# EDGAR Filing Document

**Accession Number:** 0001190935
**File Stem:** 0001190935-25-000029
**Filing Date:** 2025-8
**Character Count:** 350993
**Document Hash:** db167d8b7f65d90bb3d045c09778d69b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001190935-25-000029.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001190935-25-000029

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO CORPORATE & INCOME OPPORTUNITY FUND
- **CENTRAL INDEX KEY:** 0001190935

**ORGANIZATION NAME:**
- **EIN:** 466121513
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21238
- **FILM NUMBER:** 251277475

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO CORPORATE OPPORTUNITY FUND
- **DATE OF NAME CHANGE:** 20021022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO CORPORATE ADVANTAGE FUND
- **DATE OF NAME CHANGE:** 20020919

## 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 Corporate & Income Opportunity Fund

- **b. Investment Company Act file number:** 811-21238

- **c. CIK number of Registrant:** 0001190935

- **d. LEI of Registrant:** HDLWHPN6NOUBN66AS151

- **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:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2910810193.72

**Total Liabilities:** $670281012.76

**Net Assets:** $2240529180.96

**Delayed Delivery Securities:** $4106759.82

**Cash Not Reported:** $35944482.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 24309.631300 | **1-Year:** 2727.229300 | **5-Year:** 49511.571600 | **10-Year:** 51170.574000 | **30-Year:** -6173.332000

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

- **3-Month:** 210309.036200 | **1-Year:** 96641.155500 | **5-Year:** 186843.723800 | **10-Year:** 48439.591100 | **30-Year:** 2096.571500

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -4.26%               | 1.13%                | 2.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-26528749.20            | $4589738.88                                |
| Month 2  | $1793350.34              | $22166304.33                               |
| Month 3  | $3698461.94              | $15227180.09                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR               | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $1554750.00   | 0.07%             | 2031-05-13      | Floating      | 17.06%                | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                     | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     500000 | PA      | $12611.21     | 0.00%             | 2026-08-19      | Floating      | 48.80%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/20/23-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $745633.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | GRAY TELEVISION INC 2024 TERM LOAN B                        | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    7289000 | PA      | $7298767.26   | 0.33%             | 2029-05-23      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1195.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3151605 | PA      | $-3181075.08  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250708                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $11.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST-2004-11                                           | BEAR STEARNS ALT A TRUST BALTA 2004 11 2A2                  | CUSIP: 07386HMW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144934 | PA      | $140120.66    | 0.01%             | 2034-11-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5060                                                    | FREDDIE MAC FHR 5060 PI                                     | CUSIP: 3137F8A29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6256561 | PA      | $1039473.24   | 0.05%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2010-RR11                                                   | BCAP LLC TRUST BCAP 2010 RR11 6A2 144A                      | CUSIP: 05533JBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1998536 | PA      | $1385162.79   | 0.06%             | 2036-03-27      | Variable      | 3.84%                 | 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        |     280000 | PA      | $296240.00    | 0.01%             | 2031-02-26      | Floating      | 14.54%                | No            |                  2 | On Loan: No      |
| CALI MORTGAGE TRUST 2019-101C                                              | CALI MORTGAGE TRUST 2019 101C CALI 2019 101C A 144A         | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4726903.50   | 0.21%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2447.19     | -0.00%            |  |  |  | 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        |     332867 | PA      | $341996.08    | 0.02%             | 2036-01-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WEST MARINE NEW WARRANT WARRWM911                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       1687 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FREDDIE MAC REMICS 4182                                                    | FREDDIE MAC FHR 4182 HS                                     | CUSIP: 3137B0WN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68775 | PA      | $44790.41     | 0.00%             | 2043-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A7                                           | JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M                 | CUSIP: 46629DBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     317903 | PA      | $268390.50    | 0.01%             | 2037-01-25      | Floating      | 5.53%                 | 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        |   16538000 | PA      | $16323006.15  | 0.73%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.00 12/16/20-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $272502.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR              | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3663087 | PA      | $1831543.50   | 0.08%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-19                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2            | CUSIP: 02151AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6248222 | PA      | $2954669.45   | 0.13%             | 2037-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA 05/35 1                                             | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1550000 | PA      | $1589086.82   | 0.07%             | 2035-05-30      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR7                                      | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG           | CUSIP: 86361HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61189 | PA      | $53944.77     | 0.00%             | 2036-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2011-4                                        | RBSSP RESECURITIZATION TRUST RBSSP 2011 4 3A2 144A          | CUSIP: 74930PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3609000 | PA      | $1123904.31   | 0.05%             | 2036-10-27      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                                 | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                     | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15102140 | PA      | $20938743.61  | 0.93%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20250709                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-12217.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | INTESA SANPAOLO SPA 144A 11/33 7.2                          | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1400000 | PA      | $1572836.40   | 0.07%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-1                                            | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2             | CUSIP: 78473NAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     890632 | PA      | $822008.67    | 0.04%             | 2037-02-25      | Floating      | 6.62%                 | 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      | $-4622015.85  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2006-A1                                       | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1             | CUSIP: 59020U5W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1629434 | PA      | $807646.00    | 0.04%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2005-HE3               | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M6            | CUSIP: 04541GQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $273348.96    | 0.01%             | 2035-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/3.00 9/19/23-6Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-6727357.49  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20250729                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-6600.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTOR 2005-HE1                                   | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M3             | CUSIP: 59020UUY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79508 | PA      | $76011.25     | 0.00%             | 2036-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                               | FANNIE MAE   CAS CAS 2022 R04 1B2 144A                      | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $557323.55    | 0.02%             | 2042-03-25      | Floating      | 13.81%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.2* 9/15/23-3Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-841839.36   | -0.04%            |  |  |  | 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      | $-221726.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $8203664.71   | 0.37%             |  |  |  | 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        |   13000000 | PA      | $12470948.10  | 0.56%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2020-EYP                                                        | BFLD TRUST BFLD 2020 EYP E 144A                             | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4700000 | PA      | $61638.15     | 0.00%             | 2035-10-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                                             | BONANZA RE LTD UNSECURED 144A 01/26 VAR                     | CUSIP: 09785EAN1<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $211575.00    | 0.01%             | 2026-01-08      | Floating      | 4.30%                 | 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        |   30971075 | PA      | $20167547.02  | 0.90%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     784582 | PA      | $746221.82    | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S5                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10           | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1020684 | PA      | $443835.68    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250818                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $19674.73     | 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        |       8724 | NS      | $34896.00     | 0.00%             |  |  |  | Yes           |                  3 | 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        |    3750600 | PA      | $3211451.25   | 0.14%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF AMERICA REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -304688 | PA      | $-307358.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F+G ANNUITIES + LIFE INC F+G ANNUITIES + LIFE INC           | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $618990.38    | 0.03%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QLIK TECHNOLOGIES (PROJECT ALPHA INTERMEDIATE HOLDING INC)                 | PROJECT ALPHA INTERME HLDG INC 2025 2ND LIEN INC TL         | CUSIP: BA000BKS9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2700000 | PA      | $2689875.00   | 0.12%             | 2033-05-09      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2547946 | PA      | $-2562158.44  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                   | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                 | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     110000 | NS      | $98725.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERT 2006                                   | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11               | CUSIP: 225470P23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     904368 | PA      | $463940.09    | 0.02%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADAGIO VI CLO DAC VI-A                                                     | ADAGIO CLO ADAGI VI A SUB 144A                              | CUSIP: ACI0YQYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1746368 | PA      | $476432.52    | 0.02%             | 2031-04-30      | Variable      | 0.00%                 | 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        |    1500000 | PA      | $1558125.00   | 0.07%             | 2031-05-13      | Floating      | 15.81%                | 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      | $3297096.72   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ROMANIA EM SP BPS                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1300.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ABX.HE.AAA.06-2 SP GST                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-116199.03   | -0.01%            |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2009-6 2009-6                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 6 17A2 144A        | CUSIP: 17315JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8465674 | PA      | $4822207.74   | 0.22%             | 2036-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-1                                          | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 1 1A8             | CUSIP: 93935PAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2191468 | PA      | $1860919.12   | 0.08%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.4* 8/24/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $229911.74    | 0.01%             |  |  |  | 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        |    1300000 | PA      | $156000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F+G ANNUITIES + LIFE INC COMPANY GUAR 10/34 6.25            | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $396261.16    | 0.02%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-5                                            | BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2                   | CUSIP: 073873AK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1990851 | PA      | $911613.40    | 0.04%             | 2036-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-R11                                                    | BCAP LLC TRUST BCAP 2011 R11 32A7 144A                      | CUSIP: 05533FLT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1099105 | PA      | $1015992.36   | 0.05%             | 2036-02-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC REVOLVER                                | CUSIP: BA000FL00<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     763761 | PA      | $749749.04    | 0.03%             | 2032-01-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2390.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-2                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M4              | CUSIP: 64352VKW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     152861 | PA      | $160607.24    | 0.01%             | 2035-06-25      | Floating      | 5.38%                 | 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        |    1340000 | PA      | $1109320.74   | 0.05%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2007-6                                               | LEHMAN MORTGAGE TRUST LMT 2007 6 1A11                       | CUSIP: 52521NAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15725 | PA      | $13972.13     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                            | VALARIS LTD SECURED 144A 04/30 8.375                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   32291000 | PA      | $33155236.32  | 1.48%             | 2030-04-30      | Fixed         | 8.38%                 | 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        |   57891646 | PA      | $54948724.38  | 2.45%             | 2028-06-20      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC2                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A2D           | CUSIP: 59020U6M2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5788312 | PA      | $1144521.73   | 0.05%             | 2037-03-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                              | YINSON BERGENIA PRODUCTI YINSON BERGENIA PRODUCTI           | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    3900000 | PA      | $3952260.00   | 0.18%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $124639.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6          | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $2778750.00   | 0.12%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  152700000 | PA      | $2654039.61   | 0.12%             | 2036-06-01      | Fixed         | 10.75%                | 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        |    3469130 | PA      | $3696484.08   | 0.16%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                     | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  490700000 | PA      | $11835263.39  | 0.53%             | 2028-09-06      | Fixed         | 49.96%                | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                        | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85      | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      45000 | PA      | $40969.96     | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     765671 | PA      | $370002.85    | 0.02%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-97                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 97 WS               | CUSIP: 38375GYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     640553 | PA      | $72694.60     | 0.00%             | 2042-01-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250721                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-478380.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO TORONTO DOMINIO                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -382146 | PA      | $-384170.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD AUD BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-3925.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250711                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $12478.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.60 8/15/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1779418.65  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ABX.HE.AA.06-1 SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-485754.91   | -0.02%            |  |  |  | No            |                  3 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTOR 2005-HE1                                   | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M2             | CUSIP: 59020UUX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156694 | PA      | $156784.50    | 0.01%             | 2036-02-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                                                     | DAVINCIRE HOLDINGS LTD SR UNSECURED 144A 04/35 5.95         | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     600000 | PA      | $604133.14    | 0.03%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MTGE LOAN TRUST 2006-AMN1                                         | WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 AMN1 A3             | CUSIP: 92978EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2113079 | PA      | $699200.24    | 0.03%             | 2036-08-25      | Floating      | 4.91%                 | 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        |    8928677 | PA      | $8890060.30   | 0.40%             | 2030-12-19      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA SR SECURED 144A 02/27 8.125                | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $990830.50    | 0.04%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -569610 | PA      | $-569683.99   | -0.03%            |  |  |  | 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        |    2981165 | PA      | $2821553.81   | 0.13%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                | CRESCENT ENERGY FINANCE SR UNSECURED 144A 01/34 8.375       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4105368.58   | 0.18%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                            | PRP ADVISORS, LLC PRPM 2025 3 A1 144A                       | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     992565 | PA      | $998842.47    | 0.04%             | 2030-05-25      | Fixed         | 6.25%                 | 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        |   23466000 | PA      | $22007717.16  | 0.98%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                 | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7        | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2900000 | PA      | $855007.73    | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250709                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $45160.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-8                                        | BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4              | CUSIP: 05946XZ48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15226 | PA      | $15435.92     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                     | LUMEN TECHNOLOGIES INC 2024 EXTENDED TERM LOAN B2           | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   16009302 | PA      | $15833039.94  | 0.71%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                         | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327            | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $497582.65    | 0.02%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                             | BOI FINANCE BV 02/27 7.5                                    | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |    7100000 | PA      | $8536585.56   | 0.38%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC TERM LOAN B                           | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   15800000 | PA      | $15844398.00  | 0.71%             | 2031-12-09      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250811                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1620.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WMALT MTGE PASS-THRU CERT 2005-8                                           | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1            | CUSIP: 93934FDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     772574 | PA      | $609527.42    | 0.03%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | SCURALPHA 1503 GMBH USD TERM LOAN B1                        | CUSIP: D7001LAC7<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    8310651 | PA      | $7869688.22   | 0.35%             | 2030-03-29      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOEING CO/THE SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9889.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                  | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95               | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6881000 | PA      | $2112122.22   | 0.09%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                                  | BAUSCH + LOMB CORP SR SECURED 144A 01/31 VAR                | CUSIP: ACI2Y41M6<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2968873.57   | 0.13%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2020-EYP                                                        | BFLD TRUST BFLD 2020 EYP D 144A                             | CUSIP: 05493AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     930000 | PA      | $19520.24     | 0.00%             | 2035-10-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $830.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                    | CUSIP: 73110JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2298340.00   | 0.10%             | 2027-01-07      | Floating      | 17.55%                | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                     | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A          | CUSIP: 04965JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12835000 | PA      | $12429090.56  | 0.55%             | 2036-12-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2004-35T2                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5           | CUSIP: 12667FQ99<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     407083 | PA      | $339245.60    | 0.02%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                           | NEW YORK NY NYC 02/55 FIXED 6.385                           | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     850000 | PA      | $884547.06    | 0.04%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT AUD SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $2590.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-M1                                             | SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A                | CUSIP: 78447T103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8350 | PA      | $2999522.74   | 0.13%             | 2029-10-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2464391 | PA      | $-2468005.61  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOM REP CB NOTES NOTES 144A 12/25 13                        | CUSIP: 25714PER5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |  142400000 | PA      | $2386716.04   | 0.11%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                | WAYFAIR LLC SR SECURED 144A 10/29 7.25                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2908549.20   | 0.13%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20250718                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3565.78     | -0.00%            |  |  |  | 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        |    3000000 | PA      | $3069233.19   | 0.14%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-2                                            | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3             | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123477 | PA      | $59795.82     | 0.00%             | 2037-04-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                    | VALE SA SUBORDINATED 12/49 VAR                              | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  250000000 | PA      | $15932432.68  | 0.71%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-C                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A            | CUSIP: 78448R106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2737 | PA      | $711968.35    | 0.03%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-327923.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      28527 | NS      | $584803.50    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-6A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A        | CUSIP: 87331AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9232656 | PA      | $8309390.58   | 0.37%             | 2036-12-05      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA SR SECURED REGS 02/27 5.875                | CUSIP: ACI13Z7Z8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $744509.35    | 0.03%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $694397.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $212919.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1           | CUSIP: 02150QAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     543940 | PA      | $518265.61    | 0.02%             | 2037-06-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4300                                                    | FREDDIE MAC FHR 4300 SC                                     | CUSIP: 3137B82L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2207387 | PA      | $1784232.89   | 0.08%             | 2039-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-4520698.34  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OA5                                        | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B           | CUSIP: 93936RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45459 | PA      | $57539.23     | 0.00%             | 2047-05-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     561632 | PA      | $534172.41    | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 11.715 03/24/22-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-25103.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250728                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1128.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FBR SECURITIZATION TRUST 2005-5                                            | FBR SECURITIZATION TRUST FBRSI 2005 5 M4                    | CUSIP: 30246QCS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $558067.30    | 0.02%             | 2035-11-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-HE3                 | ACE SECURITIES CORP. ACE 2005 HE3 M3                        | CUSIP: 004421NE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72944 | PA      | $72304.96     | 0.00%             | 2035-05-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR              | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2861200 | PA      | $1110145.60   | 0.05%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COVE                          | SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE B 144A       | CUSIP: 78397FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3137835.52   | 0.14%             | 2037-03-15      | Fixed         | 2.94%                 | 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        |    8374871 | PA      | $2071688.75   | 0.09%             | 2026-06-30      | Fixed         | 0.00%                 | 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        |    6500000 | PA      | $5244825.26   | 0.23%             | 2030-11-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA SR SECURED 144A 01/28 5.5                  | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $6740000.00   | 0.30%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS INC (MH SUB I LLC)                                         | MH SUB I LLC 2024 TERM LOAN B4                              | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    5970000 | PA      | $5203243.05   | 0.23%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-29T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 29T1 2A8          | CUSIP: 02147PAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1357887 | PA      | $787735.24    | 0.04%             | 2036-10-25      | Fixed         | 6.25%                 | 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        |    9171829 | PA      | $0.09         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                    | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   20214125 | PA      | $196824939.63 | 8.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINE ONE HOLDCO LLC                                                      | WEST MARINE NEW COMMON STOCK EQTYWM9A9                      | CUSIP: 902LVFII8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13000 | NS      | $82131.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CORK STREET CLO DESIGNATED ACTIVITY CO 1A                                  | CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A            | CUSIP: ACI0QPJC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     700297 | PA      | $98577.42     | 0.00%             | 2028-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                              | NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875                 | CUSIP: ACI21LG55<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |     600000 | PA      | $487500.00    | 0.02%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | AT&T INC SNR S* ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $14739.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2004-1                                       | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1              | CUSIP: 007036AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1543550 | PA      | $1420399.33   | 0.06%             | 2035-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                    | COUNTRY GARDEN HLDGS SR SECURED REGS 08/30 4.8              | CUSIP: ACI1PP9T8<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $15420.00     | 0.00%             | 2030-08-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 10/25 0.00000                                 | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2592000 | PA      | $2562378.03   | 0.11%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR               | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1252800 | PA      | $977806.13    | 0.04%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $5378.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                              | PRIME HEALTHCARE SERVICE PRIME HEALTHCARE SERVICE           | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4370124.00   | 0.20%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-E                                             | FREMONT HOME LOAN TRUST FHLT 2005 E M1                      | CUSIP: 35729PND8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1163572.76   | 0.05%             | 2036-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -56050143 | PA      | $-56304766.35 | -2.51%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 8.5                          | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $7616046.37   | 0.34%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                        | SVB FINL TR COMMON STOCK UNIT                               | CUSIP: 000000000<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |       9947 | NS      | $5271910.00   | 0.24%             |  |  |  | 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        |   14105196 | PA      | $14111119.79  | 0.63%             | 2030-12-18      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| ENCORE CREDIT RECEIVABLES TR 2005-1                                        | ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M3                | CUSIP: 126673VR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78778 | PA      | $73405.78     | 0.00%             | 2035-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 11.7 03/24/22-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-5929.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -43220747 | PA      | $-43330959.87 | -1.93%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $327515.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                            | RAIZEN FUELS FINANCE COMPANY GUAR 144A 03/54 6.95           | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    3300000 | PA      | $3063979.05   | 0.14%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-J2                                             | COUNTRYWIDE HOME LOANS CWHL 2006 J2 1A6                     | CUSIP: 126694H68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184789 | PA      | $90464.74     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                         | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                   | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   16931000 | PA      | $17441704.99  | 0.78%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                               | COTIVITI CORPORATION 2025 2ND AMENDMENT TERM LOAN           | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    5300000 | PA      | $5281238.00   | 0.24%             | 2032-03-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-SFP                                                  | HILTON USA TRUST HILT 2016 SFP A 144A                       | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $1785967.05   | 0.08%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DRYDEN 57 CLO LTD 2018-58A                                                 | DRYDEN SENIOR LOAN FUND DRSLF 2018 58A SUB 144A             | CUSIP: 26245TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14311000 | PA      | $1228702.25   | 0.05%             | 2031-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20250805                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-5276.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75            | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   70100000 | PA      | $1218390.15   | 0.05%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                     | CACI INTERNATIONAL INC COMPANY GUAR 144A 06/33 6.375        | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1446477.21   | 0.06%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                          | CI FINANCIAL CORP CI FINANCIAL CORP                         | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3166808.85   | 0.14%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-B                                    | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2             | CUSIP: 43710EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2278025 | PA      | $1250767.53   | 0.06%             | 2037-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TRUST 2005-HE2                                      | MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M4              | CUSIP: 57643LKP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $367396.40    | 0.02%             | 2035-10-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N-STAR REL CDO VIII LTD 2006-8A                                            | N STAR REAL ESTATE CDO LTD NSTAR 2006 8A B 144A             | CUSIP: 62940FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     220345 | PA      | $22.25        | 0.00%             | 2041-02-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVT                                                              | MONGOLIA INTL BOND SR UNSECURED 144A 02/30 6.625            | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    1100000 | PA      | $1082654.00   | 0.05%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA 144A 01/36 VAR                                      | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     750000 | PA      | $788001.10    | 0.04%             | 2036-01-14      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4889255 | PA      | $-4933235.13  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S2                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 1A8            | CUSIP: 16163EAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     277454 | PA      | $149441.68    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM HOLDINGS II LLC                                                 | WINDSTREAM UNITS EQUITY                                     | CUSIP: 952YSX903<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1181266 | NS      | $23154917.43  | 1.03%             |  |  |  | No            |                  3 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2300000 | PA      | $2669893.47   | 0.12%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | INTELSAT EMERGENCE SA CALL EXP 17FEB27                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        332 | NC      | $188.43       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                                | MCDERMOTT INTERNATIONAL LTD COMMON STOCK USD1.0             | CUSIP: G5924V148<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |        461 | NS      | $5071.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | SOFTBANK GROUP CORP SNR JP SP GST                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-15287.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                                         | BURBERRY GROUP PLC COMPANY GUAR REGS 06/30 5.75             | CUSIP: ACI2PKL89<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |    4529000 | PA      | $6223834.44   | 0.28%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE TRUST 2005-A7                                               | JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1                  | CUSIP: 466247WT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5309 | PA      | $5151.07      | 0.00%             | 2035-10-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2005-5                                        | STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M5               | CUSIP: 86358ETK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3775387 | PA      | $3314155.29   | 0.15%             | 2035-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA NEW EQUITY                                           | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     704040 | NS      | $23786347.64  | 1.06%             |  |  |  | Yes           |                  3 | 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      | $4643766.21   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                     | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 B 144A           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $916714.98    | 0.04%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4                                | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A13            | CUSIP: 12566VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106446 | PA      | $93946.33     | 0.00%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4                                | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A5             | CUSIP: 12566VAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     857973 | PA      | $757197.95    | 0.03%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC5                                      | MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C                | CUSIP: 61749BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5188443 | PA      | $2688086.78   | 0.12%             | 2036-10-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                          | QWEST CORP SR UNSECURED 05/30 7.375                         | CUSIP: 624284BD6<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6255678.00   | 0.28%             | 2030-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -14022881 | PA      | $-14173003.27 | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4525204.68   | 0.20%             |  |  |  | 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        |     400000 | PA      | $409440.00    | 0.02%             | 2027-06-07      | Floating      | 13.32%                | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                             | ADLER GROUP SA   VTG SHS COMMON STOCK                       | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |    3916182 | NS      | $4.62         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                     | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3              | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7599289 | PA      | $3012004.65   | 0.13%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| GLGU-2021-1A                                                               | MAN GLG US CLO 2021 1 LTD GLGU 2021 1A SUB 144A             | CUSIP: 56166XAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $556736.37    | 0.02%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6880158.26   | 0.31%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                               | FANNIE MAE   CAS CAS 2022 R01 1B2 144A                      | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1150000 | PA      | $1208210.24   | 0.05%             | 2041-12-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   17490552 | PA      | $10887868.62  | 0.49%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4                 | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $721265.68    | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2005-FR1                                          | SECURITIZED ASSET BACKED RECEI SABR 2005 FR1 M2             | CUSIP: 81375WDT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149453 | PA      | $127160.65    | 0.01%             | 2034-12-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LNR CDO LTD 2005-1A                                                        | LNR CDO LTD LNR 2005 1A A 144A                              | CUSIP: 53944PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3114417 | PA      | $19141.20     | 0.00%             | 2043-02-28      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BAYOU RE LTD                                                               | BAYOU RE LTD UNSECURED 144A 04/31 VAR                       | CUSIP: 07304LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $316200.00    | 0.01%             | 2031-04-30      | Floating      | 12.81%                | 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        |     400000 | PA      | $400840.00    | 0.02%             | 2032-06-07      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R11                                    | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R11 M5             | CUSIP: 03072SV51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $964005.24    | 0.04%             | 2036-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1            | CUSIP: 93364FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     713780 | PA      | $648831.25    | 0.03%             | 2037-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC JPY TERM LOAN                           | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |   65606626 | PA      | $447110.94    | 0.02%             | 2032-01-30      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.00000 12/21/22-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-8038129.13  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-E                                             | FREMONT HOME LOAN TRUST FHLT 2006 E 2A3                     | CUSIP: 35729NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4970853 | PA      | $2268121.13   | 0.10%             | 2037-01-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-23                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1             | CUSIP: 863579L48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3467097 | PA      | $1914966.51   | 0.09%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                 | EQTYWM927 WESTMORELAND MINING                               | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45087 | NS      | $105671.93    | 0.00%             |  |  |  | Yes           |                  3 | 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        |    1100000 | PA      | $1148345.00   | 0.05%             | 2026-06-08      | Floating      | 21.31%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -7122919 | PA      | $-7140132.52  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD TRUST 2020-EYP                                                        | BFLD TRUST BFLD 2020 EYP F 144A                             | CUSIP: 05493AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $20372.00     | 0.00%             | 2035-10-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -658843 | PA      | $-664945.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                 | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL             | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     189425 | PA      | $124073.26    | 0.01%             | 2025-07-31      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                         | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15            | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65758 | PA      | $63129.18     | 0.00%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL5 A1 144A       | CUSIP: 74143LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1289750 | PA      | $1295668.23   | 0.06%             | 2055-05-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC LAST OUT TERM LOAN                           | CUSIP: BA000D206<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    4912664 | PA      | $4961790.40   | 0.22%             | 2031-01-03      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7          | CUSIP: 02146XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2345975 | PA      | $966627.91    | 0.04%             | 2036-12-25      | Floating      | 6.25%                 | 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        |    4700000 | PA      | $4751737.60   | 0.21%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/34 6.25                        | CUSIP: ACI2TMX47<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3600000 | PA      | $4283495.03   | 0.19%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2021-3                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2021 3 C 144A           | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1444265 | PA      | $1413238.75   | 0.06%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 01/36 8.375                       | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     620000 | PA      | $598617.13    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 SUPER PRIORITY TERM LOAN | CUSIP: 55909UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     283092 | PA      | $286984.90    | 0.01%             | 2028-07-27      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1216413 | PA      | $1016921.27   | 0.05%             | 2029-07-09      | Fixed         | 1.00%                 | 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        |   25976199 | PA      | $21665838.58  | 0.97%             | 2029-06-01      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC REVOLVER                              | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2209214 | PA      | $2204475.24   | 0.10%             | 2029-12-10      | Floating      | 0.52%                 | 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        |    3699127 | PA      | $3141301.99   | 0.14%             | 2036-06-26      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                       | EUROSAIL PLC ESAIL 2007 3X E1C REGS                         | CUSIP: G3299SAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1394472 | PA      | $1585013.16   | 0.07%             | 2045-06-13      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2014-6                                       | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 6 3A3 144A         | CUSIP: 17322WAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9620111 | PA      | $4768637.97   | 0.21%             | 2035-11-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                          | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA C 144A               | CUSIP: 647622AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2143355.72   | 0.10%             | 2032-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-26CB                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 26CB A18          | CUSIP: 02147WAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307952 | PA      | $151338.83    | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | 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      | $117466.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45              | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2491000 | PA      | $1981400.31   | 0.09%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.00 7/15/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $7026854.68   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    4500000 | PA      | $4646250.00   | 0.21%             | 2054-11-21      | Fixed         | 9.65%                 | 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        |    2030819 | PA      | $2030819.08   | 0.09%             | 2029-12-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 10/25 0.00000                                 | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5311000 | PA      | $5241697.93   | 0.23%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS B COMMON STOCK                      | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     213502 | NS      | $330671.90    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC            | UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5          | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9733000 | PA      | $10324693.50  | 0.46%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                    | FREDDIE MAC   STACR STACR 2021 DNA5 B2 144A                 | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5918192.50   | 0.26%             | 2034-01-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                             | EPR PROPERTIES COMPANY GUAR 06/27 4.5                       | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398141.58    | 0.02%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                         | THAMES WATER UTIL FIN SR SECURED 02/34 6.5                  | CUSIP: 005048II6<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $92410.28     | 0.00%             | 2034-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                       | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    8359395 | PA      | $5689962.11   | 0.25%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-10705647.72 | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| MARICOPA COUNTY INDUSTRIAL DEV                                             | MARICOPA CNTY AZ INDL DEV AUTH MAREDU 10/29 FIXED 7.375     | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2100000 | PA      | $2176041.63   | 0.10%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-J12                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1           | CUSIP: 12668ASY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1217885 | PA      | $620480.37    | 0.03%             | 2035-08-25      | Floating      | 4.97%                 | 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        |    1900000 | PA      | $1925840.00   | 0.09%             | 2031-01-30      | Floating      | 14.05%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -3160047 | PA      | $-3726583.20  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4246                                                    | FREDDIE MAC FHR 4246 SN                                     | CUSIP: 3137B4PY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4622935 | PA      | $4401624.64   | 0.20%             | 2036-02-15      | Floating      | 0.19%                 | 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      | $3042927.11   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.70 8/01/23-29Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $60428206.27  | 2.70%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $86699.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1446811 | PA      | $-1448892.86  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-BC1                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC1 M5              | CUSIP: 126673YN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43877 | PA      | $43651.29     | 0.00%             | 2035-05-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOEING CO/THE SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $242721.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC CAD TERM LOAN                           | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     613577 | PA      | $442108.62    | 0.02%             | 2032-01-30      | Floating      | 7.68%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3201662.63   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1093070.00   | 0.05%             | 2026-06-08      | Floating      | 27.31%                | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                        | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214     | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2400000 | PA      | $1730674.32   | 0.08%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| EXELA INTERMEDIATE LLC / EXELA FINANCE INC                                 | EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5         | CUSIP: 30162RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141463 | PA      | $7073.15      | 0.00%             | 2026-04-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                            | VERAISON RE LTD UNSECURED 144A 03/33 VAR                    | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.01%             | 2033-03-08      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $20572.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENE KING FINANCE PLC                                                    | GREENE KING FINANCE PLC SECURED 12/34 VAR                   | CUSIP: B06FKZII2<br>LEI: 213800QIJMYMW6TSBG41 | Long             | DBT              | CORP              | GB        |     350000 | PA      | $449439.82    | 0.02%             | 2034-12-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      22387 | NS      | $395713.93    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75           | CUSIP: BP7M6FII1<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       2493 | PA      | $3764.82      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-37T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 37T1 A4           | CUSIP: 12667G2W2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2734571 | PA      | $1829625.16   | 0.08%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-10XS                                        | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2             | CUSIP: 61751MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2009406 | PA      | $1109151.20   | 0.05%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250724                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $5482.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                | WAYFAIR LLC SR SECURED 144A 09/30 7.75                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   26350000 | PA      | $26579403.10  | 1.19%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-BC1                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC1 M6              | CUSIP: 126673YP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135900 | PA      | $132976.18    | 0.01%             | 2035-05-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-47                                                  | FANNIE MAE FNR 2020 47 IN                                   | CUSIP: 3136BAQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3637183 | PA      | $845799.94    | 0.04%             | 2050-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 2A2          | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500664 | PA      | $810183.08    | 0.04%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A       | CUSIP: 465981AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1703358.08   | 0.08%             | 2040-10-05      | Fixed         | 7.24%                 | 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        |    2300000 | PA      | $2407180.00   | 0.11%             | 2028-12-07      | Floating      | 13.57%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -14963067 | PA      | $-15172549.62 | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-97399.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2007-SA1                                      | RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 2A2            | CUSIP: 74958WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1244711 | PA      | $817378.38    | 0.04%             | 2037-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 11/31 4.625                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   10100000 | PA      | $8538011.77   | 0.38%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $701.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.50 12/20/17-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-78504.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMLTI 2005-HE4                                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M5             | CUSIP: 17307GQ27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     674921 | PA      | $456889.49    | 0.02%             | 2035-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65            | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     400000 | PA      | $359741.28    | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | 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        |   16450000 | PA      | $22541362.40  | 1.01%             | 2031-11-28      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| ENCORE CREDIT RECEIVABLES TR 2005-1                                        | ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M5                | CUSIP: 126673VT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     231073 | PA      | $189935.96    | 0.01%             | 2035-07-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2008-2R                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1            | CUSIP: 021482AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1306441 | PA      | $670885.19    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-76686.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250701                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $147572.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                         | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7             | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     151378 | PA      | $135625.78    | 0.01%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AUCHAN (ELO SACA)                                                          | ELO SACA SR UNSECURED REGS 07/27 3.25                       | CUSIP: ACI1NZ8Z5<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3413170.90   | 0.15%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918           | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     800000 | PA      | $808282.18    | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | 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        |   12279000 | PA      | $13384146.84  | 0.60%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LN TRUST 2005-1CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2           | CUSIP: 12667F2R5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375627 | PA      | $156757.76    | 0.01%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                        | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35               | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1162296.63   | 0.05%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $11136683.92  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                                          | UZBEKNEFTEGAZ SR UNSECURED 144A 05/30 8.75                  | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | MUN               | UZ        |    9900000 | PA      | $10205203.93  | 0.46%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 11.245 03/25/22-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-15128.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                        | VICI PROPERTIES INC REIT USD.01                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     210228 | NS      | $6853432.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000            | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     149782 | PA      | $125571.78    | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. SR SECURED REGS 06/27 10                            | CUSIP: P7354FAD8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    2832641 | PA      | $1844541.09   | 0.08%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250905                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-135784.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $502586.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A         | CUSIP: 87331BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     376293 | PA      | $342426.25    | 0.02%             | 2036-08-05      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HOME EQ 2005-HE4                                     | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M6            | CUSIP: 04541GRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221310 | PA      | $218491.25    | 0.01%             | 2035-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-RR5                                                    | BCAP LLC TRUST BCAP 2011 RR5 12A2 144A                      | CUSIP: 05534AAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1143078 | PA      | $1860471.89   | 0.08%             | 2037-03-26      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TR 2005-3                                    | AEGIS ASSET BACKED SECURITIES AABST 2005 3 M4               | CUSIP: 00764MFU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $108118.22    | 0.00%             | 2035-08-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | FORESEA HLDG S A COMMON STOCK                               | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       3169 | NS      | $64964.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-A                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A            | CUSIP: 78448P100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3150 | PA      | $805250.35    | 0.04%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                    | COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7              | CUSIP: ACI1TXND6<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $23625.00     | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLACIER FUNDING CDO III LTD 2005-3A                                        | GLACIER FUNDING CDO GLCR 2005 3A A1 144A                    | CUSIP: 37638XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7163741 | PA      | $604949.28    | 0.03%             | 2035-08-04      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | INTELSAT EMERGENCE SA CALL EXP17FEB27                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       1051 | NC      | $2523.33      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| THAMES WATER UTILITIES LIMITED                                             | THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000         | CUSIP: ACI2VX3Q4<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |        750 | PA      | $868.97       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250725                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $4828.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 2A6          | CUSIP: 12668BEL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     731162 | PA      | $566271.68    | 0.03%             | 2036-02-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/4.50000 03/20/24-6Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $17532365.33  | 0.78%             |  |  |  | No            |                  2 | 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        |     710000 | PA      | $741863.10    | 0.03%             | 2041-10-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2005-HE2                                         | ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE2 M4             | CUSIP: 04542BNM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1008881 | PA      | $958630.82    | 0.04%             | 2035-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250915                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-163062.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2009-RR14                                                   | BCAP LLC TRUST BCAP 2009 RR14 5A2 144A                      | CUSIP: 05532LAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1636767 | PA      | $989254.57    | 0.04%             | 2036-12-26      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2417915 | PA      | $1148509.63   | 0.05%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                       | VASA TRUST VASA 2021 VASA A 144A                            | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $972509.30    | 0.04%             | 2039-07-15      | Floating      | 5.33%                 | 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        |    2152500 | NS      | $18311661.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                            | RAIZEN FUELS FINANCE RAIZEN FUELS FINANCE                   | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $596250.00    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | 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        |    9094000 | PA      | $8457172.64   | 0.38%             | 2032-02-16      | Fixed         | 6.70%                 | 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        |   15414566 | PA      | $14507309.72  | 0.65%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PANAMA LA SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-125841.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2023 REVOLVER                              | CUSIP: 953PAWII3<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     281955 | PA      | $283717.11    | 0.01%             | 2029-09-13      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| CROWN CITY CLO 2020-2A                                                     | CROWN CITY CLO CCITY 2020 2A SUB 144A                       | CUSIP: 22823JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $658644.08    | 0.03%             | 2035-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PANAMA LA SP BOA                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-112594.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PEOPLE'S CHOICE HOME LN SEC TR 2005-2                                      | PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 2 M5              | CUSIP: 71085PCE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $199565.61    | 0.01%             | 2035-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE9                        | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE9 M2            | CUSIP: 073879R59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150441 | PA      | $150225.42    | 0.01%             | 2035-10-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                    | ESSENTIAL PROPER COMPANY GUAR 07/31 2.95                    | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     500000 | PA      | $444944.27    | 0.02%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-HE3                 | ACE SECURITIES CORP. ACE 2005 HE3 M5                        | CUSIP: 004421NG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     295489 | PA      | $229296.27    | 0.01%             | 2035-05-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ2                                               | PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M3                 | CUSIP: 70069FHW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67360 | PA      | $66864.44     | 0.00%             | 2035-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.4* 08/17/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3143122.72   | 0.14%             |  |  |  | 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        |  113949948 | PA      | $14697459.51  | 0.66%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-NC2                                      | MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M6                 | CUSIP: 61744CPM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252567 | PA      | $225053.76    | 0.01%             | 2035-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20250707                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-6872.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TRUST 2005-2                                 | AEGIS ASSET BACKED SECURITIES AABST 2005 2 M5               | CUSIP: 00764MFF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $264569.76    | 0.01%             | 2035-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | INTESA SANPAOLO SPA 144A 11/33 VAR                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   14304000 | PA      | $16610694.65  | 0.74%             | 2033-11-21      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                                            | BEAR STEARNS ALT A TRUST BALTA 2006 8 2A1                   | CUSIP: 07387QAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2258076 | PA      | $1549025.48   | 0.07%             | 2046-08-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                 | CARVANA CO SR SECURED 144A 06/31 9                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    6168402 | PA      | $7313514.33   | 0.33%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG           | CUSIP: 952NPG006<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     600000 | PA      | $72000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | 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        |    3150000 | PA      | $2861456.85   | 0.13%             | 2038-11-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11         | CUSIP: 02149JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     491041 | PA      | $176091.21    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -16416210 | PA      | $-16599998.58 | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 10                           | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    5200000 | PA      | $5121123.80   | 0.23%             | 2030-10-15      | Fixed         | 10.00%                | 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        |    9200000 | PA      | $6440000.00   | 0.29%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-F2                                         | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1             | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6506633 | PA      | $2085644.09   | 0.09%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC TERM LOAN                               | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    3388991 | PA      | $3326814.36   | 0.15%             | 2032-01-30      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| ASSET BACKED SEC CORP HOME EQ 2005-HE8                                     | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M4            | CUSIP: 04541GUR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $676428.13    | 0.03%             | 2035-11-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2005-2                                     | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 2 M6              | CUSIP: 68383NBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131803 | PA      | $132465.11    | 0.01%             | 2035-04-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $55850.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A           | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4100000 | PA      | $3923902.13   | 0.18%             | 2038-11-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)                  | UNITI GROUP INC REIT USD.0001                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     424278 | NS      | $1832880.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                   | TEAM HEALTH HOLDINGS, INC. 2022 TERM LOAN B                 | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    6880470 | PA      | $6856800.71   | 0.31%             | 2027-03-02      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| DBGS MORTGAGE TRUST 2019-1735                                              | DBGS MORTGAGE TRUST DBGS 2019 1735 A 144A                   | CUSIP: 23307EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $944025.50    | 0.04%             | 2037-04-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS (MOTION FINCO SARL)                                  | MOTION FINCO SARL SR SECURED 144A 02/32 8.375               | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $916724.30    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECUR TR 2005-OPT1                                      | MASTR ASSET BACKED SECURITIES MABS 2005 OPT1 M6             | CUSIP: 57643LHU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     208123 | PA      | $162860.86    | 0.01%             | 2035-03-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOEING CO/THE SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $7958.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75        | CUSIP: 650929AA0<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     300000 | PA      | $226500.00    | 0.01%             | 2028-10-15      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES 2003-2                                      | AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M1               | CUSIP: 03072SES0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25550 | PA      | $24644.67     | 0.00%             | 2033-03-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR             | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    7000000 | PA      | $7428750.00   | 0.33%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | ENDURANCE INTERNATIONAL GROUP NON COOP TERM LOAN            | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   10346253 | PA      | $7966614.99   | 0.36%             | 2028-02-10      | Floating      | 7.93%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.1* 7/12/23-8Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $868502.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A1                                           | JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2                  | CUSIP: 466247F57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     689186 | PA      | $459139.43    | 0.02%             | 2036-02-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                   | TITANIUM 2L BONDCO S.? R.L. EO 01/31 6.25                   | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |   21921600 | PA      | $7615009.26   | 0.34%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA                                | SPIRIT AIR 2017 1 PTT AA PASS THRU CE 08/31 3.375           | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      62447 | PA      | $55404.14     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA6                                         | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A1           | CUSIP: 32052FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     941825 | PA      | $245502.39    | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R9                                     | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M3              | CUSIP: 03072SQ57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $350118.96    | 0.02%             | 2035-11-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250922                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $2979.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-2RA                                                  | CIFC FUNDING LTD CIFC 2014 2RA INC 144A                     | CUSIP: 125475AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $717807.62    | 0.03%             | 2030-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP TERM LOAN B                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   17988965 | PA      | $15931476.84  | 0.71%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25            | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   58400000 | PA      | $1044033.93   | 0.05%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-15                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1             | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     673150 | PA      | $591581.30    | 0.03%             | 2035-07-25      | Floating      | 4.97%                 | No            |                  2 | 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        |    1233318 | NS      | $552059.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI E 144A                            | CUSIP: 92943AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3043287.00   | 0.14%             | 2037-07-05      | Variable      | 10.17%                | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TR 2005-3                                    | AEGIS ASSET BACKED SECURITIES AABST 2005 3 M2               | CUSIP: 00764MFS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57841 | PA      | $56958.18     | 0.00%             | 2035-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BROOKS AUTOMATION (ALTAR BIDCO INC)                                        | ALTAR BIDCO, INC. 2ND LIEN TL                               | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3450000 | PA      | $3268875.00   | 0.15%             | 2030-02-01      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-1                                             | HOMEBANC MORTGAGE TRUST HMBT 2005 1 M6                      | CUSIP: 43739EAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52960 | PA      | $35220.70     | 0.00%             | 2035-03-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                      | ASTON MARTIN CAPITAL HOL ASTON MARTIN CAPITAL HOL           | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    3700000 | PA      | $3507594.45   | 0.16%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      68635 | NS      | $1407017.50   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/31 5.125                       | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4180000 | PA      | $4866717.24   | 0.22%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                              | STEINHOFF CVR                                               | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |   97336701 | NS      | $114.66       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/0.500 06/16/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1261823.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2006-2                                       | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 6A1              | CUSIP: 007034AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1375814 | PA      | $566043.66    | 0.03%             | 2036-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/3.50000 03/19/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-583051.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C            | CUSIP: 59021AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1350320 | PA      | $631610.43    | 0.03%             | 2037-04-25      | Floating      | 4.75%                 | 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        |    3241000 | PA      | $1863575.00   | 0.08%             | 2029-04-09      | Floating      | 17.31%                | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A4                                           | JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 3A1                  | CUSIP: 46628LAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     249701 | PA      | $166431.47    | 0.01%             | 2036-06-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-3                                              | MARLETTE FUNDING TRUST MFT 2019 3A CERT 144A                | CUSIP: 57109M101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14553 | PA      | $3960.84      | 0.00%             | 2029-09-17      | Fixed         | 0.00%                 | No            |                  3 | 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        |   10300000 | PA      | $10327475.25  | 0.46%             | 2029-12-18      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                       | LIFEPOINT HEALTH INC 2024 1ST LIEN TERM LOAN B              | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   10333637 | PA      | $10239962.48  | 0.46%             | 2031-05-19      | Floating      | 8.01%                 | 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        |    1200000 | PA      | $1281445.48   | 0.06%             | 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        |    -262677 | PA      | $-263032.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-2    | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 1A6             | CUSIP: 93934FLW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     820518 | PA      | $812200.93    | 0.04%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81                | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   21100000 | PA      | $19371924.98  | 0.86%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95            | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1073537.52   | 0.05%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-1                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M5              | CUSIP: 64352VKE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221822 | PA      | $217793.48    | 0.01%             | 2035-03-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 E 144A       | CUSIP: 46649JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4772152 | PA      | $4548686.83   | 0.20%             | 2035-02-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-3                                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV6               | CUSIP: 126673B92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     315161 | PA      | $311706.26    | 0.01%             | 2035-08-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF13                                      | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2C            | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2561752 | PA      | $1676097.84   | 0.07%             | 2036-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                     | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 C 144A           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $512816.80    | 0.02%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25                | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     600000 | PA      | $609602.99    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                                        | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                    | CUSIP: 46583VAB5<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    3462827 | PA      | $3571039.91   | 0.16%             | 2029-06-01      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A1            | CUSIP: 93364FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     334680 | PA      | $300211.11    | 0.01%             | 2037-07-25      | Floating      | 4.06%                 | 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      | $24000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875           | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3330254 | PA      | $2947274.79   | 0.13%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $14034.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2309026 | PA      | $-2314313.57  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                           | WESTMORELAND COAL CO PIK TERM LOAN                          | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1352931 | PA      | $534407.67    | 0.02%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA 144A 10/34 VAR                                      | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6000000 | PA      | $6594782.52   | 0.29%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     257000 | PA      | $194237.71    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                               | BDO USA P C 2024 TERM LOAN A                                | CUSIP: BA000BL33<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |    6790023 | PA      | $6812778.83   | 0.30%             | 2028-08-31      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| UZBEKISTAN GOVT                                                            | UZBEKISTAN INTL BOND SR UNSECURED 144A 02/29 5.1            | CUSIP: ACI2TZTT8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    6000000 | PA      | $7243972.43   | 0.32%             | 2029-02-25      | Fixed         | 5.10%                 | 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        |   22000000 | PA      | $21266080.00  | 0.95%             | 2030-10-08      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG           | CUSIP: 952NPHII6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    2736000 | PA      | $328320.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELLE HAVEN ABS CDO LTD 2006-1A                                            | BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A                | CUSIP: 078452AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  324259966 | PA      | $755525.72    | 0.03%             | 2046-07-05      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250723                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $13673.22     | 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        |     -25871 | PA      | $-25918.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                    | BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95             | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406955.60    | 0.02%             | 2035-04-15      | Fixed         | 5.95%                 | 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        |   31300000 | PA      | $27152750.00  | 1.21%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI C 144A                            | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3752578.48   | 0.17%             | 2037-07-05      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-3                                                     | MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2               | CUSIP: 57645DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2814729 | PA      | $955143.73    | 0.04%             | 2036-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED REGS 03/30 5.25                        | CUSIP: ACI2TMWB2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4100000 | PA      | $4937152.80   | 0.22%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250828                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-63916.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9                 | MORGAN STANLEY BAML TRUST MSBAM 2013 C9 B                   | CUSIP: 61762DAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1452888 | PA      | $1410836.48   | 0.06%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3483000 | PA      | $-3474727.87  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-1                                             | FREMONT HOME LOAN TRUST FHLT 2005 1 M5                      | CUSIP: 35729PJF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150380 | PA      | $148200.11    | 0.01%             | 2035-06-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                     | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                      | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   40916715 | PA      | $38955986.13  | 1.74%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3892206 | PA      | $-3909226.02  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     112380 | PA      | $73650.73     | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTERA (GRYPHON DEBT MERGER SUB INC)                                       | GRYPHON DEBT MERGER SUB INC TERM LOAN B                     | CUSIP: BA000LFQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5800000 | PA      | $5806061.00   | 0.26%             | 2032-06-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4037000 | PA      | $-4062740.36  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9           | CUSIP: 02149VAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     366903 | PA      | $162512.16    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MANUCHAR GROUP BV                                                          | MANUCHAR GROUP SARL MANUCHAR GROUP SARL                     | CUSIP: ACI2YDMC5<br>LEI: 2549001MEFA4EOZSYR71 | Long             | DBT              | CORP              | BE        |    4900000 | PA      | $5656519.01   | 0.25%             | 2032-07-07      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $63559.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                       | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30400000 | PA      | $30979967.86  | 1.38%             | 2030-04-15      | Fixed         | 8.00%                 | 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        |   24629462 | PA      | $25368346.26  | 1.13%             | 2028-09-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -6717150 | PA      | $-6809230.65  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                 | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1              | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     834369 | PA      | $766716.30    | 0.03%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-24389.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT-BASED ASSET SERVC SEC 2005-CB8                                      | CREDIT BASED ASSET SERVICING A CBASS 2005 CB8 AF5           | CUSIP: 12489WQG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         83 | PA      | $81.22        | 0.00%             | 2035-12-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED              | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      15467 | NS      | $273395.60    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/33 6.375                       | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2200000 | PA      | $2671257.53   | 0.12%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                        | SVB FINL TR                                                 | CUSIP: 000000000<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |      51920 | NS      | $1038.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2005-4                                           | NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1                    | CUSIP: 66987WDE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23620 | PA      | $23573.74     | 0.00%             | 2036-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                           | WESTMORELAND MINING HOLDINGS L COMMON                       | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44693 | NS      | $27933.18     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 04/29 VAR                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      53657 | PA      | $24145.71     | 0.00%             | 2029-04-22      | Floating      | 14.39%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.00000 12/21/22-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-3877146.63  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250813                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $63764.49     | 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      | $403520.00    | 0.02%             | 2028-06-06      | Floating      | 16.57%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/3.50 9/19/23-21Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-16372486.79 | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LN ASST BKD 2005-FF2                                    | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M6              | CUSIP: 36242DN74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     660767 | PA      | $610384.61    | 0.03%             | 2035-03-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4102                                                    | FREDDIE MAC FHR 4102 NS                                     | CUSIP: 3137AUN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     711492 | PA      | $390245.64    | 0.02%             | 2042-09-15      | Floating      | 0.04%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875            | CUSIP: X74359AC8<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     200000 | PA      | $136888.00    | 0.01%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/20/23-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $694656.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR -0.15000 03/18/20-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $2880368.75   | 0.13%             |  |  |  | No            |                  2 | 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        |     350000 | PA      | $350665.00    | 0.02%             | 2032-01-07      | Floating      | 12.80%                | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-KS11                                     | RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M5            | CUSIP: 76110W7H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525465 | PA      | $383738.52    | 0.02%             | 2035-12-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375             | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2401595.40   | 0.11%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20250716                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $56.25        | 0.00%             |  |  |  | No            |                  2 | 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        |     500000 | PA      | $516425.00    | 0.02%             | 2032-06-07      | Floating      | 10.32%                | 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        |   54383422 | PA      | $23162210.71  | 1.03%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-3A                                                   | CIFC FUNDING LTD CIFC 2014 3A INC 144A                      | CUSIP: 12549TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2441000 | PA      | $1501723.97   | 0.07%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3340000 | PA      | $3951666.33   | 0.18%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10955236.06  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP            | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A        | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     976280 | PA      | $965912.07    | 0.04%             | 2037-04-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES 2005-HE1                                     | MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M6              | CUSIP: 57643LJK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $396320.64    | 0.02%             | 2035-05-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA 2023 USD TERM LOAN B14                     | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   16375987 | PA      | $14879385.28  | 0.66%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-5                                        | BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3              | CUSIP: 059523AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     287162 | PA      | $242850.06    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO JPM CHASE                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1008550 | PA      | $-1014958.49  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20250711                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-20238.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4520                                                           | FREDDIE MAC FHR 4520 AI                                     | CUSIP: 3137BLTL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     662747 | PA      | $58674.34     | 0.00%             | 2035-10-15      | Fixed         | 3.50%                 | 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        |     800000 | PA      | $853836.48    | 0.04%             | 2042-01-25      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-10                                             | COUNTRYWIDE HOME LOANS CWHL 2007 10 A2                      | CUSIP: 12545CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     407020 | PA      | $163021.30    | 0.01%             | 2037-07-25      | Fixed         | 5.50%                 | 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        |     350000 | PA      | $352555.00    | 0.02%             | 2027-06-06      | Floating      | 29.81%                | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 MORTGAGE TRUST                                               | DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A                    | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $990610.30    | 0.04%             | 2036-10-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A                           | CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A INC 144A        | CUSIP: 14311CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $588661.86    | 0.03%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR               | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     871200 | PA      | $818863.98    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | 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      | $246737.50    | 0.01%             | 2032-03-13      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                  | JETBLUE AIRWAYS/LOYALTY JETBLUE AIRWAYS/LOYALTY             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8480000 | PA      | $8255333.17   | 0.37%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA SR SECURED 144A 01/29 5.125                | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2600000 | PA      | $2149875.00   | 0.10%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2005-D                                    | INDYMAC RESIDENTIAL ASSET BACK INABS 2005 D M2              | CUSIP: 456606JQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301639 | PA      | $235588.28    | 0.01%             | 2036-03-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 11.22 03/25/22-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-30713.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-32                                                  | FANNIE MAE FNR 2013 32 HI                                   | CUSIP: 3136ADJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     588127 | PA      | $39017.83     | 0.00%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    5760000 | PA      | $6224186.88   | 0.28%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250729                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $7858.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-143                          | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 143 IJ              | CUSIP: 38378GRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168942 | PA      | $18179.03     | 0.00%             | 2041-09-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                    | FANNIE MAE   CAS CAS 2022 R03 1B2 144A                      | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     600000 | PA      | $672265.44    | 0.03%             | 2042-03-25      | Floating      | 14.16%                | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                      | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP F 144A          | CUSIP: 12651QAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2227000 | PA      | $2205501.88   | 0.10%             | 2032-07-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250710                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $12358.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                          | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58          | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3128016 | PA      | $3132964.83   | 0.14%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX LCDS SP DUB                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $11144.33     | 0.00%             |  |  |  | No            |                  3 | 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      | $247387.50    | 0.01%             | 2032-03-13      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TRU 2005-CTX1                                   | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5            | CUSIP: 83611PBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $394586.56    | 0.02%             | 2035-11-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS A COMMON STOCK                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     275106 | NS      | $484186.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $323820.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                        | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR         | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1086872.39   | 0.05%             | 2027-09-13      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| HAMPTON ROADS PPV LLC                                                      | HAMPTON ROADS PPV LLC BONDS 144A 06/53 6.171                | CUSIP: 409322AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1631955.24   | 0.07%             | 2053-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $11815.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2005-WCW2                                        | PARK PLACE SECURITIES INC PPSI 2005 WCW2 M2                 | CUSIP: 70069FLH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1519 | PA      | $1518.54      | 0.00%             | 2035-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 FIRST OUT TERM LOAN      | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296947 | PA      | $249518.26    | 0.01%             | 2028-07-27      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-C                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 C M2              | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     573319 | PA      | $490244.80    | 0.02%             | 2035-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -2235090 | PA      | $-2634023.39  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                       | GSAMP TRUST GSAMP 2007 FM1 A1                               | CUSIP: 3622MAAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200633 | PA      | $640648.42    | 0.03%             | 2036-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20250716                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $160.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                    | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN  | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   27000000 | PA      | $27632762.82  | 1.23%             | 2029-05-30      | Floating      | 6.88%                 | No            |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   22690737 | PA      | $16164313.77  | 0.72%             | 2038-01-09      | Variable      | 5.00%                 | 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      | $-504613.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVICES INC                                             | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                      | CUSIP: 36257SAB8<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |    5000000 | PA      | $5009375.00   | 0.22%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA SR SECURED 144A 10/29 5.5                  | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3320000.00   | 0.15%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA SR SECURED 144A 07/29 5.125                | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2400000 | PA      | $1986000.00   | 0.09%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -18950852 | PA      | $-19018648.58 | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| FBR SECURITIZATION TRUST 2005 2                                            | FBR SECURITIZATION TRUST FBRSI 2005 2 M4                    | CUSIP: 30246QAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1693128.00   | 0.08%             | 2035-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20250716                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $51.75        | 0.00%             |  |  |  | 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        |   65838987 | PA      | $4444131.62   | 0.20%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA7                                        | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1            | CUSIP: 751152AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250845 | PA      | $252724.92    | 0.01%             | 2036-08-25      | Floating      | 4.81%                 | 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        |   21368000 | PA      | $22877640.65  | 1.02%             | 2041-11-25      | Floating      | 12.11%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-912.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                    | COUNTRY GARDEN HLDGS SR SECURED REGS 09/25 6.15             | CUSIP: ACI1FGXS4<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $15250.00     | 0.00%             | 2025-09-17      | Fixed         | 6.15%                 | 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        |     400000 | PA      | $400080.00    | 0.02%             | 2032-04-08      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR12                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3           | CUSIP: 93363NAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     529505 | PA      | $468761.46    | 0.02%             | 2036-10-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2750                                                           | FREDDIE MAC FHR 2750 SG                                     | CUSIP: 31394RFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     634692 | PA      | $63190.37     | 0.00%             | 2034-02-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                | SAMMONS FINANCIAL GROUP SAMMONS FINANCIAL GROUP             | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1931602.46   | 0.09%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-20584.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-WF1                                        | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3A           | CUSIP: 46628SAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92552 | PA      | $24783.82     | 0.00%             | 2036-07-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                     | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     700000 | PA      | $17659.39     | 0.00%             | 2026-05-20      | Floating      | 48.80%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR              | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3769379 | PA      | $1960077.08   | 0.09%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QS7                                        | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A3            | CUSIP: 74923WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     868791 | PA      | $726365.26    | 0.03%             | 2037-05-25      | Fixed         | 6.00%                 | 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        |     800000 | PA      | $876461.25    | 0.04%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG           | CUSIP: 952NPG907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     700000 | PA      | $84000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R05                               | FANNIE MAE   CAS CAS 2022 R05 2B2 144A                      | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2600000 | PA      | $2815946.64   | 0.13%             | 2042-04-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR C 144A           | CUSIP: 12564NAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1125000 | PA      | $1084790.03   | 0.05%             | 2038-11-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -6307711 | PA      | $-7432230.06  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                    | COUNTRY GARDEN HLDGS SR SECURED REGS 10/25 3.125            | CUSIP: ACI1S6K23<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $15210.00     | 0.00%             | 2025-10-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                    | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                    | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4977038.44   | 0.22%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO 2017-28A                                                        | APIDOS CLO LTD APID 2017 28A SUB 144A                       | CUSIP: 03766YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8800000 | PA      | $2660049.30   | 0.12%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS10                                   | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15           | CUSIP: 751155AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233363 | PA      | $202060.17    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION                                                    | CLUE OPCO LLC SR SECURED 144A 10/31 9.5                     | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4378000 | PA      | $4645408.24   | 0.21%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250721                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $53888.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.30000 01/17/24-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $91056.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2005-WCW2                                        | PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4                 | CUSIP: 70069FLK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $338002.88    | 0.02%             | 2035-07-25      | Floating      | 5.41%                 | 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        |     964079 | PA      | $877311.89    | 0.04%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                         | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                   | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1167686 | NS      | $1366192.62   | 0.06%             |  |  |  | No            |                  1 | 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        |    3185925 | PA      | $3215231.46   | 0.14%             | 2028-04-26      | Floating      | 9.44%                 | No            |                  3 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A1                                     | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 2A1            | CUSIP: 466287AP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3716015 | PA      | $3136866.56   | 0.14%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-521109.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                              | BGC GROUP INC SR UNSECURED 06/29 6.6                        | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1347860.79   | 0.06%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-1                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M3              | CUSIP: 64352VKC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148032 | PA      | $147317.19    | 0.01%             | 2035-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV TRUST                                                        | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A           | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $902477.70    | 0.04%             | 2038-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                                    | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A          | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998680.90    | 0.04%             | 2038-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE INTEREST STRIP 368                                              | FANNIEMAE STRIP FNS 368 18                                  | CUSIP: 3136FCJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145231 | PA      | $18379.97     | 0.00%             | 2036-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-NUGS                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS D 144A         | CUSIP: 61692AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8125000 | PA      | $945832.88    | 0.04%             | 2036-12-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-6                                                | PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 C 144A           | CUSIP: 69547UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5707120 | PA      | $5730928.19   | 0.26%             | 2031-06-16      | Fixed         | 8.49%                 | 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        |     300000 | PA      | $311700.00    | 0.01%             | 2026-06-08      | Floating      | 15.57%                | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                   | CUSIP: BA000K747<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     492727 | PA      | $487800.00    | 0.02%             | 2032-05-31      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AC3                        | BEAR STEARNS ASSET BACKED SECU BSABS 2007 AC3 A1            | CUSIP: 07386VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6417610 | PA      | $5470444.94   | 0.24%             | 2037-04-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX SA COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       7625 | NS      | $156312.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $122612.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $911.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75              | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    8891000 | PA      | $7244253.61   | 0.32%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                              | NPC UKRENERGO GOVT GUARANT 144A 11/28 6.875                 | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |     400000 | PA      | $325000.00    | 0.01%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                     | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6              | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |    2800557 | PA      | $2626979.54   | 0.12%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                     | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507        | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1071462 | PA      | $1122370.36   | 0.05%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 02/32 7.75                        | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   35900000 | PA      | $35303236.81  | 1.58%             | 2032-02-01      | Fixed         | 7.75%                 | 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        |   57292328 | PA      | $66475221.70  | 2.97%             | 2029-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOM REP CB NOTES NOTES 144A 01/26 13                        | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |  187760000 | PA      | $3143850.15   | 0.14%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                                         | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2            | CUSIP: 16162WPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5735 | PA      | $5463.81      | 0.00%             | 2035-12-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-53                                                  | FANNIE MAE FNR 2013 53 MI                                   | CUSIP: 3136AEFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59757 | PA      | $1237.49      | 0.00%             | 2042-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-4797.49     | -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        |    2014928 | PA      | $952053.48    | 0.04%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20250929                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-6432.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R5                                     | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M4              | CUSIP: 03072SE50<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47028 | PA      | $46877.08     | 0.00%             | 2035-07-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2501645 | PA      | $-2505321.90  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ABX.HE.AAA.06-2 SP MEI                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1601061.33  | -0.07%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250811                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $20529.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2445.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUROPE REAL ESTATE LIMITED                                  | KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25        | CUSIP: ACI0HXJ38<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |     821053 | PA      | $960866.83    | 0.04%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD AUD BOUGHT USD 20250805                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2601.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAD TR 2005-WL2                                       | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4            | CUSIP: 542514NE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $906466.90    | 0.04%             | 2035-08-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-C                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 C M1              | CUSIP: 64352VNZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     327544 | PA      | $315085.14    | 0.01%             | 2035-12-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A16                            | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A16 1A3            | CUSIP: 76114GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1474123 | PA      | $556999.20    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 09/25 0.00000                                 | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3860000 | PA      | $3827317.38   | 0.17%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | TWITTER INC 2025 FIXED TERM LOAN                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2950000 | PA      | $2872562.50   | 0.13%             | 2029-10-26      | Fixed         | 9.50%                 | 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        |   26681662 | PA      | $22347226.07  | 1.00%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | TURKEY EM SP MYI                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-477782.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | SCUR ALPHA 1503 GMBH EUR TERM LOAN B1                       | CUSIP: D7001LAB9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    5400000 | PA      | $6274488.42   | 0.28%             | 2030-03-29      | Floating      | 7.69%                 | 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        |    2200000 | PA      | $2231460.00   | 0.10%             | 2027-04-05      | Floating      | 13.02%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1                     | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A        | CUSIP: 35563CAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13079525 | PA      | $8489902.29   | 0.38%             | 2055-11-25      | Floating      | 5.99%                 | No            |                  3 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD TORREY PINES RE LTD                     | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $417500.00    | 0.02%             | 2027-06-07      | Floating      | 7.25%                 | 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        |       4114 | NS      | $139215.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA 2023 EUR TERM LOAN B14                     | CUSIP: F6628DAP9<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     197980 | PA      | $210430.42    | 0.01%             | 2028-08-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2018-RIVR                                | GS MORTGAGE SECURITIES TRUST GSMS 2018 RIVR A 144A          | CUSIP: 36255WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1297765 | PA      | $870426.09    | 0.04%             | 2035-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT CAD SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $5259.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $130.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF DETROIT                                                            | DETROIT MI DET 04/44 ADJUSTABLE VAR                         | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    6423294 | PA      | $5026223.06   | 0.22%             | 2044-04-01      | Variable      | 4.00%                 | 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        |   15900000 | PA      | $18401650.54  | 0.82%             | 2032-04-26      | Floating      | 6.67%                 | 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        |   18000000 | PA      | $21309127.23  | 0.95%             | 2029-08-14      | Floating      | 7.73%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -687585 | PA      | $-690611.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-28.82       | -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 02/29 6.5         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $870744.51    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | 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      | $303855.00    | 0.01%             | 2026-03-31      | Floating      | 13.55%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $15749.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL4 LLC                                                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL4 A1 144A       | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     982633 | PA      | $988379.03    | 0.04%             | 2055-04-25      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/29 VAR              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3297848 | PA      | $2044665.76   | 0.09%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD MXN BOUGHT USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-4.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP            | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP B 144A        | CUSIP: 466317AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5857677 | PA      | $5760885.75   | 0.26%             | 2037-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2006-10                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1             | CUSIP: 86361QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1597223 | PA      | $1215785.99   | 0.05%             | 2036-11-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 5A                                                     | SOUTH COAST FUNDING SCF 5A B 144A                           | CUSIP: 84129VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1076526 | PA      | $339839.90    | 0.02%             | 2039-08-06      | Floating      | 5.57%                 | 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        |    5592484 | PA      | $5225477.56   | 0.23%             | 2030-07-31      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT PEN SOLD USD 20250711                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $6330.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250728                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1427.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                                    | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 D 144A          | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2456436.25   | 0.11%             | 2038-11-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                     | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    1899952 | PA      | $1553999.65   | 0.07%             | 2029-05-01      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1          | CUSIP: 12667FYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     161616 | PA      | $160991.55    | 0.01%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 SECOND OUT TERM LOAN     | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     388054 | PA      | $183743.79    | 0.01%             | 2028-07-27      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR              | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3286586 | PA      | $1686018.62   | 0.08%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-6A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A          | CUSIP: 87331AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      69252 | PA      | $62326.85     | 0.00%             | 2036-12-05      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250724                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $54753.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 11.26 03/25/22-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-14990.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RZD CAPITAL PUBLIC LIMITED COMPANY                                         | RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487         | CUSIP: B3SXQ5II3<br>LEI: 635400VKMH1VQDFMW392 | Long             | DBT              | CORP              | IE        |    1500000 | PA      | $1441282.16   | 0.06%             | 2031-03-25      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2MY5W7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1350000 | PA      | $1515524.21   | 0.07%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2005-2                                         | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M6              | CUSIP: 542514KW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1846943.45   | 0.08%             | 2035-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                              | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3         | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      66720 | PA      | $62517.01     | 0.00%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 M1               | CUSIP: 12667LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7821264 | PA      | $6115219.25   | 0.27%             | 2037-05-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20250716                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $41.14        | 0.00%             |  |  |  | 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        |    1500000 | PA      | $1565550.00   | 0.07%             | 2031-05-13      | Floating      | 14.81%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250721                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $14428.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                            | PRP ADVISORS, LLC PRPM 2025 2 A1 144A                       | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     972630 | PA      | $972262.57    | 0.04%             | 2030-05-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2005-WMC1                                        | MASTR ASSET BACKED SECURITIES MABS 2005 WMC1 M5             | CUSIP: 57643LHA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     451508 | PA      | $450768.47    | 0.02%             | 2035-03-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S1                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5             | CUSIP: 16163FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1189688 | PA      | $456914.48    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REV REPO STANDARD CHARTERED BA ZCP                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -6376722 | PA      | $-7517639.61  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                       | BAYER US FINANCE LLC BAYER US FINANCE LLC                   | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $212605.60    | 0.01%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                             | PROOFPOINT INC 2025 FUNGIBLE TERM LOAN                      | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    1100000 | PA      | $1101969.00   | 0.05%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A3           | CUSIP: 12668BZD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2552497 | PA      | $1150336.43   | 0.05%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -7158098 | PA      | $-7163958.65  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250814                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $4270.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MERRILL LYNCH                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -916061 | PA      | $-916875.53   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-2                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M5              | CUSIP: 64352VKX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290998 | PA      | $286748.26    | 0.01%             | 2035-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3                                   | CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ                 | CUSIP: 14986DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     461225 | PA      | $434229.43    | 0.02%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG           | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $132000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250714                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $12903.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-305.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2482005.60   | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES TRUST LLC 2006-NC2                    | SECURITIZED ASSET BACKED RECEI SABR 2006 NC2 M1             | CUSIP: 81376EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12172613 | PA      | $11443946.20  | 0.51%             | 2036-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250711                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $762.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A9                                        | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5              | CUSIP: 761143AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4646136 | PA      | $1821507.46   | 0.08%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST                          | BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25         | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44474 | PA      | $42747.34     | 0.00%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GSPA MONETIZATION TRUST                                                    | GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422       | CUSIP: 36298GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3512760 | PA      | $3532813.01   | 0.16%             | 2029-10-09      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 VAR             | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2366306.14   | 0.11%             | 2028-03-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                           | NEW YORK NY NYC 02/45 FIXED 6.291                           | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     370000 | PA      | $388030.32    | 0.02%             | 2045-02-01      | Fixed         | 6.29%                 | 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        |   78700000 | PA      | $7201270.36   | 0.32%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES SSNM 144A UNFUNDED COMM                              | CUSIP: 955RVLII8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       5267 | PA      | $6759.82      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.50 9/20/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-2071605.49  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | EQUINIX INC SNR S* SP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $82899.30     | 0.00%             |  |  |  | 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        |   20968527 | PA      | $20968527.00  | 0.94%             | 2030-01-31      | Fixed         | 12.35%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20251114                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-58547.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC-2005-WCW1                                        | PARK PLACE SECURITIES INC PPSI 2005 WCW1 M3                 | CUSIP: 70069FKG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     542760 | PA      | $532553.16    | 0.02%             | 2035-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3053174.01   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2005-HE3               | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M5            | CUSIP: 04541GQY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15970 | PA      | $17048.35     | 0.00%             | 2035-04-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| COMETE HOLDING                                                             | COMEXPOSIUM 2019 EUR TERM LOAN B                            | CUSIP: 964NDFII9<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   24800000 | PA      | $34763679.54  | 1.55%             | 2026-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D                                  | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A          | CUSIP: 78471C109<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3226000 | PA      | $247382.29    | 0.01%             | 2040-09-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC INC 2005-R10                                       | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R10 M5             | CUSIP: 03072ST21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1018768.52   | 0.05%             | 2036-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250828                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-65275.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-878812.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ADLER FINANCING SA RL                                                      | ADLER FINANCING SARL SR SECURED 12/28 8.25                  | CUSIP: ACI2TFLX1<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     440984 | PA      | $545430.75    | 0.02%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT PEN SOLD USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $1915.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2             | FREDDIE MAC   STACR STACR 2022 DNA2 B2 144A                 | CUSIP: 35564KSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5899031 | PA      | $6448279.16   | 0.29%             | 2042-02-25      | Floating      | 12.81%                | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | TWITTER INC TERM LOAN                                       | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   29727164 | PA      | $29079260.72  | 1.30%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-7973.21     | -0.00%            |  |  |  | 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        |    1100000 | PA      | $1106490.00   | 0.05%             | 2028-02-22      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                  | STELLANTIS FIN US INC COMPANY GUAR 144A 03/35 6.45          | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2447933.28   | 0.11%             | 2035-03-18      | Fixed         | 6.45%                 | 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        |       2737 | PA      | $4141.54      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2005-WMC1                                        | MASTR ASSET BACKED SECURITIES MABS 2005 WMC1 M6             | CUSIP: 57643LHB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     478926 | PA      | $439738.10    | 0.02%             | 2035-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                       | EUROSAIL PLC ESAIL 2007 3X D1A REGS                         | CUSIP: ACI01VU93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    4487014 | PA      | $5079797.90   | 0.23%             | 2045-06-13      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR5                                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A           | CUSIP: 17311LAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1129018 | PA      | $1009634.40   | 0.05%             | 2037-04-25      | Floating      | 4.83%                 | 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        |    5900000 | PA      | $4944200.00   | 0.22%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20250908                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-95440.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                                  | BAUSCH + LOMB CORPORATION 2025 TERM LOAN B                  | CUSIP: BA000LBZ1<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    4800000 | PA      | $4815024.00   | 0.21%             | 2030-12-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                                     | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1            | CUSIP: 45660L4G1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     293066 | PA      | $98167.65     | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | EDISON INTERNATIONAL SR UNSECURED 11/28 5.25                | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3531000 | PA      | $3496407.11   | 0.16%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.75 12/15/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $11504441.80  | 0.51%             |  |  |  | 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        |    1700000 | PA      | $1787550.00   | 0.08%             | 2031-02-26      | Floating      | 16.05%                | 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        |     365941 | PA      | $352642.64    | 0.02%             | 2035-06-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75            | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17385850 | PA      | $17082988.49  | 0.76%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/32 5.875                       | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    8300000 | PA      | $9876226.84   | 0.44%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2            | CUSIP: 92925VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     418790 | PA      | $358905.92    | 0.02%             | 2037-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.00 9/16/23-7Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $218479.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                               | INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5             | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   32757000 | PA      | $33484078.63  | 1.49%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA INC COMPANY GUAR 11/95 7.5                              | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4516000 | PA      | $4918959.52   | 0.22%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                     | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   98200000 | PA      | $2392249.69   | 0.11%             | 2028-05-17      | Floating      | 48.80%                | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                            | MAREX GROUP PLC SR UNSECURED 11/29 6.404                    | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $720830.33    | 0.03%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                          | INEOS FINANCE PLC SR SECURED 144A 08/30 5.625               | CUSIP: ACI2TKLW2<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1377637.81   | 0.06%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL INC 2005-HE2                                        | MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M6                 | CUSIP: 61744CNG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     261419 | PA      | $230893.58    | 0.01%             | 2035-01-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-16                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV5              | CUSIP: 126670PM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     269030 | PA      | $196157.61    | 0.01%             | 2036-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                    | CUSIP: 73110JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     850000 | PA      | $876945.00    | 0.04%             | 2028-01-07      | Floating      | 14.80%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20250725                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2488.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD TORREY PINES RE LTD                     | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $409100.00    | 0.02%             | 2026-06-05      | Floating      | 9.00%                 | 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        |   12437313 | PA      | $14446825.23  | 0.64%             | 2028-12-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH C 144A       | CUSIP: 46654EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1036260.72   | 0.05%             | 2038-06-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     234897 | NC      | $4604399.55   | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                   | CHORD ENERGY CORP COMPANY GUAR 144A 03/33 6.75              | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3823207.30   | 0.17%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 THIRD OUT TERM LOAN      | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1358948 | PA      | $335211.75    | 0.01%             | 2028-07-27      | Floating      | 6.04%                 | 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        |    2300000 | PA      | $2223454.85   | 0.10%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                              | AMSURG EQUITY EQTYAS910                                     | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1271774 | NS      | $57416357.28  | 2.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2005-FM1                                       | NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M4               | CUSIP: 65536HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     539983 | PA      | $414989.82    | 0.02%             | 2035-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95            | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191917.06    | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | 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        |     300000 | PA      | $301380.00    | 0.01%             | 2033-04-10      | Floating      | 14.04%                | No            |                  2 | On Loan: No      |
| BCP TRUST 2021-330N                                                        | BCP TRUST BCP 2021 330N B 144A                              | CUSIP: 05553BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $375871.77    | 0.02%             | 2038-06-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                       | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2             | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   24448000 | PA      | $22056741.12  | 0.98%             | 2027-09-01      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2007-QH4                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2             | CUSIP: 74922TAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149674 | PA      | $127312.48    | 0.01%             | 2037-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                  | FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR         | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |    1000000 | NS      | $999380.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI D 144A                            | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3709742.10   | 0.17%             | 2037-07-05      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| CMA CGM SA                                                                 | CMA CGM SA CMA CGM SA                                       | CUSIP: ACI2Y8R15<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1296487.53   | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20250807                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $47281.18     | 0.00%             |  |  |  | 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        |    3200000 | PA      | $3401921.47   | 0.15%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/0.75000 09/21/22-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $4723520.28   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCINA SPV                                                                 | ENCINA PRIVATE CREDIT LLC NOTE                              | CUSIP: 938DREII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5569150 | PA      | $5429890.32   | 0.24%             | 2025-11-30      | Floating      | 8.05%                 | No            |                  3 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-1                                     | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3              | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11496276 | PA      | $2668775.36   | 0.12%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4319                                                    | FREDDIE MAC FHR 4319 ES                                     | CUSIP: 3137B8LB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1821656 | PA      | $1355043.66   | 0.06%             | 2044-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2692928 | PA      | $-2694334.56  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20250716                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $27280.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                   | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   19600000 | PA      | $6826386.00   | 0.30%             | 2027-05-15      | Fixed         | 10.50%                | 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        |   22392000 | PA      | $20362725.00  | 0.91%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                            | BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1                  | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     438517 | PA      | $225233.27    | 0.01%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 07/25 0.00000                                 | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4536000 | PA      | $4531252.31   | 0.20%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                            | BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1                  | CUSIP: 07386HVV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360093 | PA      | $166250.47    | 0.01%             | 2035-09-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI               | CUSIP: 38378HFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102444 | PA      | $10998.38     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A4            | CUSIP: 12668BMX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1110513 | PA      | $481806.34    | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/2.00000 03/15/23-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $1407032.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A        | CUSIP: 87331BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7288926 | PA      | $6632922.90   | 0.30%             | 2036-08-05      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5             | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        | 1315900000 | PA      | $22504968.78  | 1.00%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15              | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2835934.25   | 0.13%             | 2031-01-15      | Fixed         | 6.15%                 | 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      | $259112.50    | 0.01%             | 2031-05-07      | Floating      | 14.55%                | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES 2005-R7                                     | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R7 M4              | CUSIP: 03072SK38<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $388909.88    | 0.02%             | 2035-09-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 07/25 0.00000                                 | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     563000 | PA      | $562869.07    | 0.03%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4          | CUSIP: 12667FJ55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307600 | PA      | $206045.54    | 0.01%             | 2035-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                                                      | COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR                 | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |    4400000 | NS      | $4279707.08   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)                                  | AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR            | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1258353.00   | 0.06%             | 2067-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-64477.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                             | PROOFPOINT INC 2024 TERM LOAN                               | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     795970 | PA      | $797394.57    | 0.04%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ABX.HE.AAA.06-2 SP BRC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1373642.56  | -0.06%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -7384995 | PA      | $-7479902.44  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD BRL BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-4631.70     | -0.00%            |  |  |  | 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        |     600000 | PA      | $626100.00    | 0.03%             | 2027-06-07      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT MXN SOLD USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $6168.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-30.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A5           | CUSIP: 02149VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13310237 | PA      | $1060984.28   | 0.05%             | 2037-04-25      | Floating      | 0.82%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES 2005-HE1                                     | MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M5              | CUSIP: 57643LJJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58996 | PA      | $61625.57     | 0.00%             | 2035-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA SR SECURED REGS 07/29 4                    | CUSIP: ACI1X3WT2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $1783380.47   | 0.08%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                       | AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1           | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    9088259 | PA      | $8215150.00   | 0.37%             | 2027-09-01      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1700010 | PA      | $-1715604.26  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2005-HE1                                         | ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M5             | CUSIP: 04542BKW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67004 | PA      | $58997.13     | 0.00%             | 2035-03-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-B                                             | FREMONT HOME LOAN TRUST FHLT 2005 B M6                      | CUSIP: 35729PKA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1120609.10   | 0.05%             | 2035-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT PEN SOLD USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $6.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                  | CUSIP: BA000K739<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4927273 | PA      | $4878000.00   | 0.22%             | 2032-05-31      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                           | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1                    | CUSIP: 362341XE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     333412 | PA      | $282442.96    | 0.01%             | 2035-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST-2007-4                                              | SLM STUDENT LOAN TRUST SLMA 2007 4 R                        | CUSIP: 78444A107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7000 | PA      | $1372138.28   | 0.06%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3          | CUSIP: 02147RAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     657973 | PA      | $198424.04    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1           | CUSIP: 126694A32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2129813 | PA      | $1964589.77   | 0.09%             | 2046-03-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -977360 | PA      | $-1151647.71  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000            | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      86400 | PA      | $83959.73     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-1                                            | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1             | CUSIP: 78473NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131356 | PA      | $113529.22    | 0.01%             | 2037-02-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2021-B23                                         | BENCHMARK MORTGAGE TRUST BMARK 2021 B23 360C 144A           | CUSIP: 08162RBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8388000 | PA      | $4675659.09   | 0.21%             | 2054-02-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 11.87 03/22/22-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-51856.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25            | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     300000 | PA      | $245574.90    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TRU 2005-CTX1                                   | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M4            | CUSIP: 83611PBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27635 | PA      | $27621.60     | 0.00%             | 2035-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                               | FORTITUDE GROUP HOLDINGS COMPANY GUAR 144A 04/30 6.25       | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     900000 | PA      | $926319.92    | 0.04%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ABX.HE.AAA.06-2 SP MYC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1742990.55  | -0.08%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $303.71       | 0.00%             |  |  |  | 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        |    5700000 | PA      | $6060924.57   | 0.27%             | 2041-10-25      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.3* 08/24/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $4803315.76   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST                               | AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25         | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     755252 | PA      | $763213.51    | 0.03%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-HE4                      | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE4 M3            | CUSIP: 073879TV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     401271 | PA      | $400859.24    | 0.02%             | 2035-04-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $35.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-4                                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 4 MF3               | CUSIP: 126673P48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7025000 | PA      | $5541142.97   | 0.25%             | 2035-07-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-AR1                                           | GSR MORTGAGE LOAN TRUST GSR 2007 AR1 1A1                    | CUSIP: 362290AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1163229 | PA      | $585846.78    | 0.03%             | 2037-03-25      | Floating      | 4.17%                 | 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        |    4200000 | PA      | $2940000.00   | 0.13%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                    | WINDSTREAM SERVICES/ESCR SR SECURED 144A 10/31 8.25         | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2620352.48   | 0.12%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS SPV III LLC                                                | CLOVER HOLDINGS SPV III LLC 2024 USD TERM LOAN              | CUSIP: BA000CCJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     615061 | PA      | $614292.13    | 0.03%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                   | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875        | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $3353500.35   | 0.15%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIII LTD                                                 | MARBLE POINT CLO XXIII LTD. MP23 2021 4A SUB 144A           | CUSIP: 566068AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5200000 | PA      | $2504287.71   | 0.11%             | 2052-01-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | ALTICE FRANCE SA SR SECURED REGS 01/28 3.375                | CUSIP: ACI1FL2Y4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $692445.33    | 0.03%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE12                       | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE12 M4           | CUSIP: 0738795T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     799238 | PA      | $765911.13    | 0.03%             | 2035-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $5.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. COMMON STOCK                                        | CUSIP: B7XL4M900<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |   10875213 | NS      | $1281061.70   | 0.06%             |  |  |  | No            |                  1 | 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        |    3900000 | PA      | $3792750.00   | 0.17%             | 2031-12-19      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                  | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4600000 | PA      | $1323501.48   | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR                | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7100000 | PA      | $7580555.62   | 0.34%             | 2034-01-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-7N                                                    | LEHMAN XS TRUST LXS 2007 7N 1A1A                            | CUSIP: 52524GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1149994 | PA      | $1069464.21   | 0.05%             | 2047-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.3* 8/09/23-9Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $18592856.08  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $786323.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2011-4                                        | RBSSP RESECURITIZATION TRUST RBSSP 2011 4 4A2 144A          | CUSIP: 74930PAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $3741860.80   | 0.17%             | 2037-08-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ESKOM GG LOAN SNR EM SP DUB                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $438614.81    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                               | BREAD FINANCIAL HLDGS SUBORDINATED 144A 06/35 VAR           | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503841.50    | 0.02%             | 2035-06-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2005-HE1                                         | ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M6             | CUSIP: 04542BKX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110536 | PA      | $79878.10     | 0.00%             | 2035-03-25      | Floating      | 5.60%                 | 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        |    2890000 | PA      | $2359425.48   | 0.11%             | 2029-06-15      | Fixed         | 7.25%                 | 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        |     350000 | PA      | $360972.50    | 0.02%             | 2031-05-27      | Floating      | 21.82%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20250903                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $4570.43      | 0.00%             |  |  |  | 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        |   19311831 | PA      | $17380647.90  | 0.78%             | 2030-12-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.50000 09/21/22-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $4201437.04   | 0.19%             |  |  |  | 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        |   15869181 | PA      | $15869180.92  | 0.71%             | 2029-12-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR4                                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A           | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     213304 | PA      | $181095.11    | 0.01%             | 2037-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $135795.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2007-WF2                                         | STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A3             | CUSIP: 86364LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2967 | PA      | $2952.65      | 0.00%             | 2037-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                   | ALTICE FRANCE HOLDING SA SR SECURED REGS 05/27 8            | CUSIP: BL5F4LII6<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   10000000 | PA      | $4246512.09   | 0.19%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1661724 | PA      | $-1677192.39  | -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 TOUCAN FINCO LTD/CAN/US             | CUSIP: ACI2WX839<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4000000 | PA      | $4680869.61   | 0.21%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC DELAYED DRAW TERM LOAN                       | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    1087336 | PA      | $1098209.60   | 0.05%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| SYNIVERSE CORPORATION                                                      | SYNIVERSE PFD PIK PFDJJZ917                                 | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    6753008 | NS      | $6391377.39   | 0.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-2                                             | FREMONT HOME LOAN TRUST FHLT 2006 2 M1                      | CUSIP: 35729PPZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12604509 | PA      | $8743332.28   | 0.39%             | 2036-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A8           | CUSIP: 02149VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3637117 | PA      | $1610872.63   | 0.07%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/4.25000 03/20/24-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $896181.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.6* 8/24/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-673920.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCTERA US HOLDINGS LLC                                                    | VERITAS US INC 2024 PRIORITY TERM LOAN                      | CUSIP: BA000CCH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2374 | PA      | $2390.85      | 0.00%             | 2029-12-09      | Fixed         | 16.80%                | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25               | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     598000 | PA      | $121842.50    | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                 | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL              | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2384389 | PA      | $1251804.48   | 0.06%             | 2025-06-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2023 TERM LOAN                             | CUSIP: 953PAVII5<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    2684070 | PA      | $2700844.95   | 0.12%             | 2029-09-13      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC 2005-R3                                            | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M5              | CUSIP: 03072SA39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $291111.75    | 0.01%             | 2035-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERTS 2005-WF1                                        | ASSET BACKED FUNDING CERTIFICA ABFC 2005 WF1 M5             | CUSIP: 04542BMC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86892 | PA      | $86784.76     | 0.00%             | 2034-07-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                             | EPR PROPERTIES SR UNSECURED 08/29 3.75                      | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95259.16     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                    | LATAM AIRLINES GROUP SA SR SECURED 144A 01/31 7.625         | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    4500000 | PA      | $4528125.00   | 0.20%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2700000 | PA      | $2997717.13   | 0.13%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                | INTELSAT EMERGENCE SA COMMON STOCK                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |     460477 | NS      | $15884975.61  | 0.71%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-19

**Name of Applicant:** PIMCO Corporate & Income Opportunity Fund

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer