     6428486 | PA      | $5902731.86   | 0.32%             | 2029-05-01      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED REGS 03/29 10.5                     | CUSIP: ACI2L69P0<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    12700000 | PA      | $15599460.34  | 0.84%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                                              | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                      | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      609500 | NS      | $13628420.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3628125 | PA      | $-3651108.36  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA MADRE FUNDING LTD 2004-1A                                           | SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A               | CUSIP: 82639RAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      882730 | PA      | $486330.49    | 0.03%             | 2039-09-07      | Floating      | 4.28%                 | 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        |     3700000 | PA      | $3589000.00   | 0.19%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5087                                                    | FREDDIE MAC FHR 5087 IP                                       | CUSIP: 3137FFME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8358360 | PA      | $1483787.81   | 0.08%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-568.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -526175 | PA      | $-619822.80   | -0.03%            |  |  |  | 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      | $4538018.69   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -104092 | PA      | $-123537.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                 | REPUBLIC OF KENYA 2024 TERM LOAN A                            | CUSIP: BA000C8P7<br>LEI: 549300VVURQQYU45PR87 | Long             | LON              | NUSS              | KE        |     4166667 | PA      | $4125984.04   | 0.22%             | 2028-04-05      | Floating      | 9.19%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1277000 | PA      | $1266911.25   | 0.07%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4073                                                    | FREDDIE MAC FHR 4073 SB                                       | CUSIP: 3137ARYF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1395197 | PA      | $139717.68    | 0.01%             | 2042-07-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 01/35 11.75                        | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 35592000000 | PA      | $8775752.08   | 0.47%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5095                                                    | FREDDIE MAC FHR 5095 BI                                       | CUSIP: 3137FYR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6341034 | PA      | $673050.07    | 0.04%             | 2041-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO GOLDMAN                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2021787 | PA      | $-2068114.59  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                       | VASA TRUST VASA 2021 VASA E 144A                              | CUSIP: 92230AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9121911.00   | 0.49%             | 2039-07-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF D 144A           | CUSIP: 61691KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5370000 | PA      | $5219191.07   | 0.28%             | 2034-11-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260615                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-415.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1390252 | PA      | $-1880433.90  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                    | FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A                   | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14300000 | PA      | $15038040.16  | 0.81%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3703700 | PA      | $-3748734.94  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -17096561 | PA      | $-17138447.40 | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -12744214 | PA      | $-12813094.70 | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL4                      | CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 B1 144A           | CUSIP: 126405AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8144350 | PA      | $6215700.32   | 0.33%             | 2060-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| DOLP TRUST 2021-NYC                                                        | DOLP TRUST DOLP 2021 NYC G 144A                               | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $4354159.80   | 0.23%             | 2041-05-10      | Variable      | 3.70%                 | 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        |    20125000 | PA      | $4361062.50   | 0.23%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     1097229 | PA      | $1016182.38   | 0.05%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MIZUHO SECURITIES                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4698878 | PA      | $-4709215.36  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | GRAY MEDIA INC SECURED 144A 07/32 9.625                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      900000 | PA      | $934671.03    | 0.05%             | 2032-07-15      | Fixed         | 9.62%                 | 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        |      283962 | PA      | $285098.04    | 0.02%             | 2030-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -999680 | PA      | $-1349196.08  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -20245438 | PA      | $-20312051.25 | -1.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SFA COLLATERALIZED ABS 3A                                                  | SFA COLLATERALIZED ABS LTD SFA 3A B 144A                      | CUSIP: 86358WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    41770162 | PA      | $5171689.09   | 0.28%             | 2037-07-02      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                             | WINSTON RE LTD UNSECURED 144A 02/31 VAR                       | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |     1400000 | PA      | $1483720.00   | 0.08%             | 2031-02-26      | Floating      | 15.31%                | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                          | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA E 144A                 | CUSIP: 647622AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11978000 | PA      | $11878065.15  | 0.64%             | 2032-04-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR               | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      300000 | PA      | $305670.00    | 0.02%             | 2031-06-05      | Floating      | 12.97%                | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                              | BSST MORTGAGE TRUST BSST 2021 1818 E 144A                     | CUSIP: 07403PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $1227547.95   | 0.07%             | 2036-03-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                             | WINSTON RE LTD UNSECURED 144A 02/31 VAR                       | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $265575.00    | 0.01%             | 2031-02-26      | Floating      | 13.83%                | No            |                  2 | On Loan: No      |
| PROJECT QUASAR INVESTMENTS 2017 SLU                                        | NEPTUNE QUASAR PPN                                            | CUSIP: 936TNJII2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |           1 | PA      | $0.00         | 0.00%             | 2028-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/32 5.875                         | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    16000000 | PA      | $19624711.64  | 1.05%             | 2032-07-11      | Fixed         | 5.88%                 | 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        |    21249750 | PA      | $33157562.86  | 1.78%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| MYERS PARK CLO LTD 2018-1A                                                 | MYERS PARK CLO LTD MYERS 2018 1A SUB 144A                     | CUSIP: 62848GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13000000 | PA      | $3410914.91   | 0.18%             | 2030-10-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| FANNIE MAE REMICS 2021-59                                                  | FANNIE MAE FNR 2021 59 KI                                     | CUSIP: 3136BGB75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20254997 | PA      | $4847713.42   | 0.26%             | 2051-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE INTEREST STRIP 418                                              | FANNIEMAE STRIP FNS 418 C17                                   | CUSIP: 31395Q3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1997259 | PA      | $402272.93    | 0.02%             | 2043-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20270610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-389.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-3                                        | UPSTART SECURITIZATION TRUST UPST 2025 3 D 144A               | CUSIP: 91684FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8800000 | PA      | $8737701.28   | 0.47%             | 2035-09-20      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4037962 | PA      | $-4051144.39  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                               | FANNIE MAE   CAS CAS 2021 R03 1B2 144A                        | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8900000 | PA      | $9207673.00   | 0.49%             | 2041-12-25      | Floating      | 9.37%                 | 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        |      863918 | PA      | $550747.69    | 0.03%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-17013.65    | -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        |     -522767 | PA      | $-522889.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CPS AUTO SECURITIZATION TRUST 2025-1                                       | CPS AUTO TRUST CPS 2025 1 A 144A                              | CUSIP: 22411GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7818309 | PA      | $7941001.22   | 0.43%             | 2032-06-16      | Fixed         | 11.00%                | No            |                  3 | 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        |     8998704 | PA      | $8264217.18   | 0.44%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HARP FINCO LIMITED                                                         | HARP FINCO LIMITED GBP TERM LOAN                              | CUSIP: BA0008GH5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     5324914 | PA      | $7048066.38   | 0.38%             | 2032-03-27      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| ECUADOR GOVT                                                               | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR               | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2570059 | PA      | $2271932.16   | 0.12%             | 2035-07-31      | Variable      | 6.90%                 | 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        |     3800000 | PA      | $4332220.61   | 0.23%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2018-CBM                                                       | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM E 144A          | CUSIP: 05549RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1530233.25   | 0.08%             | 2037-07-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2022-NQM2                                                       | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 NQM2 B3 144A           | CUSIP: 12664VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9126229 | PA      | $1262611.94   | 0.07%             | 2067-02-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| BCP TRUST 2021-330N                                                        | BCP TRUST BCP 2021 330N D 144A                                | CUSIP: 05553BAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $1160200.00   | 0.06%             | 2038-06-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| DROP MORTGAGE TRUST 2021-FILE                                              | DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE D 144A           | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $4666364.45   | 0.25%             | 2043-10-15      | Floating      | 6.61%                 | 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        |     7700000 | PA      | $8342019.52   | 0.45%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6362812 | PA      | $-6377287.91  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -9499887 | PA      | $-9534922.72  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                      | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A F 144A            | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2417047 | PA      | $2493969.77   | 0.13%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                          | VERUS SECURITIZATION TRUST VERUS 2023 8 B1 144A               | CUSIP: 92540DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4538000 | PA      | $4611238.78   | 0.25%             | 2068-12-25      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                      | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     9700000 | PA      | $9513905.50   | 0.51%             | 2032-09-15      | Floating      | 7.72%                 | 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        |     8750535 | PA      | $7339511.30   | 0.39%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -201093 | PA      | $-201051.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2234208 | PA      | $-2242571.91  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 07/30 7.5                   | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1050235.55   | 0.06%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                      | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A G 144A            | CUSIP: 80290CCP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2132343 | PA      | $2224819.30   | 0.12%             | 2032-06-15      | Fixed         | 13.03%                | No            |                  2 | On Loan: No      |
| CRSNT TRUST 2021-MOON                                                      | CRSNT TRUST CRSNT 2021 MOON F 144A                            | CUSIP: 22877LAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6873166.30   | 0.37%             | 2036-04-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375          | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2000000 | PA      | $2418773.11   | 0.13%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                                             | BONANZA RE LTD UNSECURED 144A 01/27 VAR                       | CUSIP: 09785EAR2<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $336000.00    | 0.02%             | 2027-01-08      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1974000 | PA      | $1952968.79   | 0.10%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4681867 | PA      | $-4697345.58  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-48329.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS E 144A                                 | CUSIP: 990ABJRU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     6100000 | PA      | $4070835.20   | 0.22%             | 2057-12-30      | Floating      | 7.56%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | US TREASURY N/B 08/45 4.875                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      935000 | PA      | $944350.00    | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GREAT HALL MORTGAGES PLC 2007-2X                                           | GREAT HALL MORTGAGES PLC GHM 2007 2X EA REGS                  | CUSIP: G41577BG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     1940000 | PA      | $2565386.65   | 0.14%             | 2039-06-18      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 01/36 8.375                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      520000 | PA      | $535491.17    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PALM RE LTD                                                                | PALM RE LTD UNSECURED 144A 06/32 VAR                          | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $313680.00    | 0.02%             | 2032-06-07      | Floating      | 11.37%                | 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        |     4500000 | PA      | $4528026.99   | 0.24%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                        | NEW IMMO HOLDING SA SR UNSECURED REGS 07/27 3.25              | CUSIP: ACI1NZ8Z5<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2351781.52   | 0.13%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR TRUST 2022-DNA1                                          | FREDDIE MAC   STACR STACR 2022 DNA1 B2 144A                   | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4800000 | PA      | $5056741.92   | 0.27%             | 2042-01-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                | SES S A COMMON STOCK                                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      652149 | NS      | $10135373.68  | 0.54%             |  |  |  | No            |                  3 | 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      | $753079.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                  | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    10733000 | PA      | $7448702.00   | 0.40%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260102                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $33182.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1222247 | PA      | $-1437243.68  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                     | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 F 144A             | CUSIP: 78432WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $7920112.00   | 0.42%             | 2038-05-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                | URSA RE LTD UNSECURED 144A 12/28 VAR                          | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $2079800.00   | 0.11%             | 2028-12-07      | Floating      | 12.81%                | 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        |      750373 | PA      | $753731.81    | 0.04%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| ARMOR RE II LTD                                                            | ARMOR RE II LTD UNSECURED 144A 01/32 VAR                      | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $264375.00    | 0.01%             | 2032-01-07      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260113                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $830.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -11306227 | PA      | $-11318381.68 | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 02/26 0.00000                                   | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      393000 | PA      | $390961.53    | 0.02%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $13197.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $367.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                        | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF D 144A               | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2487904.50   | 0.13%             | 2035-04-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF E 144A           | CUSIP: 61691KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3357000 | PA      | $3231920.53   | 0.17%             | 2034-11-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-20852.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                      | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    16203968 | PA      | $157842852.74 | 8.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260109                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $62029.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE RIDGE RE LTD                                                          | BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR                    | CUSIP: 096003AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.01%             | 2029-01-08      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                       | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      600000 | PA      | $14054.89     | 0.00%             | 2026-05-20      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -26636436 | PA      | $-26836378.16 | -1.44%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                        | LUXCO3 SHARES COMMON STOCK                                    | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      544081 | NS      | $9598552.96   | 0.51%             |  |  |  | Yes           |                  3 | 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        |    14515586 | PA      | $15006534.13  | 0.81%             | 2029-05-30      | Floating      | 9.84%                 | No            |                  3 | 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      | $128393.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP 2025 FIXED TERM LOAN                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2850000 | PA      | $2845411.50   | 0.15%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CERBA HEALTHCARE (CHROME BIDCO)                                            | CERBA HEALTHCARE SAS 2021 EUR TERM LOAN B                     | CUSIP: 937NEWII5<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |    10900000 | PA      | $9515542.61   | 0.51%             | 2028-06-30      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS GROUP AG REG COMMON STOCK USD.1                           | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |        5143 | NS      | $237475.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PETROLEOS MEXICANOS (PEMEX) LA SP CBK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-201716.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                | URSA RE LTD UNSECURED 144A 02/28 VAR                          | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |      900000 | PA      | $917775.00    | 0.05%             | 2028-02-22      | Floating      | 11.12%                | 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        |     2900000 | PA      | $2898457.81   | 0.16%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $6243.55      | 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        |     5863548 | PA      | $5889794.12   | 0.32%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| IBEX TOPCO BV                                                              | STEINHOFF CVR                                                 | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |   115240755 | NS      | $135.43       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $5734.52      | 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      | $-2353731.05  | -0.13%            |  |  |  | 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        |     8521463 | PA      | $8530325.36   | 0.46%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/28 4.625              | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $371849.16    | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                | TRINITY SQUARE TRINI 2021 1A ER                               | CUSIP: ACI2NNDQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     4682000 | PA      | $6317455.77   | 0.34%             | 2059-07-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.50000 12/21/22-30Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $9124521.16   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 12/21/22-30Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $10786080.62  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-838.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO JPM CHASE                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3748500 | PA      | $-3757902.49  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260617                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-78.70       | -0.00%            |  |  |  | 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        |    14600000 | PA      | $14431490.01  | 0.77%             | 2026-07-01      | Fixed         | 7.75%                 | 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        |    12470412 | PA      | $12086051.94  | 0.65%             | 2030-03-22      | Fixed         | 5.38%                 | 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        |    15750000 | PA      | $15435000.00  | 0.83%             | 2030-09-25      | Floating      | 9.72%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4852000 | PA      | $4803663.65   | 0.26%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260505                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-857.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-2                                       | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 3A1                | CUSIP: 863579U71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3471910 | PA      | $3396625.49   | 0.18%             | 2036-03-25      | Variable      | 5.24%                 | 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        |     1520000 | PA      | $1531162.50   | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 E 144A         | CUSIP: 46653DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $3811102.65   | 0.20%             | 2036-03-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                               | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000            | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     6200000 | PA      | $5313400.00   | 0.29%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | CITIGROUP REVERSE REPO                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8203589 | PA      | $-8283190.18  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| FREED ABS TRUST 2020-3FP                                                   | FREED ABS TRUST FREED 2020 3FP CERT 144A                      | CUSIP: 35634LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4226 | PA      | $294.89       | 0.00%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -15046460 | PA      | $-15207758.05 | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF14                                          | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6               | CUSIP: 32027LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5953591 | PA      | $5020026.02   | 0.27%             | 2036-10-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| COMETE HOLDING                                                             | COMEXPOSIUM 2019 EUR TERM LOAN B                              | CUSIP: 964NDFII9<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    17436015 | PA      | $24998781.67  | 1.34%             | 2026-03-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ENCORE CREDIT RECEIVABLES TRUST 2005-3                                     | ENCORE CREDIT RECEIVABLES TRUS ECR 2005 3 M7                  | CUSIP: 29256PAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6319326 | PA      | $5846374.11   | 0.31%             | 2035-10-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -15233341 | PA      | $-15342936.59 | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260707                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-236.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT DFL 144A        | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5012000 | PA      | $2631350.12   | 0.14%             | 2033-07-05      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 MONTH SOFR FUT  MAR26 XCME 20260616                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -36 | NC      | $120391.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA NEW EQUITY                                             | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      947048 | NS      | $36683741.39  | 1.97%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 2ND LIEN TERM LOAN                      | CUSIP: 31772YAB2<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      900000 | PA      | $883872.00    | 0.05%             | 2033-09-15      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-1                                       | MILL CITY MORTGAGE TRUST MCMLT 2017 1 X 144A                  | CUSIP: 59981HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    98518881 | PA      | $378411.02    | 0.02%             | 2058-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE 2017-280P MORTGAGE TRUST                                   | 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P F 144A           | CUSIP: 90205FAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4750000 | PA      | $4639704.53   | 0.25%             | 2034-09-15      | Floating      | 6.90%                 | 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      | $-6133.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260304                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $32635.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3558351 | PA      | $-3581109.70  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-OP2                                               | ACE SECURITIES CORP. ACE 2006 OP2 M1                          | CUSIP: 00441YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25170165 | PA      | $20977499.79  | 1.13%             | 2036-08-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-5011.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3687285 | PA      | $-3733797.95  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3453684 | PA      | $-3460971.27  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 02/26 0.00000                                   | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $299066.32    | 0.02%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                              | AMSURG EQUITY EQTYAS910                                       | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1571862 | NS      | $70598158.74  | 3.79%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1613673 | PA      | $952067.07    | 0.05%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260602                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-134.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -46570722 | PA      | $-46729994.22 | -2.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8201248 | PA      | $-8279754.45  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5144                                                    | FREDDIE MAC FHR 5144 GI                                       | CUSIP: 3137H26C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7951611 | PA      | $1060449.94   | 0.06%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-2894.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                      | SYNIVERSE PFD PIK PFDJJZ917                                   | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     9101659 | NS      | $8832004.38   | 0.47%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2025 EUR EXT TERM LOAN B14                   | CUSIP: BA000QF86<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |       76232 | PA      | $89787.76     | 0.00%             | 2031-05-31      | Floating      | 8.89%                 | 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        |    25000000 | PA      | $2411677.50   | 0.13%             | 2047-06-01      | None          | 0.00%                 | 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        |       67056 | PA      | $37551.44     | 0.00%             | 2029-04-22      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| GREENGROVE RE LTD                                                          | GREENGROVE RE LTD UNSECURED 144A 04/32 VAR                    | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $312150.00    | 0.02%             | 2032-04-08      | Floating      | 11.55%                | No            |                  2 | On Loan: No      |
| CSMC TRUST 2022-NQM2                                                       | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 NQM2 XS 144A           | CUSIP: 12664VAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   336231395 | PA      | $99558.12     | 0.01%             | 2067-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5080                                                    | FREDDIE MAC FHR 5080 IG                                       | CUSIP: 3137FXUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4851755 | PA      | $1158538.34   | 0.06%             | 2048-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -3781623 | PA      | $-5115820.59  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                       | EAST LANE RE VII LTD SR UNSECURED 144A 03/32 VAR              | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      450000 | PA      | $449862.66    | 0.02%             | 2032-03-31      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6638000 | PA      | $6581175.33   | 0.35%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF AMERICA REVERSE REPO                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -683244 | PA      | $-684137.53   | -0.04%            |  |  |  | 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        |     3984500 | PA      | $3738775.89   | 0.20%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N1                                     | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N1 R 144A           | CUSIP: 14687D102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10050 | PA      | $836124.40    | 0.04%             | 2028-01-10      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                       | COLLEGE AVE STUDENT LOANS CASL 2024 A D 144A                  | CUSIP: 19424RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1971000 | PA      | $2103633.32   | 0.11%             | 2054-06-25      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6071280 | PA      | $-6092529.48  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                  | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      900000 | PA      | $964350.00    | 0.05%             | 2026-06-08      | Floating      | 20.81%                | 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        |    21202000 | PA      | $19741978.55  | 1.06%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3033462 | PA      | $-3043210.64  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTAUK POINT CDO LTD 2006-2A                                              | MONTAUK POINT CDO LTD MNPT 2006 2A A1J 144A                   | CUSIP: 612181AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4400000 | PA      | $0.04         | 0.00%             | 2046-04-06      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                | ION PLATFORM FINANCE US SR SECURED 144A 09/32 7.875           | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      500000 | PA      | $475053.66    | 0.03%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR6                                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR6 1A1              | CUSIP: 17309RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      978830 | PA      | $883977.43    | 0.05%             | 2036-08-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6                                 | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TC 144A        | CUSIP: 05492TBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $1983431.10   | 0.11%             | 2053-02-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF AMERICA REVERSE REPO                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2485823 | PA      | $-2488937.06  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                               | ALAMO RE LTD UNSECURED 144A 06/27 VAR                         | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |      550000 | PA      | $585420.00    | 0.03%             | 2027-06-07      | Floating      | 12.01%                | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-1                                       | MILL CITY MORTGAGE TRUST MCMLT 2017 1 XS 144A                 | CUSIP: 59981HAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    98518881 | PA      | $235450.27    | 0.01%             | 2058-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR15                                       | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1             | CUSIP: 94985AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163698 | PA      | $157212.70    | 0.01%             | 2036-10-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 F 144A         | CUSIP: 46653DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $106866.34    | 0.01%             | 2036-03-15      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3430.84     | -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      | $31652.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -3592957 | PA      | $-4888869.85  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260406                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $14050.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -915977 | PA      | $-917699.03   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |   -22268988 | PA      | $-26396203.96 | -1.42%            |  |  |  | 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        |     9500894 | PA      | $6650625.80   | 0.36%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                       | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    79200000 | PA      | $1843676.06   | 0.10%             | 2028-05-17      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                              | CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 01/28 5.5            | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     1740000 | PA      | $1722997.59   | 0.09%             | 2028-01-15      | Fixed         | 5.50%                 | 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        |     7140700 | PA      | $6123150.25   | 0.33%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                      | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375        | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3450680.55   | 0.19%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260312                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $57643.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDL 2006-BC4                                   | SPECIALTY UNDERWRITING + RESID SURF 2006 BC4 A2C              | CUSIP: 84751YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21219233 | PA      | $7346342.37   | 0.39%             | 2037-09-25      | Floating      | 4.15%                 | 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        |     5139834 | PA      | $4844294.01   | 0.26%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MYERS PARK CLO LTD 2018-1A                                                 | FEE0009J9 MYERS 2018 1A SUB FEE                               | CUSIP: 937ZOKII3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13000000 | PA      | $1550.90      | 0.00%             | 2030-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PROJECT QUASAR HOLDCO SLU                                                  | PROJECT QUASAR PLEDGCO SLU 2022 EUR TERM LOAN A1              | CUSIP: 944ZSGII9<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     5719055 | PA      | $6581594.28   | 0.35%             | 2026-04-17      | Floating      | 5.18%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                                    | FREDDIE MAC FHR 5115 IM                                       | CUSIP: 3137H0ZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6440324 | PA      | $1201311.64   | 0.06%             | 2051-06-25      | Fixed         | 4.00%                 | 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        |     1510345 | PA      | $1562897.79   | 0.08%             | 2029-06-01      | Floating      | 9.64%                 | 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      | $-1928.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                      | BBCCRE TRUST BBCCR 2015 GTP E 144A                            | CUSIP: 05490TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16650000 | PA      | $12166662.83  | 0.65%             | 2033-08-10      | Variable      | 4.56%                 | No            |                  2 | 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        |      196218 | PA      | $214210.55    | 0.01%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                    | VALE SA SUBORDINATED 12/49 VAR                                | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   340000000 | PA      | $25749349.88  | 1.38%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B11                           | CUSIP: BA000QF29<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      384068 | PA      | $380419.09    | 0.02%             | 2028-04-30      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG             | CUSIP: 952NPL005<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      600000 | PA      | $177000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5039                                                    | FREDDIE MAC FHR 5039 JI                                       | CUSIP: 3137F63T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12315867 | PA      | $1310687.83   | 0.07%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-76.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                              | MRCD MORTGAGE TRUST MRCD 2019 PARK F 144A                     | CUSIP: 55348UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15715000 | PA      | $10607625.00  | 0.57%             | 2036-12-15      | Fixed         | 2.72%                 | 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        |    44645675 | PA      | $18319848.63  | 0.98%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260528                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-635.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 03/32 VAR                        | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $260200.00    | 0.01%             | 2032-03-13      | Floating      | 11.87%                | No            |                  2 | On Loan: No      |
| ALTICE SA                                                                  | ALTICE HOLDINGS 1 12/99 0                                     | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |       37628 | NS      | $624613.51    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 10/30 4.75                   | CUSIP: ACI30QTM2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     6622860 | PA      | $7337992.66   | 0.39%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                      | ASTON MARTIN CAPITAL HOL SR SECURED REGS 03/29 10.375         | CUSIP: ACI2N9Q99<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     3924000 | PA      | $4841289.31   | 0.26%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AQ2                        | BEAR STEARNS ASSET BACKED SECU BSABS 2007 AQ2 A4              | CUSIP: 073857AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6306798 | PA      | $5784634.28   | 0.31%             | 2037-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| ATLAS RE LIMITED                                                           | ATLAS RE LIMITED ATLAS RE LTD SIDECAR                         | CUSIP: 956BLH000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         140 | NS      | $14111411.99  | 0.76%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-HE3                                      | MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M6                   | CUSIP: 61744CSL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9845378 | PA      | $8097456.32   | 0.43%             | 2035-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4661546 | PA      | $-4677861.41  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                            | ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR                   | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $268925.00    | 0.01%             | 2031-05-07      | Floating      | 13.79%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1382353 | PA      | $-1383477.89  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECUR CORP 2006-OPT1                                      | STRUCTURED ASSET SECURITIES CO SASC 2006 OPT1 M1              | CUSIP: 86359UAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18387526 | PA      | $15737513.87  | 0.84%             | 2036-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1706.69     | -0.00%            |  |  |  | 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        |     4200000 | PA      | $5729382.91   | 0.31%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -35556736 | PA      | $-35714972.93 | -1.92%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR                 | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $530750.00    | 0.03%             | 2031-05-13      | Floating      | 16.33%                | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                             | POLARIS NEWCO, LLC USD TERM LOAN B                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    26274982 | PA      | $25398185.38  | 1.36%             | 2028-06-02      | Floating      | 7.85%                 | 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        |      520000 | PA      | $510471.21    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1907400 | PA      | $-1911383.29  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1509648 | PA      | $-1778700.86  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GUARDIAN BIDCO INC                                                         | GUARDIAN DELAYED DRAW TERM LOAN A                             | CUSIP: BA000P6T2<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |      700000 | PA      | $700000.00    | 0.04%             | 2032-08-29      | Fixed         | 1.00%                 | No            |                  3 | 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        |      900000 | PA      | $985950.00    | 0.05%             | 2026-06-08      | Floating      | 26.38%                | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                            | COMISION EJ HI RIO LEMPA GOVT GUARANT REGS 01/33 8.65         | CUSIP: P3012UAA4<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1400000 | PA      | $1503600.00   | 0.08%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-26187.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1737802 | PA      | $1042681.20   | 0.06%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-96                                                  | FANNIE MAE FNR 2020 96 IB                                     | CUSIP: 3136BDWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5676510 | PA      | $961148.41    | 0.05%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       51680 | NS      | $6718.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                       | INTEGRITY RE III UNSECURED 144A 06/27 VAR                     | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $345450.00    | 0.02%             | 2027-06-06      | Floating      | 29.30%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -21545156 | PA      | $-21612466.62 | -1.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-80                                                  | FANNIE MAE FNR 2020 80 IP                                     | CUSIP: 3136BCYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8993406 | PA      | $1288618.36   | 0.07%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-99                                                  | FANNIE MAE FNR 2020 99 QI                                     | CUSIP: 3136BDHS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3542567 | PA      | $602801.10    | 0.03%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2                          | SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3               | CUSIP: 81376VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1327867 | PA      | $842203.77    | 0.05%             | 2036-03-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -9971070 | PA      | $-9975108.28  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                      | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A E 144A            | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1042392 | PA      | $1060186.21   | 0.06%             | 2032-06-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SYNIVERSE HOLDINGS LLC TL TRS BKL BPS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2562210.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENWOOD PARK CLO LTD 2018-1A                                             | FEE0009H3 GRNPK 2018 A SUB FEE                                | CUSIP: 937ZNKII4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27000000 | PA      | $1456.92      | 0.00%             | 2031-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC REMICS 5068                                                    | FREDDIE MAC FHR 5068 GI                                       | CUSIP: 3137F8PA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7024853 | PA      | $773694.13    | 0.04%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -5339100 | PA      | $-6309296.15  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS F 144A                                 | CUSIP: 990ABJSF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     6800000 | PA      | $4537980.23   | 0.24%             | 2057-12-30      | Floating      | 8.64%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -16094795 | PA      | $-16147237.07 | -0.87%            |  |  |  | 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        |     4164000 | PA      | $2456760.00   | 0.13%             | 2029-04-09      | Floating      | 15.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-2557.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 MONTH SOFR FUT  DEC25 XCME 20260317                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -38 | NC      | $145956.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6543360 | PA      | $-6546064.59  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -5751936 | PA      | $-6771739.31  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2005-3                                                     | FIRST NLC TRUST FNLC 2005 3 M2                                | CUSIP: 32113JBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8859338 | PA      | $7976600.36   | 0.43%             | 2035-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-11                                      | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 11 2A3               | CUSIP: 007036VC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5960428 | PA      | $3762234.97   | 0.20%             | 2036-02-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN     | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |    39500160 | PA      | $45651862.96  | 2.45%             | 2029-12-31      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      313000 | PA      | $310978.27    | 0.02%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260311                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-30.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-132                                                 | FANNIE MAE FNR 2012 132 IK                                    | CUSIP: 3136AAPX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1100726 | PA      | $72794.99     | 0.00%             | 2032-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -698750 | PA      | $-704750.32   | -0.04%            |  |  |  | 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      | $41243.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC TERM LOAN                                 | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     2630196 | PA      | $2652789.72   | 0.14%             | 2032-01-30      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                    | QUIDELORTHO CORP TERM LOAN                                    | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     1396500 | PA      | $1397589.27   | 0.07%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2022-NQM2                                                       | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 NQM2 AIOS 144A         | CUSIP: 12664VAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   336231395 | PA      | $124153.44    | 0.01%             | 2067-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1083084 | PA      | $-1275638.76  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)   | TOUCAN FINCO LTD/CAN/US SR SECURED REGS 05/30 8.25            | CUSIP: ACI2WX3R1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    12200000 | PA      | $13864496.04  | 0.74%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260713                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-308.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                     | CUSIP: BA000K747<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |      381818 | PA      | $380942.43    | 0.02%             | 2032-08-26      | Floating      | 0.63%                 | No            |                  3 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2007-HE2                                     | ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A4              | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7463925 | PA      | $5408737.63   | 0.29%             | 2037-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -12879648 | PA      | $-12934325.69 | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CHF BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-1417.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -645390 | PA      | $-761396.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4731                                                    | FREDDIE MAC FHR 4731 QS                                       | CUSIP: 3137FBQG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      174043 | PA      | $27638.81     | 0.00%             | 2047-11-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2007-OA6                                                 | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A               | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1744546 | PA      | $1496674.78   | 0.08%             | 2047-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED REGS 10/30 8.5                            | CUSIP: ACI2VMKZ9<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      542526 | PA      | $670181.40    | 0.04%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1392117 | PA      | $-1397154.47  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8048250 | PA      | $-8152892.68  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED REGS 03/35 5.1                | CUSIP: X5424XCG1<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |      200000 | PA      | $0.00         | 0.00%             | 2035-03-28      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR                | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1013511 | PA      | $483951.50    | 0.03%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2010-R8 TRUST                                      | BANC OF AMERICA FUNDING CORPOR BAFC 2010 R8 1A4 144A          | CUSIP: 05956GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264187 | PA      | $149953.70    | 0.01%             | 2036-05-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1                              | GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 X 144A          | CUSIP: 36261WAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   151599035 | PA      | $4693021.01   | 0.25%             | 2060-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -12669200 | PA      | $-12957751.57 | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-2281.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-126.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                               | ALAMO RE LTD UNSECURED 144A 06/26 VAR                         | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $261125.00    | 0.01%             | 2026-06-08      | Floating      | 15.46%                | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                     | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A             | CUSIP: 78432WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18000000 | PA      | $17879635.80  | 0.96%             | 2038-05-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1                              | GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 AIOS 144A       | CUSIP: 36261WAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   130450047 | PA      | $1048159.60   | 0.06%             | 2060-12-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-92                                                  | FANNIE MAE FNR 2020 92 MI                                     | CUSIP: 3136BCK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9252454 | PA      | $1269554.21   | 0.07%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1965220 | PA      | $-1970570.31  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2004-1                                     | AAMES MORTGAGE INVESTMENT TRUS AMIT 2004 1 M7                 | CUSIP: 00252FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4051658.00   | 0.22%             | 2035-01-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5087                                                    | FREDDIE MAC FHR 5087 IL                                       | CUSIP: 3137FFMC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10059048 | PA      | $1638835.19   | 0.09%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                       | VASA TRUST VASA 2021 VASA F 144A                              | CUSIP: 92230AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6079188.50   | 0.33%             | 2039-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                        | NATURE COAST RE LTD UNSECURED 144A 04/33 VAR                  | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $259750.00    | 0.01%             | 2033-04-10      | Floating      | 13.33%                | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                               | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                  | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |    18600000 | PA      | $20711246.31  | 1.11%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| LONGLEAF PINE RE LTD                                                       | LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR                 | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      280000 | PA      | $307874.00    | 0.02%             | 2031-05-27      | Floating      | 21.52%                | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                              | BSST MORTGAGE TRUST BSST 2021 1818 F 144A                     | CUSIP: 07403PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7125000 | PA      | $997329.71    | 0.05%             | 2036-03-15      | Floating      | 8.32%                 | 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        |     1968750 | PA      | $1949062.50   | 0.10%             | 2030-09-25      | Floating      | 1.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | JPM CHASE REVERSE REPO EUR ZCP                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -155474 | PA      | $-182713.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-2                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M6                | CUSIP: 64352VKY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17591416 | PA      | $18130165.86  | 0.97%             | 2035-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260316                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $57535.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                      | CUSIP: 73110JAB8<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |     1800000 | PA      | $1878120.00   | 0.10%             | 2027-01-07      | Floating      | 16.84%                | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 C7 805A 144A         | CUSIP: 17328CBK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $505184.55    | 0.03%             | 2072-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5627456 | PA      | $-5637935.58  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -9846143 | PA      | $-11592534.42 | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 08/29 11                           | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 37406000000 | PA      | $9361748.57   | 0.50%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MIZUHO SECURITIES                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -10892708 | PA      | $-10916284.94 | -0.59%            |  |  |  | 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        |     8100000 | PA      | $8158597.43   | 0.44%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC REVOLVER                                | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1807539 | PA      | $1792292.41   | 0.10%             | 2029-12-10      | Floating      | 0.23%                 | No            |                  2 | 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      | $-201312.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF AMERICA REVERSE REPO                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1459372 | PA      | $-1461362.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-1                          | FREDDIE MAC   SCRT SCRT 2021 1 M 144A                         | CUSIP: 35563PWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6150933 | PA      | $5961079.73   | 0.32%             | 2060-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -105492 | PA      | $-125044.12   | -0.01%            |  |  |  | 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        |     7950000 | PA      | $8484025.35   | 0.46%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1396230 | PA      | $-1410499.47  | -0.08%            |  |  |  | No            |                  2 | 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        |    23500000 | PA      | $24546351.60  | 1.32%             | 2041-10-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                       | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   396200000 | PA      | $9219251.48   | 0.49%             | 2028-09-06      | Fixed         | 41.72%                | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                  | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      300000 | PA      | $313095.00    | 0.02%             | 2032-06-07      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                               | CORESTATE CAPITAL HOLDING COMMON STOCK                        | CUSIP: ACI2J2G58<br>LEI: 529900GNB86RB7HRX793 | Long             | EC               | CORP              | LU        |      632951 | NS      | $0.74         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING 2014-R7 TRUST 2014-R7                              | BANC OF AMERICA FUNDING CORPOR BAFC 2014 R7 2A2 144A          | CUSIP: 05963SAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3863302 | PA      | $2866670.90   | 0.15%             | 2036-09-26      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2551750 | PA      | $-2556185.93  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                       | EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR                 | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      300000 | PA      | $305550.00    | 0.02%             | 2026-03-31      | Floating      | 12.54%                | 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        |     8099034 | PA      | $3004970.54   | 0.16%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                       | INTEGRITY RE III UNSECURED 144A 06/28 VAR                     | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $422160.00    | 0.02%             | 2028-06-06      | Floating      | 16.05%                | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2020-2A                                             | MARLETTE FUNDING TRUST MFT 2020 2A CERT 144A                  | CUSIP: 57108R101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37840 | PA      | $44976.12     | 0.00%             | 2030-09-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                  | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      400000 | PA      | $418820.00    | 0.02%             | 2032-06-07      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-3Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $5556803.97   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC            | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5           | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26904000 | PA      | $25864612.12  | 1.39%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS M 144A                                 | CUSIP: 990ABJSM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     6100000 | PA      | $4070835.20   | 0.22%             | 2057-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1413.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260306                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $40818.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO (VZ SECURED FINANCING BV)                                            | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5             | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $4563260.10   | 0.24%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/29 8                  | CUSIP: ACI1H0020<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1900000 | PA      | $1857662.93   | 0.10%             | 2029-11-26      | Fixed         | 8.00%                 | 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        |     3100000 | PA      | $3069976.50   | 0.16%             | 2028-10-30      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| GREENWOOD PARK CLO LTD 2018-1A                                             | GREENWOOD PARK CLO, LTD GRNPK 2018 1A SUB 144A                | CUSIP: 39729TAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    27000000 | PA      | $2430000.00   | 0.13%             | 2031-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 D 144A         | CUSIP: 46649JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1234177 | PA      | $1191911.22   | 0.06%             | 2035-02-15      | Floating      | 6.10%                 | 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        |    32089948 | PA      | $33052646.44  | 1.77%             | 2028-09-15      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 11/29 7.25                   | CUSIP: ACI30QTN0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      308040 | PA      | $360774.66    | 0.02%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECUR TR 2006-AM1                                       | MASTR ASSET BACKED SECURITIES MABS 2006 AM1 M2                | CUSIP: 57643LQE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6402789 | PA      | $5258587.22   | 0.28%             | 2036-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FUTBOL CLUB BARCELONA SL                                                   | ESPAI BRCA FNDO DE TITULZACION EUR TERM LOAN                  | CUSIP: 948FVAII8<br>LEI: 95980020140005871781 | Long             | LON              | CORP              | ES        |     6864270 | PA      | $9298635.49   | 0.50%             | 2028-05-31      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260225                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $90673.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -2030880 | PA      | $-2747083.12  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2909295 | PA      | $-2914827.51  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5058                                                    | FREDDIE MAC FHR 5058 I                                        | CUSIP: 3137F8XG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4209943 | PA      | $352830.29    | 0.02%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1579.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-2                          | FREDDIE MAC   SCRT SCRT 2021 2 BXS 144A                       | CUSIP: 35563P4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5399764 | PA      | $3967225.86   | 0.21%             | 2060-11-25      | Variable      | 11.94%                | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                     | THE HUNTINGTON NATIONAL BANK HACLN 2024 2 D 144A              | CUSIP: 44644NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      611444 | PA      | $619122.34    | 0.03%             | 2032-10-20      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2827092 | PA      | $-2835273.57  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2005-FF11                                          | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF11 M3               | CUSIP: 362341YH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8077612 | PA      | $7668591.16   | 0.41%             | 2035-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260224                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $12565.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1                              | GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 B 144A          | CUSIP: 36261WAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34467608 | PA      | $23515515.18  | 1.26%             | 2060-12-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 C7 805B 144A         | CUSIP: 17328CBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4750000 | PA      | $1172407.35   | 0.06%             | 2072-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                        | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF E 144A               | CUSIP: 04410RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8700000 | PA      | $8655363.78   | 0.46%             | 2035-04-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                                              | PENNYMAC CORP COMPANY GUAR 03/26 5.5                          | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |    24225000 | PA      | $24261337.50  | 1.30%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B13                           | CUSIP: BA000QF03<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     4200000 | PA      | $4173771.00   | 0.22%             | 2029-05-14      | Floating      | 9.36%                 | 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      | $2728.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4999                                                    | FREDDIE MAC FHR 4999 DS                                       | CUSIP: 3137FV3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6374083 | PA      | $702128.22    | 0.04%             | 2043-03-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -998468 | PA      | $-998932.14   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2093320.53   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4595351 | PA      | $-4603686.97  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WELLS FARGO 00/00 VAR                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7734405 | PA      | $-7777227.85  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625              | CUSIP: 78307ADE0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     1000000 | PA      | $700000.00    | 0.04%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2089.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1                              | GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 SA 144A         | CUSIP: 36261WAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136558 | PA      | $130668.83    | 0.01%             | 2060-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-4                          | FREDDIE MAC   SCRT SCRT 2017 4 BIO 144A                       | CUSIP: 35563PDN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5116913 | PA      | $997723.77    | 0.05%             | 2057-06-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                | TRINITY SQUARE TRINI 2021 1A XR 144A                          | CUSIP: ACI2NNDR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     2388554 | PA      | $3226092.16   | 0.17%             | 2059-07-15      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-568.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR                | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      713740 | PA      | $405047.45    | 0.02%             | 2036-02-01      | Variable      | 0.00%                 | 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        |     9600000 | PA      | $8942363.52   | 0.48%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 07/32 6.875                  | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2090300 | PA      | $2005850.58   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5761112 | PA      | $-5774502.62  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2016-1                                       | MILL CITY MORTGAGE TRUST MCMLT 2016 1 X 144A                  | CUSIP: 59980TAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   126978628 | PA      | $3806539.92   | 0.20%             | 2057-04-25      | Variable      | 0.00%                 | 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        |     8763750 | PA      | $9276341.74   | 0.50%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2952.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/29 9.5                | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $608215.91    | 0.03%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-193.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $2005.55      | 0.00%             |  |  |  | No            |                  2 | 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      | $7807796.06   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-7180.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 02/32 7.75                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    31500000 | PA      | $32457915.00  | 1.74%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2021-4A                                | EXETER AUTOMOBILE RECEIVABLES EART 2021 4A R 144A             | CUSIP: 30165JAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12395 | PA      | $480345.26    | 0.03%             | 2033-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -10998511 | PA      | $-11034292.77 | -0.59%            |  |  |  | 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        |     7877449 | PA      | $7838573.79   | 0.42%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 03/32 VAR                        | CUSIP: 42815KAC6<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $257875.00    | 0.01%             | 2032-03-13      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST C 144A         | CUSIP: 46652DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $62510.70     | 0.00%             | 2036-12-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| COLT 2023-1 MORTGAGE LOAN TRUST                                            | COLT FUNDING LLC COLT 2023 1 B1 144A                          | CUSIP: 19688NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3288000 | PA      | $3307903.58   | 0.18%             | 2068-04-25      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $19009.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1776352 | PA      | $-1782890.95  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20290502                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $70353.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES SQUARE HOTEL TRUST                                                   | TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528        | CUSIP: 887367AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93771 | PA      | $94031.14     | 0.01%             | 2026-08-01      | Fixed         | 8.53%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1800000 | PA      | $1797702.73   | 0.10%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LONG WALK REINSURANCE LTD                                                  | LONG WALK REINSURANCE UNSECURED 144A 01/31 VAR                | CUSIP: 54289CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1700000 | PA      | $1711050.00   | 0.09%             | 2031-01-30      | Floating      | 13.83%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO ROYAL BANK OF CAN                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -841272 | PA      | $-844253.68   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMER STREET LTD 2005-1A                                                  | SUMMER STREET LTD SMSTR 2005 1A A1 144A                       | CUSIP: 86565MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    56060041 | PA      | $11970500.52  | 0.64%             | 2045-12-06      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                              | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 05/30 7.5            | CUSIP: ACI2FPJG4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1342271.73   | 0.07%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH EUR TERM LOAN B1                        | CUSIP: D255LZAB1<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |     5200000 | PA      | $5981180.35   | 0.32%             | 2030-03-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -723816 | PA      | $-850628.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX INDIA HOLDINGS CORPORATION                                         | FAIRFAX INDIA HOLDINGS SR UNSECURED 144A 02/28 5              | CUSIP: 303897AA0<br>LEI: 549300K2JHXU7AX7CV78 | Long             | DBT              | CORP              | CA        |    18350000 | PA      | $17644723.62  | 0.95%             | 2028-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC CAD TERM LOAN                             | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |      476197 | PA      | $349984.74    | 0.02%             | 2032-01-30      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260630                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-32.00       | -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      | $52660.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -19728000 | PA      | $-19794592.14 | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 8.5                            | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     4159368 | PA      | $5138057.44   | 0.28%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2273478 | PA      | $-2273478.25  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5093                                                    | FREDDIE MAC FHR 5093 PI                                       | CUSIP: 3137FYKD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4551555 | PA      | $770520.84    | 0.04%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 10                             | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     4214000 | PA      | $4446598.56   | 0.24%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                | TRINITY SQUARE TRINI 2021 1A ZR                               | CUSIP: ACI2NNDS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     6244000 | PA      | $9511350.53   | 0.51%             | 2059-07-15      | Floating      | 8.96%                 | 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        |     3500000 | PA      | $3549371.91   | 0.19%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KKR CLO 31 LTD 31A                                                         | KKR FINANCIAL CLO LTD KKR 31A SUB 144A                        | CUSIP: 48254MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $3503603.60   | 0.19%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                | TRINITY SQUARE TRINI 2021 1A HR 144A                          | CUSIP: ACI2NNDX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     7804000 | PA      | $9171922.49   | 0.49%             | 2059-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC JPY TERM LOAN                             | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    51045237 | PA      | $329168.55    | 0.02%             | 2032-01-30      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Dynamic Income Opportunities Fund

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer