# EDGAR Filing Document

**Accession Number:** 0001190935
**File Stem:** 0001099263-26-003070
**Filing Date:** 2026-3
**Character Count:** 378511
**Document Hash:** e6fa3b24550b4939583397d80ca25b8d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003070.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003070

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO 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:** 26705888

**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:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3206392012.42

**Total Liabilities:** $734599000.25

**Net Assets:** $2471793012.17

**Cash Not Reported:** $38304164.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 26229.057000 | **1-Year:** 5104.428000 | **5-Year:** 47976.894100 | **10-Year:** 66295.072400 | **30-Year:** -4688.212800

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

- **3-Month:** 270049.284400 | **1-Year:** 131966.191200 | **5-Year:** 212657.555600 | **10-Year:** 58259.737300 | **30-Year:** 4751.118200

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -3.64%               | -2.65%               | -2.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2320389.76             | $-4968911.02                               |
| Month 2  | $-10955918.74            | $9342251.44                                |
| Month 3  | $2238346.77              | $8288487.27                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DOMINICAN REPUBLIC GOVT                                                    | DOM REP CB NOTES NOTES 144A 01/26 13                          | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |   37960000 | PA      | $603525.47    | 0.02%             | 2026-01-30      | Fixed         | 13.00%                | 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      | $2481630.62   | 0.10%             | 2029-02-01      | Variable      | 4.50%                 | 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      | $12138443.09  | 0.49%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | GRAY MEDIA INC SECURED 144A 07/32 9.625                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1246228.04   | 0.05%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | 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        |     540067 | PA      | $431819.69    | 0.02%             | 2035-05-25      | Floating      | 4.76%                 | 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      | $819058.23    | 0.03%             | 2028-03-20      | Fixed         | 5.92%                 | 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      | $11620067.57  | 0.47%             |  |  |  | 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      | $1339787.64   | 0.05%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-15580.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                      | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                    | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2928714 | PA      | $153996.99    | 0.01%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| QUERCUS II RE DESIGNATED ACTIVITY COMPANY                                  | QUERCUS II RE DAC UNSECURED 144A 01/31 VAR                    | CUSIP: ACI37KKF2<br>LEI: 635400PTO1PTKKKHEA32 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $587599.99    | 0.02%             | 2031-01-07      | Floating      | 14.61%                | No            |                  3 | 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        |    6531628 | PA      | $1916550.70   | 0.08%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                       | EAST LANE RE VII LTD SR UNSECURED 144A 03/32 VAR              | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     600000 | PA      | $599816.88    | 0.02%             | 2032-03-31      | Floating      | 12.10%                | 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      | $1423758.89   | 0.06%             | 2044-03-15      | Floating      | 0.28%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/29 VAR                      | CUSIP: 73110JAD4<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |     350000 | PA      | $350000.00    | 0.01%             | 2029-01-08      | Floating      | 10.68%                | 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        |   12953855 | PA      | $8455822.99   | 0.34%             | 2055-11-25      | Floating      | 5.99%                 | No            |                  3 | On Loan: No      |
| PRPM 2025-2 LLC                                                            | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 2 A1 144A            | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     902032 | PA      | $904391.88    | 0.04%             | 2030-05-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -58848672 | PA      | $-59053082.26 | -2.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -723816 | PA      | $-850628.56   | -0.03%            |  |  |  | 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      | $-7195023.42  | -0.29%            |  |  |  | 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      | $638640.00    | 0.03%             | 2027-06-07      | Floating      | 12.01%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                       | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    1890405 | PA      | $1735798.23   | 0.07%             | 2029-05-01      | Floating      | 9.61%                 | 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        |     273776 | PA      | $219160.32    | 0.01%             | 2036-05-25      | Floating      | 4.99%                 | 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        |     821630 | PA      | $732490.72    | 0.03%             | 2037-04-25      | Fixed         | 5.75%                 | 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      | $2772176.94   | 0.11%             | 2042-04-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO TORONTO DOMINIO                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1352370 | PA      | $-1355407.27  | -0.05%            |  |  |  | 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      | $2760891.46   | 0.11%             | 2030-11-30      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260306                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $36855.22     | 0.00%             |  |  |  | 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        |   16623434 | PA      | $16733398.02  | 0.68%             | 2039-09-30      | Fixed         | 5.75%                 | 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        |     143862 | PA      | $128964.83    | 0.01%             | 2037-05-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| QLIK TECHNOLOGIES (PROJECT ALPHA INTERMEDIATE HOLDING INC)                 | PROJECT ALPHA INTMDT HLDNG INC 2024 1ST LIEN TERM LOAN B      | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4714 | PA      | $4712.28      | 0.00%             | 2030-10-26      | Floating      | 6.92%                 | 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      | $4830746.68   | 0.20%             |  |  |  | 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        |   57596281 | PA      | $54392487.55  | 2.20%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260129                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $28183.34     | 0.00%             |  |  |  | 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        |    4825390 | PA      | $2226868.71   | 0.09%             | 2037-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | VENTURE GLOBAL LNG INC SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9766.34      | 0.00%             |  |  |  | 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      | $24480760.32  | 0.99%             | 2027-09-01      | Floating      | 9.33%                 | 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      | $1912350.00   | 0.08%             | 2031-01-30      | Floating      | 13.83%                | 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      | $2015116.53   | 0.08%             | 2052-01-22      | Variable      | 0.00%                 | 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      | $-95170.57    | -0.00%            |  |  |  | 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      | $383500.00    | 0.02%             | 2060-12-31      | None          | 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        |     704935 | PA      | $582559.22    | 0.02%             | 2036-02-25      | Floating      | 7.53%                 | 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      | $720505.64    | 0.03%             | 2046-07-05      | Floating      | 7.00%                 | 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      | $6248257.03   | 0.25%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                           | VEDANTA RESOURCES COMPANY GUAR 144A 10/32 9.125               | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    3900000 | PA      | $3934491.05   | 0.16%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                                | MCDERMOTT INTERNATIONAL LTD COMMON STOCK USD1.0               | CUSIP: G5924V148<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |        461 | NS      | $9611.85      | 0.00%             |  |  |  | No            |                  1 | 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      | $20284.00     | 0.00%             | 2035-10-15      | Floating      | 8.07%                 | 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      | $980145.62    | 0.04%             |  |  |  | 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      | $438218.17    | 0.02%             | 2034-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                    | J + J VENTURES GAMING LLC 2024 TERM LOAN                      | CUSIP: 46604BAG3<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    3177900 | PA      | $3209679.00   | 0.13%             | 2028-04-26      | Floating      | 8.83%                 | No            |                  3 | On Loan: No      |
| PRET 2025-NPL12 LLC                                                        | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL12 A1 144A        | CUSIP: 69383CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3232805 | PA      | $3243306.26   | 0.13%             | 2055-11-25      | Fixed         | 5.18%                 | 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        |     301644 | PA      | $247453.05    | 0.01%             | 2036-03-25      | Floating      | 4.55%                 | 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      | $1867536.36   | 0.08%             | 2039-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -6616623 | PA      | $-6628243.12  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL13 LLC                                                        | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL13 A1 144A        | CUSIP: 74143UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6428999 | PA      | $6451607.87   | 0.26%             | 2055-12-25      | Fixed         | 5.34%                 | 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      | $129625.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $71337.39     | 0.00%             |  |  |  | No            |                  2 | 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      | $2877717.88   | 0.12%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | 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        |    3617441 | PA      | $3104318.10   | 0.13%             | 2037-03-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PANAMA LA SP BOA                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $52573.66     | 0.00%             |  |  |  | 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        |    5590000 | PA      | $4745048.64   | 0.19%             | 2029-06-15      | Fixed         | 7.25%                 | 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        |   24092000 | PA      | $23381343.58  | 0.95%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-8787.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3                          | FREDDIE MAC   SCRT SCRT 2019 3 BXS                            | CUSIP: 35563PMB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3755916 | PA      | $1693017.47   | 0.07%             | 2058-10-25      | Variable      | 3.58%                 | 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        |       9077 | PA      | $27771.70     | 0.00%             | 2047-05-25      | Floating      | 4.87%                 | 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   | 0.12%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 02/29 8.625         | CUSIP: P01012BX3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2100000 | PA      | $2244375.00   | 0.09%             | 2029-02-28      | Fixed         | 8.62%                 | 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        |     947895 | PA      | $909985.21    | 0.04%             | 2035-06-25      | Floating      | 4.82%                 | 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        |    4654152 | PA      | $1679347.27   | 0.07%             | 2037-09-25      | Fixed         | 6.25%                 | 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        |   16455103 | PA      | $16520923.32  | 0.67%             | 2030-12-31      | Floating      | 7.59%                 | 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        |    8200000 | PA      | $8883709.10   | 0.36%             | 2027-11-24      | Fixed         | 0.88%                 | 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        |      14006 | PA      | $14236.28     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOFTBANK GROUP CORP SNR JP SP GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-10441.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -611763 | PA      | $-617159.14   | -0.02%            |  |  |  | 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        |   68637143 | PA      | $815066.07    | 0.03%             | 2028-12-31      | Fixed         | 8.50%                 | 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        |     164264 | PA      | $17175.18     | 0.00%             | 2041-09-16      | Fixed         | 3.50%                 | 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      | $513367.12    | 0.02%             |  |  |  | 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        |   14900000 | PA      | $15563431.44  | 0.63%             | 2041-10-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX SNR LA SP JPM                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-201716.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260304                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $27323.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS LP                                                | STONEPEAK BAYOU HOLDINGS LP TERM LOAN B                       | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   18200000 | PA      | $16516500.00  | 0.67%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | TURKEY EM SP MYI                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-315830.52   | -0.01%            |  |  |  | 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      | $11418189.55  | 0.46%             | 2028-09-06      | Fixed         | 41.72%                | 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      | $639143.40    | 0.03%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -6151222 | PA      | $-6158330.37  | -0.25%            |  |  |  | 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        |    1380154 | PA      | $324336.26    | 0.01%             | 2028-07-27      | Floating      | 10.35%                | 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      | $19510.47     | 0.00%             | 2035-10-15      | Floating      | 6.82%                 | 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      | $347150.03    | 0.01%             | 2038-06-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1441000 | PA      | $1425647.43   | 0.06%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -35524399 | PA      | $-35596971.52 | -1.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO TORONTO DOMINIO                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -16599165 | PA      | $-16637218.12 | -0.67%            |  |  |  | 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        |     601027 | PA      | $69771.90     | 0.00%             | 2042-01-20      | Floating      | 2.90%                 | 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        |       5175 | PA      | $4855.72      | 0.00%             | 2035-10-25      | Floating      | 5.57%                 | No            |                  2 | 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        |    6500715 | PA      | $5980658.20   | 0.24%             | 2036-12-05      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3201.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-A                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A              | CUSIP: 78448P100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3150 | PA      | $724312.24    | 0.03%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | 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        |     483859 | PA      | $429105.65    | 0.02%             | 2036-10-25      | Floating      | 3.87%                 | 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      | $781588.12    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | JPM CHASE REVERSE REPO EUR ZCP                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -155474 | PA      | $-182713.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -6264840 | PA      | $-6277996.16  | -0.25%            |  |  |  | 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      | $22918083.39  | 0.93%             |  |  |  | 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        |    1626822 | PA      | $956645.43    | 0.04%             | 2036-12-26      | Variable      | 7.00%                 | 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      | $159116.85    | 0.01%             | 2027-06-30      | Floating      | 6.83%                 | No            |                  3 | On Loan: No      |
| AMSURG LLC                                                                 | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN        | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   25045813 | PA      | $25797187.45  | 1.04%             | 2028-09-15      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP TERM LOAN B                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   56219912 | PA      | $52294637.34  | 2.12%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                  | VMED O2 UK FINANCING I SR SECURED 144A 01/33 6.75             | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    8700000 | PA      | $8632881.24   | 0.35%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED REGS 11/27 2.125                    | CUSIP: BMVM6ZII7<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   37700000 | PA      | $42255932.41  | 1.71%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ORACLE CORPORATION SNR S* ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-53473.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                      | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   34875000 | PA      | $34205923.13  | 1.38%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | 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        |    5985238 | PA      | $5148897.76   | 0.21%             | 2037-04-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-3                          | FREDDIE MAC   SCRT SCRT 2018 3 BX 144A                        | CUSIP: 35563PGW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9892145 | PA      | $2858184.05   | 0.12%             | 2057-08-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |          1 | NC      | $-125070.14   | -0.01%            |  |  |  | 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      | $17704775.07  | 0.72%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3067658 | PA      | $-3073425.34  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -48195836 | PA      | $-48657542.18 | -1.97%            |  |  |  | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                   | TITANIUM 2L BONDCO SARL SR SECURED 01/31 6.25                 | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |   21921600 | PA      | $4750383.48   | 0.19%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -3160047 | PA      | $-3757091.00  | -0.15%            |  |  |  | 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        |    2086238 | PA      | $692057.42    | 0.03%             | 2036-08-25      | Floating      | 4.33%                 | 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      | $3726312.18   | 0.15%             | 2037-07-05      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | US TREASURY N/B 08/45 4.875                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1274000 | PA      | $1286740.00   | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | 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        |   12765858 | PA      | $9285803.69   | 0.38%             | 2036-02-25      | Floating      | 4.33%                 | 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        |         25 | PA      | $24.71        | 0.00%             | 2035-12-25      | Variable      | 6.15%                 | 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        |     748349 | PA      | $600148.60    | 0.02%             | 2035-10-25      | Fixed         | 6.00%                 | 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        |   13873850 | PA      | $13446232.58  | 0.54%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                              | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 05/30 7.5            | CUSIP: ACI2FPJG4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   15400000 | PA      | $18791804.21  | 0.76%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                            | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 8 A1 144A            | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2611260 | PA      | $2617051.09   | 0.11%             | 2030-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                      | CUSIP: 73110JAB8<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2295480.00   | 0.09%             | 2027-01-07      | Floating      | 16.84%                | 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      | $370125.00    | 0.01%             | 2032-01-07      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                             | PROOFPOINT INC 2025 FUNGIBLE TERM LOAN                        | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    1889148 | PA      | $1902003.70   | 0.08%             | 2028-08-31      | Floating      | 6.67%                 | 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        |     332887 | PA      | $362271.89    | 0.01%             | 2036-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR               | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $407560.00    | 0.02%             | 2031-06-05      | Floating      | 12.97%                | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                         | SW (FINANCE) I PLC SR SECURED REGS 05/28 2.375                | CUSIP: ACI1ML5J6<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    9960000 | PA      | $12560134.39  | 0.51%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | 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      | $100569.30    | 0.00%             | 2028-11-27      | Fixed         | 0.00%                 | 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        |   94955554 | PA      | $12353360.43  | 0.50%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| MCAFEE CORP                                                                | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   15378254 | PA      | $14242339.23  | 0.58%             | 2029-03-01      | Floating      | 6.72%                 | 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      | $177000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -19542070 | PA      | $-19578461.68 | -0.79%            |  |  |  | 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        |    1219520 | PA      | $1227168.89   | 0.05%             | 2055-05-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4893079 | PA      | $-4904239.05  | -0.20%            |  |  |  | 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      | $154509.81    | 0.01%             | 2035-09-25      | Floating      | 4.63%                 | 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      | $3870573.43   | 0.16%             | 2038-11-15      | Floating      | 6.17%                 | 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        |    5713367 | PA      | $1073274.27   | 0.04%             | 2037-03-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                       | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15797167 | PA      | $24649492.76  | 1.00%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                              | PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4627064.68   | 0.19%             | 2029-09-01      | Fixed         | 9.38%                 | 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        |   14034670 | PA      | $14081475.29  | 0.57%             | 2030-12-18      | Floating      | 9.95%                 | 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      | $66214959.21  | 2.68%             | 2029-12-31      | Floating      | 7.48%                 | No            |                  2 | 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      | $-1518252.34  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -16508157 | PA      | $-16597381.30 | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 04/32 6.5                    | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1255336 | PA      | $1204227.38   | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 02/29 8.625         | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    4400000 | PA      | $4702500.00   | 0.19%             | 2029-02-28      | Fixed         | 8.62%                 | 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        |     239350 | PA      | $156355.60    | 0.01%             | 2036-06-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC TERM LOAN                                 | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    3372046 | PA      | $3401012.44   | 0.14%             | 2032-01-30      | Fixed         | 8.45%                 | No            |                  3 | 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        |    1100284 | PA      | $985064.98    | 0.04%             | 2037-04-25      | Floating      | 4.60%                 | 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      | $643640.44    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC CAD TERM LOAN                             | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     610509 | PA      | $448698.39    | 0.02%             | 2032-01-30      | Floating      | 7.00%                 | No            |                  3 | 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      | $3854015.20   | 0.16%             | 2037-08-27      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                             | BOI FINANCE BV 02/27 7.5                                      | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |    6400000 | PA      | $7756292.48   | 0.31%             | 2027-02-16      | Fixed         | 7.50%                 | 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      | $25139.86     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1771098 | PA      | $-1774451.11  | -0.07%            |  |  |  | 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      | $638470.24    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | 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        |   11510000 | PA      | $11889888.70  | 0.48%             | 2041-10-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2606112 | PA      | $-2606112.45  | -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      | $-1516955.16  | -0.06%            |  |  |  | No            |                  3 | 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      | $311700.00    | 0.01%             | 2033-04-10      | Floating      | 13.33%                | 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      | $377148.68    | 0.02%             | 2035-06-25      | Floating      | 4.87%                 | 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      | $416200.00    | 0.02%             | 2032-04-08      | Floating      | 11.55%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                               | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2300000 | PA      | $2765128.06   | 0.11%             | 2032-05-30      | Fixed         | 5.25%                 | 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      | $-1105416.13  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260225                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $105439.25    | 0.00%             |  |  |  | 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        |     413517 | PA      | $423780.70    | 0.02%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1952156 | PA      | $-1955307.58  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED 144A 10/35 9.875              | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    2450000 | PA      | $2427587.91   | 0.10%             | 2035-10-15      | Fixed         | 9.88%                 | 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        |    1357865 | PA      | $766799.94    | 0.03%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260113                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1562.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 07/32 6.875                  | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2790400 | PA      | $2677666.11   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | 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        |     573357 | PA      | $515357.66    | 0.02%             | 2035-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC COMPANY GUAR REGS 06/30 11                    | CUSIP: ACI2WWMJ0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   12450000 | PA      | $16983527.91  | 0.69%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-5263.99     | -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      | $1121725.00   | 0.05%             | 2028-02-22      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                    | QUIDELORTHO CORP TERM LOAN                                    | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    9276750 | PA      | $9283985.87   | 0.38%             | 2032-08-20      | Floating      | 7.72%                 | 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      | $1004477.10   | 0.04%             | 2038-06-15      | Floating      | 5.41%                 | 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        |    1110520 | PA      | $474111.41    | 0.02%             | 2036-04-25      | 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        |  -55241730 | PA      | $-55651439.04 | -2.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-13384.25    | -0.00%            |  |  |  | No            |                  2 | 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      | $688181.06    | 0.03%             | 2035-11-25      | Floating      | 4.75%                 | 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      | $1197845.74   | 0.05%             | 2036-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -925376 | PA      | $-927319.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCINA SPV                                                                 | ENCINA PRIVATE CREDIT LLC NOTE                                | CUSIP: 938DREII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4166177 | PA      | $4041452.20   | 0.16%             | 2026-11-30      | Floating      | 5.64%                 | No            |                  3 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      68635 | NS      | $1548577.19   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                 | EQTYWM927 WESTMORELAND MINING                                 | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45087 | NS      | $126806.32    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                    | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN    | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17895928 | PA      | $18501206.44  | 0.75%             | 2029-05-30      | Floating      | 9.84%                 | No            |                  3 | 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        |   23547962 | PA      | $22715306.39  | 0.92%             | 2030-07-31      | Fixed         | 9.09%                 | 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        |     133373 | PA      | $128324.95    | 0.01%             | 2034-11-25      | Floating      | 5.22%                 | 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        |     151332 | PA      | $151311.43    | 0.01%             | 2035-01-25      | Fixed         | 5.75%                 | 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        |      60031 | PA      | $56575.77     | 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        |     941730 | PA      | $236495.51    | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | 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      | $929904.10    | 0.04%             | 2035-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/28 8.25               | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    5100000 | PA      | $5132627.25   | 0.21%             | 2028-05-09      | Fixed         | 8.25%                 | 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      | $5559.71      | 0.00%             |  |  |  | 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        |    6218935 | PA      | $2865733.11   | 0.12%             | 2037-08-25      | Floating      | 6.00%                 | 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      | $21259367.81  | 0.86%             | 2029-08-14      | Floating      | 7.77%                 | No            |                  3 | 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        |    2486381 | PA      | $1649079.48   | 0.07%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 02/36 5.625                 | CUSIP: ACI309M21<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1200000 | PA      | $1325132.00   | 0.05%             | 2036-02-19      | Fixed         | 5.62%                 | 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        |     793326 | PA      | $761862.35    | 0.03%             | 2029-10-01      | Fixed         | 4.10%                 | 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 8.25            | CUSIP: ACI2WX839<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4000000 | PA      | $4545736.41   | 0.18%             | 2030-05-15      | Fixed         | 8.25%                 | 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        |     744330 | PA      | $761432.34    | 0.03%             | 2059-06-25      | Fixed         | 5.87%                 | 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        |    1159615 | PA      | $624395.34    | 0.03%             | 2036-12-25      | Floating      | 3.99%                 | 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        |     404283 | PA      | $408992.63    | 0.02%             | 2035-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260226                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $12723.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                      | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |     850000 | PA      | $894412.50    | 0.04%             | 2028-01-07      | Floating      | 14.09%                | 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      | $748557.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                    | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    4347110 | PA      | $4490999.78   | 0.18%             | 2029-11-01      | Fixed         | 9.50%                 | 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      | $-380039.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                    | XBP GLOBAL HOLDINGS INC COMMON STOCK                          | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |       1223 | NS      | $8328.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR                | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2861200 | PA      | $1366223.00   | 0.06%             | 2034-02-01      | Variable      | 0.00%                 | 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      | $535854.20    | 0.02%             | 2034-07-15      | Variable      | 0.00%                 | 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        |     397376 | PA      | $342610.16    | 0.01%             | 2037-02-25      | Floating      | 4.10%                 | 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      | $10857856.14  | 0.44%             |  |  |  | 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      | $199582.50    | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $691.91       | 0.00%             |  |  |  | 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      | $430638.10    | 0.02%             |  |  |  | Yes           |                  3 | 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        |     131408 | PA      | $141169.68    | 0.01%             | 2035-06-25      | Floating      | 4.79%                 | 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      | $64448.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT MXN SOLD USD 20260129                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $6234.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                        | NEW IMMO HOLDING SA SR UNSECURED REGS 07/27 3.25              | CUSIP: ACI1NZ8Z5<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    2400000 | PA      | $2822137.83   | 0.11%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                           | GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR                   | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1410000 | PA      | $1411141.40   | 0.06%             | 2029-01-08      | Floating      | 13.46%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260128                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-31.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |          1 | NC      | $-32220.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 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      | $0.00         | 0.00%             | 2029-09-17      | Fixed         | 0.00%                 | No            |                  3 | 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      | $-16241.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1300698 | PA      | $-1302164.90  | -0.05%            |  |  |  | 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      | $-110094.84   | -0.00%            |  |  |  | No            |                  3 | 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        |    1800000 | PA      | $1896278.22   | 0.08%             | 2042-01-25      | Floating      | 10.97%                | 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        |      48858 | PA      | $777.90       | 0.00%             | 2042-01-25      | Fixed         | 3.00%                 | 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      | $-57564.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                              | YINSON BERGENIA PRODUCTI SR SECURED 144A 01/45 8.498          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    3900000 | PA      | $4093536.92   | 0.17%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-3871.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PANAMA LA SP BRC                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $58758.80     | 0.00%             |  |  |  | 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        |    5023185 | PA      | $4671562.12   | 0.19%             | 2036-08-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL9 LLC                                                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL9 A1 144A         | CUSIP: 740937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3223418 | PA      | $3234100.21   | 0.13%             | 2055-08-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                            | COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995                 | CUSIP: ACI3721X4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    3250000 | PA      | $3916374.53   | 0.16%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                                   | KRONOS INTERNATIONAL INC SR SECURED 144A 03/29 9.5            | CUSIP: ACI2MTFK3<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $9356305.78   | 0.38%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE A TERM LOAN       | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    8485594 | PA      | $7117292.08   | 0.29%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC JPY TERM LOAN                             | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |   65442610 | PA      | $422010.96    | 0.02%             | 2032-01-30      | Floating      | 5.75%                 | No            |                  3 | 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        |       8252 | PA      | $9562.38      | 0.00%             | 2035-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL10 LLC                                                        | PRET 2025 NPL10 LLC 10/55 5.2498                              | CUSIP: 69392WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13418701 | PA      | $13425417.39  | 0.54%             | 2055-10-25      | Fixed         | 5.25%                 | 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        |    1475255 | PA      | $606510.76    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |    7847849 | PA      | $6594263.96   | 0.27%             | 2037-05-25      | Floating      | 4.19%                 | 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        |     113883 | PA      | $89865.85     | 0.00%             | 2035-03-25      | Floating      | 5.02%                 | 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        |    1307842 | PA      | $655480.04    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | 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      | $344000.00    | 0.01%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20300812                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $7120.75      | 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      | $1581750.00   | 0.06%             | 2031-05-13      | Floating      | 15.06%                | 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      | $232930.06    | 0.01%             | 2035-01-25      | Floating      | 4.94%                 | 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      | $2190579.28   | 0.09%             | 2029-12-10      | Floating      | 0.23%                 | 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        |      64160 | PA      | $61423.61     | 0.00%             | 2031-07-15      | Fixed         | 3.30%                 | 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      | $384842.50    | 0.02%             | 2031-05-27      | Floating      | 21.52%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2025 EUR TERM LOAN B11                       | CUSIP: BA000QF11<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    7022125 | PA      | $8174003.21   | 0.33%             | 2028-04-30      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     312000 | PA      | $309535.09    | 0.01%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                        | LUXCO3 SHARES COMMON STOCK                                    | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     448291 | NS      | $7908647.62   | 0.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -6582625 | PA      | $-6584961.83  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                    | ALTICE FRAN LUX 3/HOLD 1 SR UNSECURED 144A 01/33 10           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6254400 | PA      | $5743907.12   | 0.23%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260311                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-30.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                       | EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR                 | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     300000 | PA      | $305550.00    | 0.01%             | 2026-03-31      | Floating      | 12.54%                | 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      | $2285972.09   | 0.09%             | 2028-05-17      | Floating      | 42.56%                | 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        |    1104029 | PA      | $1879513.68   | 0.08%             | 2037-03-26      | Floating      | 4.46%                 | 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      | $2839679.37   | 0.11%             |  |  |  | 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        |    1057957 | PA      | $1008277.22   | 0.04%             | 2047-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                       | INEOS US FINANCE LLC 2023 USD TERM LOAN B                     | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   20318585 | PA      | $16540648.53  | 0.67%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CMO PLACEHOLDER                                                            | PROJECT NOVA TERM LOAN                                        | CUSIP: BA000QBV9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     500000 | PA      | $500000.00    | 0.02%             | 2026-08-31      | Floating      | 6.61%                 | No            |                  3 | 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        |     146273 | PA      | $134575.44    | 0.01%             | 2033-11-01      | Fixed         | 2.70%                 | 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      | $2216708.14   | 0.09%             | 2032-07-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $8121.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -19115862 | PA      | $-19146820.70 | -0.77%            |  |  |  | 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      | $528626.78    | 0.02%             | 2035-08-04      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                | STARWOOD PROPERTY TRUST COMPANY GUAR 144A 10/28 5.25          | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2123219.70   | 0.09%             | 2028-10-15      | Fixed         | 5.25%                 | 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        |    1564134 | PA      | $1185832.59   | 0.05%             | 2036-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                       | INTEGRITY RE III UNSECURED 144A 06/28 VAR                     | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $422160.00    | 0.02%             | 2028-06-06      | Floating      | 16.05%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4182                                                    | FREDDIE MAC FHR 4182 HS                                       | CUSIP: 3137B0WN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68775 | PA      | $46129.84     | 0.00%             | 2043-03-15      | Floating      | 0.00%                 | 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        |     295596 | PA      | $243045.60    | 0.01%             | 2035-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -58596 | PA      | $-58946.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375               | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2445932.18   | 0.10%             | 2034-07-01      | Fixed         | 6.38%                 | 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      | $407103.70    | 0.02%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                         | SW (FINANCE) I PLC SR SECURED REGS 03/27 1.625                | CUSIP: ACI1WPQH7<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    6580000 | PA      | $8479072.03   | 0.34%             | 2027-03-30      | Fixed         | 1.62%                 | 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        |   33096899 | PA      | $14728120.06  | 0.60%             | 2027-06-30      | Fixed         | 13.50%                | 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        |     430171 | PA      | $408390.78    | 0.02%             | 2048-10-15      | Fixed         | 5.69%                 | 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      | $94325.93     | 0.00%             |  |  |  | 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        |     406194 | PA      | $163986.75    | 0.01%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                  | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1178650.00   | 0.05%             | 2026-06-08      | Floating      | 20.81%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -13369035 | PA      | $-13421703.31 | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                                             | BONANZA RE LTD UNSECURED 144A 01/27 VAR                       | CUSIP: 09785EAR2<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |     550000 | PA      | $462000.00    | 0.02%             | 2027-01-08      | Floating      | 3.61%                 | 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        |    3173776 | PA      | $2844496.74   | 0.12%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     134811 | PA      | $119427.52    | 0.00%             | 2030-01-03      | None          | 0.00%                 | 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      | $574995.59    | 0.02%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F+G ANNUITIES + LIFE INC COMPANY GUAR 06/29 6.5               | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $625927.31    | 0.03%             | 2029-06-04      | Fixed         | 6.50%                 | 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      | $170743.96    | 0.01%             | 2028-07-27      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                               | BDO USA P C 2025 TERM LOAN                                    | CUSIP: BA000RR32<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |     517715 | PA      | $512757.59    | 0.02%             | 2028-08-31      | Floating      | 8.34%                 | No            |                  3 | On Loan: No      |
| CI FINANCIAL CORP                                                          | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5                 | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3192613.38   | 0.13%             | 2029-05-30      | Fixed         | 7.50%                 | 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      | $2573955.86   | 0.10%             |  |  |  | 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      | $553910.00    | 0.02%             | 2030-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $88295.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                | UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6             | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23466000 | PA      | $21850073.98  | 0.88%             | 2030-01-15      | Fixed         | 6.00%                 | 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        |     306433 | PA      | $146287.48    | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -53937 | PA      | $-54262.84    | -0.00%            |  |  |  | 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      | $807120.00    | 0.03%             | 2060-12-31      | None          | 0.00%                 | 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        |     131281 | PA      | $131846.63    | 0.01%             | 2035-10-25      | Floating      | 4.87%                 | 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      | $2432264.62   | 0.10%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 02/32 7.75                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   38400000 | PA      | $39567744.00  | 1.60%             | 2032-02-01      | Fixed         | 7.75%                 | 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      | $2845319.71   | 0.12%             | 2029-10-28      | Fixed         | 0.00%                 | No            |                  3 | 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        |      94892 | PA      | $9107.99      | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | 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        |   13318744 | PA      | $1178883.28   | 0.05%             | 2037-04-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC DELAYED DRAW TERM LOAN                         | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    1087336 | PA      | $1106364.62   | 0.04%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4729.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                    | VALE SA SUBORDINATED 12/49 VAR                                | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  250000000 | PA      | $18933345.50  | 0.77%             | 2049-12-29      | Variable      | 1.96%                 | 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      | $-16387.87    | -0.00%            |  |  |  | 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      | $291055.15    | 0.01%             | 2035-06-25      | Floating      | 4.82%                 | 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      | $324500.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | 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        |     324992 | PA      | $275184.33    | 0.01%             | 2035-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -474817 | PA      | $-475313.18   | -0.02%            |  |  |  | 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        |     135868 | PA      | $118860.01    | 0.00%             | 2034-12-25      | Floating      | 4.82%                 | 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        |     302517 | PA      | $294197.61    | 0.01%             | 2035-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REV REPO STANDARD CHARTERED BA ZCP                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -6376722 | PA      | $-7582256.23  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-11686.43    | -0.00%            |  |  |  | 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        |    5937763 | PA      | $2802150.09   | 0.11%             | 2036-05-25      | Fixed         | 6.00%                 | 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        |      24919 | PA      | $24755.80     | 0.00%             | 2035-08-25      | Floating      | 4.57%                 | 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        |     869408 | PA      | $874303.22    | 0.04%             | 2055-04-25      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5635000 | PA      | $5657861.20   | 0.23%             | 2027-06-15      | Fixed         | 7.00%                 | 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        |      97910 | PA      | $97875.37     | 0.00%             | 2035-04-25      | Floating      | 4.90%                 | 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        |     311284 | PA      | $261251.54    | 0.01%             | 2037-01-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                           | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1134109.27   | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | 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      | $5006856.04   | 0.20%             | 2045-06-13      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 03/32 VAR                        | CUSIP: 42815KAC6<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $257875.00    | 0.01%             | 2032-03-13      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT MXN SOLD USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $0.07         | 0.00%             |  |  |  | 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      | $12804.51     | 0.00%             |  |  |  | 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        |    2013632 | PA      | $1910447.73   | 0.08%             | 2046-03-20      | Floating      | 4.27%                 | 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      | $16397.37     | 0.00%             | 2026-05-20      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 06/33 5.375                         | CUSIP: ACI30VFW4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2700000 | PA      | $3207435.73   | 0.13%             | 2033-06-07      | Fixed         | 5.38%                 | 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      | $3579625.22   | 0.14%             | 2028-11-15      | Fixed         | 5.25%                 | 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      | $1757351.76   | 0.07%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4257000 | PA      | $4220557.92   | 0.17%             | 2026-03-31      | None          | 0.00%                 | 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      | $3760106.50   | 0.15%             | 2037-07-05      | Variable      | 7.69%                 | 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      | $-5714518.17  | -0.23%            |  |  |  | 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      | $222797.06    | 0.01%             | 2035-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1580676 | PA      | $-1584133.73  | -0.06%            |  |  |  | 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        |   12204873 | PA      | $11839965.59  | 0.48%             | 2036-03-25      | Floating      | 4.27%                 | 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      | $948964.70    | 0.04%             | 2037-04-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR COMMON STOCK UNIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       9947 | NS      | $4739745.50   | 0.19%             |  |  |  | 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        |     202599 | PA      | $201210.67    | 0.01%             | 2035-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75             | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    3649048 | PA      | $2554333.60   | 0.10%             | 2029-04-30      | Fixed         | 11.75%                | 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      | $5911611.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3180.11     | -0.00%            |  |  |  | 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      | $889369.22    | 0.04%             | 2036-08-25      | Floating      | 4.16%                 | 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        |     687405 | PA      | $494416.17    | 0.02%             | 2035-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                               | FANNIE MAE   CAS CAS 2021 R03 1B2 144A                        | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9800000 | PA      | $10138786.00  | 0.41%             | 2041-12-25      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC 2025-7                                                    | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 7 A1 144A            | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2685301 | PA      | $2693963.62   | 0.11%             | 2030-08-25      | Fixed         | 5.50%                 | 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      | $914581.54    | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | 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      | $4.61         | 0.00%             |  |  |  | No            |                  3 | 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        |     273756 | PA      | $143009.08    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | 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        |     383312 | PA      | $381198.52    | 0.02%             | 2035-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/17/25-20Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $999376.73    | 0.04%             |  |  |  | No            |                  2 | 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        |     658796 | PA      | $186981.61    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | 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        |     319904 | PA      | $287508.56    | 0.01%             | 2037-07-25      | Floating      | 3.90%                 | 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      | $17615893.83  | 0.71%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4520                                                           | FREDDIE MAC FHR 4520 AI                                       | CUSIP: 3137BLTL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     599820 | PA      | $50978.17     | 0.00%             | 2035-10-15      | Fixed         | 3.50%                 | 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        |    1343393 | PA      | $339274.67    | 0.01%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $184.66       | 0.00%             |  |  |  | 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      | $320370.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 10/30 6.875                  | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    4160800 | PA      | $4039374.83   | 0.16%             | 2030-10-15      | Fixed         | 6.88%                 | 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        |     359542 | PA      | $361196.61    | 0.01%             | 2035-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -8888557 | PA      | $-8898026.19  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/29 VAR                      | CUSIP: 73110JAE2<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |     350000 | PA      | $350000.00    | 0.01%             | 2029-01-08      | Floating      | 12.68%                | 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      | $1971951.60   | 0.08%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-4                                          | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 M10               | CUSIP: 542514JC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3608431 | PA      | $3245273.39   | 0.13%             | 2034-10-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -629142 | PA      | $-848359.01   | -0.03%            |  |  |  | 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        |     197899 | PA      | $196401.52    | 0.01%             | 2035-05-25      | Floating      | 4.87%                 | 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        |    1225108 | PA      | $794091.11    | 0.03%             | 2037-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 04/30 9.25          | CUSIP: P01012CF1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1850000 | PA      | $2017887.50   | 0.08%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                      | ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10             | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    4500000 | PA      | $4191732.90   | 0.17%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | U S RENAL CARE INC 2025 DELAYED DRAW TERM LOAN                | CUSIP: BA000SL28<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    2876250 | PA      | $2847487.50   | 0.12%             | 2030-09-25      | Floating      | 1.50%                 | No            |                  3 | 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        |    2136104 | PA      | $1834305.60   | 0.07%             | 2037-02-25      | Fixed         | 6.00%                 | 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      | $5114359.42   | 0.21%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6290884.35  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| NGD HOLDINGS BV                                                            | NGD HOLDINGS BV SR SECURED 12/26 6.75                         | CUSIP: ACI1XVPP6<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | NL        |     815759 | PA      | $746884.47    | 0.03%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75              | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   94250000 | PA      | $1627673.29   | 0.07%             | 2036-06-01      | Fixed         | 10.75%                | 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      | $8567157.58   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED 144A 05/29 7.875          | CUSIP: ACI30ZWV8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |   10424000 | PA      | $12460861.45  | 0.50%             | 2029-05-01      | Fixed         | 7.88%                 | 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      | $-2139017.60  | -0.09%            |  |  |  | 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        |       1646 | PA      | $1652.70      | 0.00%             | 2037-08-25      | Floating      | 5.65%                 | 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      | $12734575.46  | 0.52%             | 2029-02-01      | Fixed         | 9.50%                 | 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        |   17501028 | PA      | $17137968.75  | 0.69%             | 2030-10-08      | Floating      | 9.97%                 | 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      | $149284.59    | 0.01%             |  |  |  | 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        |      57600 | PA      | $56570.17     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A G 144A            | CUSIP: 02007G5K5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2947641 | PA      | $2971659.07   | 0.12%             | 2033-06-15      | Fixed         | 10.22%                | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC)                                            | CENTRAL PARENT INC 2024 TERM LOAN B                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   35514454 | PA      | $30197584.96  | 1.22%             | 2029-07-06      | Floating      | 6.92%                 | 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      | $2791029.78   | 0.11%             | 2038-11-15      | Floating      | 6.87%                 | 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      | $257712.50    | 0.01%             | 2033-03-08      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $125058.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 10/30 4.75                   | CUSIP: ACI30QTM2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     539070 | PA      | $597278.47    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | 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        |      35210 | PA      | $38578.74     | 0.00%             | 2035-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A E 144A            | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3902510 | PA      | $3925282.31   | 0.16%             | 2033-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH (SPRUCE BIDCO II INC)                                       | SPRUCE BIDCO II INC REVOLVER                                  | CUSIP: BA000FL00<br>LEI: 254900ZDXA1N7X9RDU49 | Long             | LON              | CORP              | US        |     763761 | PA      | $763761.47    | 0.03%             | 2032-01-30      | Fixed         | 0.50%                 | No            |                  3 | 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        |    1004471 | PA      | $1066406.11   | 0.04%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                       | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   19911147 | PA      | $19931854.94  | 0.81%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -1199616 | PA      | $-1619035.26  | -0.07%            |  |  |  | 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      | $201251.29    | 0.01%             |  |  |  | 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        |   24265750 | PA      | $22870469.57  | 0.93%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                    | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1081256 | PA      | $966642.86    | 0.04%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED 144A 09/30 6.5            | CUSIP: ACI30SHJ8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    1900000 | PA      | $2166110.30   | 0.09%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARICOPA COUNTY INDUSTRIAL DEV                                             | MARICOPA CNTY AZ INDL DEV AUTH MAREDU 10/29 FIXED 7.375       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2100000 | PA      | $2203870.20   | 0.09%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD MXN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-25.69       | -0.00%            |  |  |  | No            |                  2 | 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        |     148097 | PA      | $149527.77    | 0.01%             | 2036-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                | SES S A COMMON STOCK                                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |     460477 | NS      | $7156503.30   | 0.29%             |  |  |  | No            |                  3 | 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      | $1874826.52   | 0.08%             | 2035-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                         | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4         | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |  869100000 | PA      | $1780644.42   | 0.07%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                     | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $1128462.29   | 0.05%             | 2032-09-19      | Fixed         | 5.00%                 | 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        |      30270 | PA      | $30187.44     | 0.00%             | 2035-05-25      | Floating      | 4.55%                 | 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      | $14456500.63  | 0.58%             | 2028-12-31      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260112                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $9150.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260312                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $56917.85     | 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        |     867079 | PA      | $412288.86    | 0.02%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260223                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-15430.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260316                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $104641.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2                          | FREDDIE MAC   SCRT SCRT 2019 2 BXS 144A                       | CUSIP: 35563PKX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6677363 | PA      | $2457096.54   | 0.10%             | 2058-08-25      | Variable      | 2.28%                 | 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      | $10180319.16  | 0.41%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                     | FIRST BRANDS GROUP LLC 2025 DIP TERM LOAN                     | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3765 | PA      | $743.62       | 0.00%             | 2026-06-29      | Fixed         | 0.00%                 | 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      | $318120.00    | 0.01%             | 2031-04-30      | Floating      | 11.95%                | 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      | $2391770.00   | 0.10%             | 2028-12-07      | Floating      | 12.81%                | 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      | $627779.39    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/31 5.125                         | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4180000 | PA      | $5029937.28   | 0.20%             | 2031-09-24      | Fixed         | 5.12%                 | 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      | $2337091.34   | 0.09%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260128                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $26184.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                              | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4772404.00   | 0.19%             | 2031-02-01      | Fixed         | 9.00%                 | 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        |    1163228 | PA      | $558915.12    | 0.02%             | 2037-03-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-6.41        | -0.00%            |  |  |  | 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      | $10575.80     | 0.00%             |  |  |  | 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        | 1200100000 | PA      | $20466786.30  | 0.83%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260203                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $12996.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                       | INEOS US FINANCE LLC 2024 USD 1ST LIEN TERM LOAN B            | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    2157078 | PA      | $1737796.03   | 0.07%             | 2031-02-07      | Floating      | 6.72%                 | 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        |    9072839 | PA      | $0.09         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | 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      | $1399851.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-1908476.50  | -0.08%            |  |  |  | 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        |     260828 | PA      | $255120.23    | 0.01%             | 2035-05-25      | Floating      | 4.82%                 | 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      | $1210608.99   | 0.05%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 11/31 4.625                         | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   15100000 | PA      | $13545867.23  | 0.55%             | 2031-11-02      | Fixed         | 4.62%                 | 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      | $1164769.74   | 0.05%             | 2036-10-27      | Floating      | 4.07%                 | 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        |     400412 | PA      | $329581.22    | 0.01%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                          | REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/35 5.976          | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1224344.56   | 0.05%             | 2035-09-16      | Fixed         | 5.98%                 | 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      | $284153.98    | 0.01%             | 2028-07-27      | Floating      | 10.09%                | 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      | $3953540.22   | 0.16%             |  |  |  | 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      | $17468922.05  | 0.71%             |  |  |  | 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      | $1736173.64   | 0.07%             | 2035-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2710.69     | -0.00%            |  |  |  | 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        |     799495 | PA      | $793845.47    | 0.03%             | 2036-03-25      | Fixed         | 6.00%                 | 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      | $279227.88    | 0.01%             | 2035-06-25      | Floating      | 4.82%                 | 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        |     472053 | PA      | $461125.90    | 0.02%             | 2037-06-25      | Floating      | 4.32%                 | 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      | $987545.00    | 0.04%             | 2039-07-15      | Floating      | 4.77%                 | 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      | $3029644.50   | 0.12%             | 2029-10-31      | Fixed         | 7.25%                 | 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        |     939275 | PA      | $928354.66    | 0.04%             | 2037-04-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -5913728 | PA      | $-6963284.36  | -0.28%            |  |  |  | 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      | $1455820.85   | 0.06%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $22469.48     | 0.00%             |  |  |  | No            |                  2 | 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      | $234126.00    | 0.01%             | 2035-03-25      | Floating      | 4.88%                 | 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        |       5618 | PA      | $5346.24      | 0.00%             | 2035-12-25      | Floating      | 4.67%                 | 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        |      59066 | PA      | $53109.94     | 0.00%             | 2036-08-25      | Floating      | 3.97%                 | 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      | $4340600.00   | 0.18%             |  |  |  | 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      | $11761.68     | 0.00%             | 2026-08-19      | Floating      | 42.56%                | 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      | $516000.00    | 0.02%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS SUR-B                                                | TRANSPORT DE GAS DEL SUR SR UNSECURED 144A 11/35 7.75         | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    8725000 | PA      | $8640891.00   | 0.35%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                            | UNITI GROUP INC COMMON STOCK USD.0001                         | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     255797 | NS      | $1793136.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP COMPANY GUAR 07/26 7.75                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18800000 | PA      | $18583014.54  | 0.75%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                      | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                    | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1577629 | PA      | $82954.54     | 0.00%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | 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        |    1918811 | PA      | $1927399.90   | 0.08%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | 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      | $169642.39    | 0.01%             | 2035-03-25      | Floating      | 4.87%                 | 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      | $11760283.29  | 0.48%             |  |  |  | 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        |    1500669 | PA      | $806749.44    | 0.03%             | 2037-02-25      | Fixed         | 6.00%                 | 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      | $656453.52    | 0.03%             | 2042-03-25      | Floating      | 13.72%                | No            |                  2 | 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      | $596854.26    | 0.02%             |  |  |  | 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        |    1908650 | PA      | $1298474.88   | 0.05%             | 2036-03-27      | Variable      | 3.73%                 | 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      | $93116.56     | 0.00%             |  |  |  | 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        |      69466 | PA      | $69385.03     | 0.00%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED REGS 10/30 8.5                            | CUSIP: ACI2VMKZ9<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     866632 | PA      | $1070547.83   | 0.04%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HANDSHAKE RE LTD                                                           | HANDSHAKE RE LTD UNSECURED 144A 01/30 VAR                     | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250303.78    | 0.01%             | 2030-01-08      | Floating      | 4.20%                 | 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      | $35556850.89  | 1.44%             | 2026-03-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| HCA INC                                                                    | HCA INC COMPANY GUAR 11/95 7.5                                | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4516000 | PA      | $4914078.81   | 0.20%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $447.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2559877 | PA      | $-2578350.60  | -0.10%            |  |  |  | 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        |    1304647 | PA      | $617284.79    | 0.02%             | 2037-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $144.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $44885.44     | 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      | $6326231.16   | 0.26%             | 2042-02-25      | Floating      | 12.37%                | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH EUR TERM LOAN B1                        | CUSIP: D255LZAB1<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    5400000 | PA      | $6211225.75   | 0.25%             | 2030-03-29      | Floating      | 7.57%                 | 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      | $1200789.00   | 0.05%             | 2067-01-15      | Floating      | 5.92%                 | 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        |    1358959 | PA      | $561538.63    | 0.02%             | 2036-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP CBK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $20438.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260220                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $5334.53      | 0.00%             |  |  |  | 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      | $7486465.61   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -2099160 | PA      | $-2481570.38  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                        | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/41 FIXED 3.714       | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $77837.73     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | 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      | $41150.79     | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                     | CUSIP: BA000K747<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |     492727 | PA      | $491597.14    | 0.02%             | 2032-08-26      | Floating      | 0.63%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $7957.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC LAST OUT TERM LOAN                             | CUSIP: 23803RAB7<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    4912664 | PA      | $4998635.38   | 0.20%             | 2031-01-03      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 03/32 VAR                        | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $260200.00    | 0.01%             | 2032-03-13      | Floating      | 11.87%                | No            |                  2 | On Loan: No      |
| 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      | $545192.65    | 0.02%             | 2042-03-25      | Floating      | 13.37%                | 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      | $2161221.33   | 0.09%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2385394 | PA      | $-2388177.17  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                               | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                      | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $2123084.16   | 0.09%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | 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        |     293013 | PA      | $102674.12    | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                  | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     109766 | PA      | $78372.96     | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                                          | UZBEKNEFTEGAZ SR UNSECURED 144A 05/30 8.75                    | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    3750000 | PA      | $4031316.90   | 0.16%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                              | AMSURG EQUITY EQTYAS910                                       | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1271774 | NS      | $57120092.44  | 2.31%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $32611.59     | 0.00%             |  |  |  | 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      | $1043775.05   | 0.04%             | 2036-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260211                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-12059.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-1918                            | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 1918 A 144A          | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $505165.60    | 0.02%             | 2040-09-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE B TERM LOAN       | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    1497458 | PA      | $954629.33    | 0.04%             | 2029-04-30      | Floating      | 7.38%                 | 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      | $1205050.00   | 0.05%             | 2026-06-08      | Floating      | 26.38%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                         | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2151975.06   | 0.09%             | 2034-01-15      | Fixed         | 6.50%                 | 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      | $1056739.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG             | CUSIP: 952NPK908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $59000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-4718.32     | -0.00%            |  |  |  | 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        |     670446 | PA      | $439467.33    | 0.02%             | 2036-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED 144A 09/32 6.875          | CUSIP: ACI30SL12<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $675512.36    | 0.03%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2516539.66   | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | 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      | $-6946758.85  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2633273 | PA      | $-2661392.20  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH USD TERM LOAN B1                        | CUSIP: D255LZAC9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   17216725 | PA      | $16085327.99  | 0.65%             | 2030-04-01      | Floating      | 9.34%                 | 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        |     496825 | PA      | $30151.29     | 0.00%             | 2033-02-25      | Fixed         | 3.50%                 | 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        |   23368000 | PA      | $24574050.52  | 0.99%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | NEW WINDSTREAM WARRANTS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     275876 | NC      | $1856731.28   | 0.08%             |  |  |  | No            |                  3 | 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      | $22222346.46  | 0.90%             | 2031-11-28      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 12/27 4.25                          | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     800000 | PA      | $795785.90    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | 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      | $3940871.87   | 0.16%             |  |  |  | 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        |     431163 | PA      | $216563.49    | 0.01%             | 2036-11-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -625798 | PA      | $-630651.10   | -0.03%            |  |  |  | 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      | $1357694.26   | 0.05%             | 2029-06-10      | Fixed         | 6.60%                 | 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      | $2468265.00   | 0.10%             | 2038-11-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -562995 | PA      | $-563195.17   | -0.02%            |  |  |  | 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      | $313350.00    | 0.01%             | 2026-06-08      | Floating      | 15.46%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-13973.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP 2025 FIXED TERM LOAN                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4350000 | PA      | $4342996.50   | 0.18%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                               | TECPETROL S.A. SR UNSECURED 144A 11/30 7.625                  | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    7700000 | PA      | $7654801.00   | 0.31%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                            | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 3 A1 144A            | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900015 | PA      | $902391.62    | 0.04%             | 2030-05-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP TERM LOAN                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   32864955 | PA      | $32360313.84  | 1.31%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $96.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $7867.10      | 0.00%             |  |  |  | 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        |     479077 | PA      | $456220.26    | 0.02%             | 2035-03-25      | Floating      | 4.93%                 | 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      | $3167634.30   | 0.13%             |  |  |  | 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      | $396368.76    | 0.02%             | 2031-07-17      | Variable      | 0.00%                 | 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      | $1144440.96   | 0.05%             |  |  |  | No            |                  1 | 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        |     128226 | PA      | $109969.13    | 0.00%             | 2037-02-25      | Floating      | 5.86%                 | 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      | $377676.88    | 0.02%             | 2035-10-25      | Floating      | 4.75%                 | 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      | $404352.18    | 0.02%             | 2042-09-15      | Floating      | 0.21%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                  | VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625            | CUSIP: ACI2NJDT7<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   10400000 | PA      | $12328609.62  | 0.50%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED 144A 01/31 9.244              | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    4200000 | PA      | $4230287.21   | 0.17%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                  | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   22690737 | PA      | $17676084.12  | 0.72%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                  | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $417460.00    | 0.02%             | 2032-06-07      | Floating      | 10.74%                | 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      | $114611.98    | 0.00%             | 2035-08-25      | Floating      | 4.81%                 | 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      | $5995395.50   | 0.24%             | 2034-01-25      | Floating      | 9.37%                 | 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        |   26983608 | PA      | $26850443.48  | 1.09%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75          | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     245842 | PA      | $236622.93    | 0.01%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GRP INC. 2025 SUPER PRTY NEW MONEY TL A | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     754683 | PA      | $711760.73    | 0.03%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO 2017-28A                                                        | APIDOS CLO APID 2017 28A SUB 144A                             | CUSIP: 03766YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10135436 | PA      | $3719520.55   | 0.15%             | 2038-10-20      | Variable      | 0.00%                 | 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        |     900000 | PA      | $933782.24    | 0.04%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEVITA (NATIONAL MENTOR HOLDINGS INC)                                      | NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5           | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6037369.32   | 0.24%             | 2030-12-15      | Fixed         | 10.50%                | 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      | $455574.25    | 0.02%             | 2030-02-01      | Variable      | 0.00%                 | 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      | $327434.20    | 0.01%             |  |  |  | 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        |   21950000 | PA      | $23462596.45  | 0.95%             | 2030-09-15      | Fixed         | 7.75%                 | 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      | $987787.68    | 0.04%             | 2036-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -202386 | PA      | $-272903.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-5                                                  | RCO MORTGAGE LLC RCO 2025 5 A1 144A                           | CUSIP: 75523YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1856739 | PA      | $1839312.14   | 0.07%             | 2030-10-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                            | NEW WINDSTREAM PREFERRED STOCK                                | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |       9034 | NS      | $8979569.48   | 0.36%             |  |  |  | No            |                  3 | 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      | $15810056.85  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                             | POLARIS NEWCO, LLC USD TERM LOAN B                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   25274010 | PA      | $24430616.69  | 0.99%             | 2028-06-02      | Floating      | 7.85%                 | 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      | $-19663395.71 | -0.80%            |  |  |  | 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      | $1093534.67   | 0.04%             | 2027-09-13      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD AUD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2246.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260108                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-14.88       | -0.00%            |  |  |  | No            |                  2 | 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      | $28614.05     | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | 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      | $506351.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                             | POLARIS NEWCO LLC EUR TERM LOAN B                             | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   15300000 | PA      | $17121628.50  | 0.69%             | 2028-06-02      | Floating      | 6.07%                 | 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      | $3284676.00   | 0.13%             | 2030-02-01      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                             | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 6.75               | CUSIP: ACI30N7J0<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    3500000 | PA      | $4103174.04   | 0.17%             | 2031-10-15      | Fixed         | 6.75%                 | 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      | $2280080.00   | 0.09%             | 2027-04-05      | Floating      | 12.27%                | 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        |      49363 | PA      | $32329.67     | 0.00%             | 2035-03-25      | Floating      | 5.05%                 | 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        |    2246784 | PA      | $1263987.36   | 0.05%             | 2037-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                            | ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR                   | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $268925.00    | 0.01%             | 2031-05-07      | Floating      | 13.79%                | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 25-NPL14                              | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL14 A1 144A        | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1001269.82   | 0.04%             | 2055-12-25      | Fixed         | 5.26%                 | No            |                  3 | 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      | $-428133.87   | -0.02%            |  |  |  | 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        |    3573143 | PA      | $3116389.42   | 0.13%             | 2036-06-26      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 04/29 VAR                        | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      53657 | PA      | $30048.00     | 0.00%             | 2029-04-22      | Floating      | 3.90%                 | 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      | $3107184.09   | 0.13%             |  |  |  | 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      | $-56783.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-8929.31     | -0.00%            |  |  |  | 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      | $856524.70    | 0.03%             | 2035-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $68602.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-40820.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B13                           | CUSIP: BA000QF03<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    1700000 | PA      | $1689383.50   | 0.07%             | 2029-05-14      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | GRAY TELEVISION INC 2024 TERM LOAN B                          | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     148000 | PA      | $148224.96    | 0.01%             | 2029-05-23      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260209                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $55466.47     | 0.00%             |  |  |  | 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        |    8799829 | PA      | $8808628.58   | 0.36%             | 2027-09-01      | Floating      | 9.33%                 | 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      | $3244863.10   | 0.13%             | 2037-03-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3824000 | PA      | $3788593.36   | 0.15%             | 2026-04-07      | None          | 0.00%                 | 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        |     244120 | PA      | $250424.22    | 0.01%             | 2036-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                               | DIVERSIFIED HEALTHCARE T SR SECURED 144A 10/30 7.25           | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $921364.20    | 0.04%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 10                             | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    9873000 | PA      | $10417956.23  | 0.42%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $9502.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC USD DELAYED DRAW TERM LOAN                     | CUSIP: BA000TDP4<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    1087336 | PA      | $1090054.58   | 0.04%             | 2031-12-08      | Floating      | 4.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $208.27       | 0.00%             |  |  |  | No            |                  2 | 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      | $3042220.50   | 0.12%             | 2037-07-05      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $7738.27      | 0.00%             |  |  |  | No            |                  2 | 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        |    7497292 | PA      | $2900987.27   | 0.12%             | 2037-09-25      | Variable      | 7.24%                 | 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        |    3180510 | PA      | $3220479.10   | 0.13%             | 2029-10-09      | Fixed         | 6.42%                 | 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        |     674794 | PA      | $690652.99    | 0.03%             | 2030-10-01      | Fixed         | 5.25%                 | 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      | $456490.95    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                    | CUSIP: BA000K739<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |    4927273 | PA      | $4882067.61   | 0.20%             | 2032-08-26      | Floating      | 9.23%                 | No            |                  3 | 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      | $999870.30    | 0.04%             | 2039-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A F 144A            | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1037902 | PA      | $1042084.33   | 0.04%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | 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        |    8246455 | PA      | $4534099.14   | 0.18%             | 2036-11-25      | Variable      | 6.00%                 | 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        |    4195000 | PA      | $4336360.72   | 0.18%             | 2032-02-01      | Fixed         | 9.88%                 | 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      | $33617481.99  | 1.36%             | 2030-04-30      | Fixed         | 8.38%                 | 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        |     799246 | PA      | $798234.98    | 0.03%             | 2035-12-25      | Floating      | 4.93%                 | 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        |   22362082 | PA      | $22362082.00  | 0.90%             | 2030-01-31      | Fixed         | 12.22%                | No            |                  3 | 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        |     829913 | PA      | $699881.15    | 0.03%             | 2037-05-25      | Fixed         | 6.00%                 | 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        |    4335545 | PA      | $4284746.65   | 0.17%             | 2036-02-15      | Floating      | 0.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/17/25-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $96519.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PATTERSON CO (PARADIGM PARENT LLC)                                         | PARADIGM PARENT LLC 1ST LIEN TERM LOAN                        | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |     598500 | PA      | $528646.07    | 0.02%             | 2032-04-16      | Floating      | 8.17%                 | 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        |   45459060 | PA      | $18653611.66  | 0.75%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.83000 12/09/42-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $6040573.38   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260302                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-19477.74    | -0.00%            |  |  |  | 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        |    7600000 | PA      | $7880997.84   | 0.32%             | 2041-12-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| IVANTI SECURITY HOLDINGS LLC                                               | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                      | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3454170 | PA      | $3574357.34   | 0.14%             | 2029-06-01      | Floating      | 9.64%                 | 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        |    3771236 | PA      | $3440882.49   | 0.14%             | 2035-06-25      | Floating      | 4.82%                 | No            |                  2 | 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        |    2347085 | PA      | $936990.78    | 0.04%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -256454 | PA      | $-256924.17   | -0.01%            |  |  |  | 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        |    8246588 | PA      | $3059717.06   | 0.12%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                   | DISH NETWORK CORP SR UNSECURED 08/26 3.375                    | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5723000.00   | 0.23%             | 2026-08-15      | Fixed         | 3.38%                 | 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      | $78233.48     | 0.00%             | 2036-02-25      | Floating      | 4.88%                 | 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        |     530078 | PA      | $414193.01    | 0.02%             | 2035-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED REGS 03/29 10.5                     | CUSIP: ACI2L69P0<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    4100000 | PA      | $5036046.25   | 0.20%             | 2029-03-30      | Fixed         | 10.50%                | 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        |    3139488 | PA      | $3427368.72   | 0.14%             | 2042-07-31      | Fixed         | 8.95%                 | 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      | $2879857.48   | 0.12%             | 2031-01-15      | Fixed         | 6.15%                 | 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      | $74592.02     | 0.00%             | 2035-07-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1051073 | PA      | $-1059417.05  | -0.04%            |  |  |  | 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        |     675313 | PA      | $615190.70    | 0.02%             | 2037-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2978000 | PA      | $-3001665.14  | -0.12%            |  |  |  | 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        |      34070 | PA      | $34065.46     | 0.00%             | 2035-05-25      | Floating      | 4.84%                 | 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      | $-33262.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL11 LLC                                                        | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL11 A1 144A        | CUSIP: 69383AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5224801 | PA      | $5237904.48   | 0.21%             | 2055-10-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-489.64      | -0.00%            |  |  |  | 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        |    2421184 | PA      | $1892555.06   | 0.08%             | 2027-12-31      | Fixed         | 7.83%                 | 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      | $1378211.55   | 0.06%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                                      | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN                  | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |   10300000 | PA      | $10374512.78  | 0.42%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                | ION PLATFORM FINANCE US SR SECURED 144A 09/32 7.875           | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6080686.85   | 0.25%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -37599752 | PA      | $-37755112.09 | -1.53%            |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                      | JANE STREET GROUP LLC 2024 TERM LOAN B1                       | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    2600000 | PA      | $2591056.00   | 0.10%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                          | REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/30 5.204          | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1521967.43   | 0.06%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                  | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7424000 | PA      | $7485888.02   | 0.30%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2025 EUR EXT TERM LOAN B14                   | CUSIP: BA000QF86<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    3152464 | PA      | $3713037.60   | 0.15%             | 2031-05-31      | Floating      | 8.89%                 | 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      | $297444.00    | 0.01%             | 2031-02-26      | Floating      | 13.83%                | 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      | $124200.00    | 0.01%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2014-6                                       | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 6 3A3 144A           | CUSIP: 17322WAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9459149 | PA      | $4556435.16   | 0.18%             | 2035-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SEC INC 2004-R8                                            | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M5                | CUSIP: 03072SUD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2722790 | PA      | $2151720.51   | 0.09%             | 2034-09-25      | Floating      | 5.77%                 | 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      | $2180275.46   | 0.09%             | 2032-04-15      | Floating      | 5.39%                 | 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      | $4564521.30   | 0.18%             | 2035-02-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2627825 | PA      | $-2633571.01  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -47240529 | PA      | $-47450762.79 | -1.92%            |  |  |  | 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      | $421280.00    | 0.02%             | 2027-06-07      | Floating      | 12.76%                | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                      | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    6592866 | PA      | $64221111.61  | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 2021-R02                          | FANNIE MAE   CAS CAS 2021 R02 2B2 144A                        | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3544000 | PA      | $3676273.07   | 0.15%             | 2041-11-25      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | MORGAN STANLEY SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6291.37      | 0.00%             |  |  |  | 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      | 4.23%                 | 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        |    5635650 | PA      | $5544078.86   | 0.22%             | 2037-04-15      | Floating      | 5.11%                 | 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      | $1415348.03   | 0.06%             | 2031-03-25      | Fixed         | 7.49%                 | 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      | $1083985.09   | 0.04%             | 2038-11-15      | Floating      | 5.83%                 | 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      | $60394.26     | 0.00%             | 2035-03-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $6654.82      | 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      | $31602736.18  | 1.28%             | 2030-04-15      | Fixed         | 8.00%                 | 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        |   12321000 | PA      | $12346011.63  | 0.50%             | 2031-12-09      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                     | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   47985468 | PA      | $46473206.14  | 1.88%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP MYC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6437.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX SNR LA SP BRC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-31033.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 08/29 9                  | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4830000 | PA      | $4776702.88   | 0.19%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260319                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $20635.87     | 0.00%             |  |  |  | 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      | $226421.75    | 0.01%             | 2028-07-27      | Floating      | 10.85%                | 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        |     101939 | PA      | $90882.09     | 0.00%             | 2037-04-25      | Fixed         | 5.75%                 | 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      | $403025.00    | 0.02%             | 2027-06-06      | Floating      | 29.30%                | 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      | $3274918.59   | 0.13%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CYBERSWIFT BV                                                              | CYBERSWIFT US FINCO, LLC TERM LOAN B                          | CUSIP: BA000Q199<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | US        |    2900000 | PA      | $2899101.00   | 0.12%             | 2032-10-08      | Floating      | 7.90%                 | 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        |   34300000 | PA      | $33695546.19  | 1.36%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE SA                                                                  | ALTICE HOLDINGS 1 12/99 0                                     | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |      26153 | NS      | $434131.96    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 11/29 7.25                   | CUSIP: ACI30QTN0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     539070 | PA      | $631355.65    | 0.03%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                            | NEW UNITY COMMON STOCKK                                       | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    1416163 | NS      | $9544103.08   | 0.39%             |  |  |  | No            |                  3 | 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      | $357160.24    | 0.01%             | 2035-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN SR SECURED 144A 07/32 6.5              | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17500000 | PA      | $16388006.08  | 0.66%             | 2032-07-01      | Fixed         | 6.50%                 | 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        |     127158 | PA      | $126798.03    | 0.01%             | 2035-06-25      | Floating      | 4.91%                 | 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      | $1432554.22   | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | 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      | $898896.20    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | 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      | $-1297551.07  | -0.05%            |  |  |  | No            |                  3 | 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      | $4633452.84   | 0.19%             | 2032-06-15      | Fixed         | 8.62%                 | 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        |    2540000 | PA      | $2210799.24   | 0.09%             | 2029-06-15      | Fixed         | 8.00%                 | 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      | $174958.06    | 0.01%             | 2036-12-15      | Floating      | 5.67%                 | 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      | $1912190.00   | 0.08%             | 2029-04-09      | Floating      | 15.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -15712424 | PA      | $-15748628.04 | -0.64%            |  |  |  | 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      | $-373355.83   | -0.02%            |  |  |  | No            |                  2 | 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        |      24256 | PA      | $23320.36     | 0.00%             | 2033-03-25      | Floating      | 5.20%                 | 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        |   25781378 | PA      | $21551684.87  | 0.87%             | 2029-06-01      | Floating      | 8.64%                 | 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        |    1959086 | PA      | $1102256.04   | 0.04%             | 2037-02-25      | Fixed         | 6.25%                 | 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      | $433396.47    | 0.02%             |  |  |  | No            |                  3 | 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        |      10497 | PA      | $16306.75     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | 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      | $249575.00    | 0.01%             | 2026-01-08      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1253585.14   | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | 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      |
| 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        |     620806 | PA      | $547969.63    | 0.02%             | 2035-07-25      | Floating      | 4.60%                 | 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      | $596799.80    | 0.02%             | 2035-11-25      | Floating      | 4.82%                 | 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      | $135156.43    | 0.01%             | 2035-05-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                         | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    7599450 | PA      | $4944709.31   | 0.20%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                              | STEINHOFF CVR                                                 | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |   97336701 | NS      | $114.39       | 0.00%             |  |  |  | Yes           |                  3 | 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      | $4905998.60   | 0.20%             | 2054-02-15      | Variable      | 2.76%                 | 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      | $1581450.00   | 0.06%             | 2031-05-13      | Floating      | 14.08%                | 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        |     367138 | PA      | $159289.78    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT US CORP                                              | UPFIELD BV 2025 USD TERM LOAN B12                             | CUSIP: BA000FVY5<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | NL        |   10010000 | PA      | $9707647.95   | 0.39%             | 2027-12-31      | Floating      | 8.30%                 | 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        |     863489 | PA      | $796855.15    | 0.03%             | 2037-02-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-12343.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX LCDS SP DUB                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9636.64      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                         | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                     | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |    1167686 | NS      | $2580586.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-9200.27     | -0.00%            |  |  |  | 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      | $-27387.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     481000 | PA      | $479822.76    | 0.02%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE RIDGE RE LTD                                                          | BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR                    | CUSIP: 096003AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.01%             | 2029-01-08      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $2659.05      | 0.00%             |  |  |  | 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      | $148112.38    | 0.01%             | 2035-03-25      | Floating      | 4.63%                 | 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        |    3100000 | PA      | $3308236.30   | 0.13%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                       | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46740000 | PA      | $49423279.83  | 2.00%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      51920 | NS      | $6749.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                          | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                    | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     450000 | PA      | $464625.00    | 0.02%             | 2031-09-14      | Floating      | 14.58%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-32228.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260320                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $5950.03      | 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      | $2276046.70   | 0.09%             | 2031-08-12      | Fixed         | 6.95%                 | 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        |    3027070 | PA      | $1347046.15   | 0.05%             | 2027-06-30      | Fixed         | 10.00%                | 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        |    2240444 | PA      | $2159835.36   | 0.09%             | 2027-10-25      | Fixed         | 6.00%                 | 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        |    3639460 | PA      | $1578941.25   | 0.06%             | 2037-04-25      | Fixed         | 6.00%                 | 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      | $360297.08    | 0.01%             | 2035-07-25      | Floating      | 4.82%                 | No            |                  2 | 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      | $805730.36    | 0.03%             |  |  |  | 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        |     184466 | PA      | $87779.32     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | US RENAL CARE INC SR SECURED 144A 06/28 10.625                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    3750600 | PA      | $3216139.50   | 0.13%             | 2028-06-28      | Fixed         | 10.62%                | 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      | $189962.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | US TREASURY N/B 08/35 4.25                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2011000 | PA      | $2025768.28   | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | 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      | $214528.38    | 0.01%             | 2035-05-25      | Floating      | 4.82%                 | 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      | $5042371.84   | 0.20%             | 2030-03-10      | Fixed         | 5.25%                 | 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        |    3367580 | PA      | $1795513.81   | 0.07%             | 2036-01-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6549381.65   | 0.26%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2979774.08   | 0.12%             |  |  |  | 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        |    2647464 | PA      | $1798772.35   | 0.07%             | 2035-09-25      | Fixed         | 5.50%                 | 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      | $895591.10    | 0.04%             | 2038-07-15      | Floating      | 5.27%                 | 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      | $5036389.85   | 0.20%             | 2044-04-01      | Variable      | 4.00%                 | 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        |    5096282 | PA      | $2678161.15   | 0.11%             | 2036-10-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $20499.35     | 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        |     220191 | PA      | $192689.04    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | 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      | $1441949.67   | 0.06%             | 2053-06-15      | Fixed         | 6.17%                 | 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        |    1549033 | PA      | $722378.46    | 0.03%             | 2036-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1640000 | PA      | $1638246.77   | 0.07%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | 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      | $1041287.72   | 0.04%             | 2036-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $385.31       | 0.00%             |  |  |  | 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      | $787431.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B11                           | CUSIP: BA000QF29<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    1336200 | PA      | $1323506.10   | 0.05%             | 2028-04-30      | Floating      | 8.11%                 | 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      | $611578.08    | 0.02%             | 2035-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |          1 | NC      | $-2174833.66  | -0.09%            |  |  |  | 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        |     297270 | PA      | $196608.48    | 0.01%             | 2035-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-31087.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B12                           | CUSIP: BA000QFP8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    6855000 | PA      | $6788609.33   | 0.27%             | 2028-10-30      | Floating      | 9.05%                 | 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      | $13154193.00  | 0.53%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | 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        |     207935 | PA      | $180361.70    | 0.01%             | 2037-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -348822 | PA      | $-350464.38   | -0.01%            |  |  |  | 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        |       9336 | PA      | $8274.74      | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | 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      | $1152218.21   | 0.05%             | 2035-04-25      | Floating      | 4.81%                 | 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      | $-6467.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP JPM                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3218.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUCA RE LTD                                                                | LUCA RE LTD UNSECURED 144A 07/31 VAR                          | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $1033400.00   | 0.04%             | 2031-07-22      | Floating      | 10.88%                | 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        |     259323 | PA      | $241170.54    | 0.01%             | 2036-08-05      | Floating      | 4.54%                 | 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        |     133056 | PA      | $16371.74     | 0.00%             | 2036-02-25      | Variable      | 5.00%                 | 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      | $857626.06    | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                         | CERDIA FINANZ GMBH SR SECURED 144A 10/31 9.375                | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    6900000 | PA      | $7167375.00   | 0.29%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC COMPANY GUAR REGS 08/29 10.5                  | CUSIP: ACI2QDHC0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    6600000 | PA      | $8968967.70   | 0.36%             | 2029-08-08      | Fixed         | 10.50%                | 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      | $-517677.42   | -0.02%            |  |  |  | No            |                  3 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 07/28 2.45                          | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1499398.72   | 0.06%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4                          | FREDDIE MAC   SCRT SCRT 2019 4 BXS 144A                       | CUSIP: 35563PNE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15818293 | PA      | $6599785.63   | 0.27%             | 2059-02-25      | Variable      | 4.73%                 | 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      | $1801660.00   | 0.07%             | 2031-02-26      | Floating      | 15.31%                | 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        |   14993929 | PA      | $15061044.97  | 0.61%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | 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      | $1820739.90   | 0.07%             | 2035-11-05      | Fixed         | 2.83%                 | 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   | 0.26%             | 2042-04-04      | Fixed         | 5.62%                 | 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      | $12585519.69  | 0.51%             | 2036-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PETROLEOS MEXICANOS (PEMEX) LA SP CBK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-131891.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 03/31 5.375                         | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3340000 | PA      | $4088690.46   | 0.17%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $2971.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260311                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1809.04      | 0.00%             |  |  |  | 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        |    3371710 | PA      | $785956.15    | 0.03%             | 2050-07-25      | Fixed         | 4.50%                 | 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        |   13994000 | PA      | $13965385.35  | 0.56%             | 2032-02-16      | Fixed         | 6.70%                 | 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      | $774540.29    | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $902620.35    | 0.04%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                         | APLD COMPUTECO LLC SR SECURED 144A 12/30 9.25                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     638000 | PA      | $626308.91    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -5808486 | PA      | $-5811183.39  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                | ION PLATFORM FINANCE US INC USD TERM LOAN                     | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |   12200000 | PA      | $11485446.00  | 0.46%             | 2032-10-07      | Floating      | 7.42%                 | 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        |    1467324 | PA      | $1429851.54   | 0.06%             | 2035-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-37941.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 8.5                            | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    1265895 | PA      | $1563756.62   | 0.06%             | 2030-10-15      | Fixed         | 8.50%                 | 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        |    1021098 | PA      | $433740.63    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                               | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                   | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |   28584020 | PA      | $26821243.86  | 1.09%             | 2031-12-19      | Floating      | 8.20%                 | 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        |     120340 | PA      | $55546.60     | 0.00%             | 2037-04-25      | Floating      | 6.22%                 | 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      | $3298120.58   | 0.13%             |  |  |  | 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        |     378799 | PA      | $382679.27    | 0.02%             | 2035-04-25      | Floating      | 4.87%                 | 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      | $402042.56    | 0.02%             | 2035-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2025 EUR TERM LOAN B12                       | CUSIP: BA000QF37<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    2935455 | PA      | $3420647.64   | 0.14%             | 2028-10-30      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                             | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 VAR                | CUSIP: ACI30MW05<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    5200000 | PA      | $6052239.10   | 0.24%             | 2031-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 2ND LIEN TERM LOAN                      | CUSIP: 31772YAB2<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   10172000 | PA      | $9989717.76   | 0.40%             | 2033-09-15      | Floating      | 10.72%                | 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        |     491780 | PA      | $170622.14    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                             | URSA RE II LTD UNSECURED 144A 12/29 VAR                       | CUSIP: 91734PAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.01%             | 2029-12-07      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1144380 | PA      | $-1146774.61  | -0.05%            |  |  |  | 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      | $7591960.77   | 0.31%             | 2047-06-01      | None          | 0.00%                 | 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      | $19500.00     | 0.00%             | 2030-08-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-4                                              | GSAA HOME EQUITY TRUST GSAA 2007 4 A2                         | CUSIP: 3622EBAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     966166 | PA      | $263389.64    | 0.01%             | 2037-03-25      | Floating      | 4.25%                 | 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      | $554443.78    | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75                  | CUSIP: ACI309MY1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1200000 | PA      | $1400001.65   | 0.06%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                             | URSA RE II LTD UNSECURED 144A 06/28 VAR                       | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     700000 | PA      | $700000.00    | 0.03%             | 2028-06-07      | Floating      | 11.61%                | 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      | $61539.45     | 0.00%             | 2035-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-11839.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2297.07     | -0.00%            |  |  |  | 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        |   15887209 | PA      | $15821356.94  | 0.64%             | 2030-04-15      | Floating      | 6.18%                 | 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      | $999252.60    | 0.04%             | 2038-11-15      | Floating      | 4.96%                 | 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      | $436200.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FREDDIE MAC 2750                                                           | FREDDIE MAC FHR 2750 SG                                       | CUSIP: 31394RFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     541054 | PA      | $58925.22     | 0.00%             | 2034-02-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $241222.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR                 | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $1592250.00   | 0.06%             | 2031-05-13      | Floating      | 16.33%                | 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        |    6078602 | PA      | $1105790.62   | 0.04%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3038867 | PA      | $-3047312.40  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP GST                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $14483.52     | 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      | $5585989.87   | 0.23%             | 2035-07-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/39 6.75                          | CUSIP: ACI2W0SC9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2400000 | PA      | $2942324.71   | 0.12%             | 2039-07-11      | Fixed         | 6.75%                 | 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      | $1143471.64   | 0.05%             | 2036-02-01      | Variable      | 0.00%                 | 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      | $1686695.36   | 0.07%             | 2040-10-05      | Fixed         | 7.24%                 | 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        |    2230088 | PA      | $1507978.04   | 0.06%             | 2046-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1086000 | PA      | $1075181.11   | 0.04%             | 2026-04-14      | None          | 0.00%                 | 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      | $279598.65    | 0.01%             | 2035-04-25      | Floating      | 4.93%                 | 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      | $71500.56     | 0.00%             |  |  |  | No            |                  3 | 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      | $636745.80    | 0.03%             | 2035-03-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                               | PRIO LUX HLD SARL COMPANY GUAR 144A 10/30 6.75                | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    5800000 | PA      | $5649200.00   | 0.23%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3225255 | PA      | $-3230587.21  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED REGS 01/31 9.244              | CUSIP: ACI30YGM9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    4100000 | PA      | $4129566.08   | 0.17%             | 2031-01-15      | Fixed         | 9.24%                 | 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      | $2308744.64   | 0.09%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2023 TERM LOAN                               | CUSIP: 953PAVII5<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     743205 | PA      | $748778.90    | 0.03%             | 2029-09-13      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2568.75     | -0.00%            |  |  |  | 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      | $19905755.19  | 0.81%             | 2030-09-17      | Fixed         | 4.81%                 | 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        |     232053 | PA      | $198240.40    | 0.01%             | 2035-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                            | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65         | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     700000 | PA      | $751800.00    | 0.03%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                         | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2356948.78   | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REPO BANK AMERICA REPO                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    5900000 | PA      | $5900000.00   | 0.24%             |  |  |  | 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        |     850215 | PA      | $839719.14    | 0.03%             | 2029-05-15      | Fixed         | 3.27%                 | 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                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -5998080 | PA      | $-8095178.96  | -0.33%            |  |  |  | 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        |      91554 | PA      | $23802.11     | 0.00%             | 2036-07-25      | Variable      | 6.33%                 | 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        |    1046046 | PA      | $965686.69    | 0.04%             | 2036-02-26      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO ROYAL BANK OF CAN                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -988712 | PA      | $-990360.36   | -0.04%            |  |  |  | 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      | $251132.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED                | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      15467 | NS      | $297524.43    | 0.01%             |  |  |  | Yes           |                  3 | 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      | $314.56       | 0.00%             | 2043-02-28      | Floating      | 4.12%                 | 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      | $97032.36     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | 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      | $1174487.71   | 0.05%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA NEW EQUITY                                             | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     704040 | NS      | $27270868.31  | 1.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 VAR               | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2413777.15   | 0.10%             | 2028-03-20      | Floating      | 5.75%                 | 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        |    6755556 | PA      | $6771663.50   | 0.27%             | 2028-08-31      | Floating      | 8.87%                 | No            |                  3 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 04/30 9.25          | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    8850000 | PA      | $9653137.50   | 0.39%             | 2030-04-17      | Fixed         | 9.25%                 | 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        |     267574 | PA      | $231383.47    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | 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      | $332113.67    | 0.01%             | 2039-08-06      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 07/30 7.5                   | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    2100000 | PA      | $2205494.66   | 0.09%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                      | SYNIVERSE PFD PIK PFDJJZ917                                   | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    7175071 | NS      | $6962494.87   | 0.28%             |  |  |  | Yes           |                  3 | 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        |      48760 | PA      | $44859.58     | 0.00%             | 2036-12-05      | Floating      | 4.52%                 | 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        |      63446 | PA      | $62435.07     | 0.00%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -15093416 | PA      | $-15134399.30 | -0.61%            |  |  |  | No            |                  2 | 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      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 12/29 4.625                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194128.74    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | 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      | $206500.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | 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        |    5940000 | PA      | $5111191.80   | 0.21%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3176450 | PA      | $-3181824.74  | -0.13%            |  |  |  | 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      | $155059.74    | 0.01%             | 2035-03-25      | Fixed         | 5.50%                 | 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      | $865230.11    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | 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      | $523525.00    | 0.02%             | 2032-06-07      | Floating      | 9.67%                 | 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      | $1557791.81   | 0.06%             | 2045-06-13      | Floating      | 7.99%                 | 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        |    1191580 | PA      | $610869.65    | 0.02%             | 2035-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                      | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375        | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |    9400000 | PA      | $10812132.38  | 0.44%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PALM RE LTD                                                                | PALM RE LTD UNSECURED 144A 06/32 VAR                          | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $418240.00    | 0.02%             | 2032-06-07      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 02/26 0.00000                                   | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      51000 | PA      | $50804.84     | 0.00%             | 2026-02-10      | None          | 0.00%                 | 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      | $-1651428.61  | -0.07%            |  |  |  | No            |                  3 | On Loan: No      |
| QWEST CORPORATION                                                          | QWEST CORP SR UNSECURED 05/30 7.375                           | CUSIP: 624284BD6<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6957925.50   | 0.28%             | 2030-05-01      | Fixed         | 7.38%                 | 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      | $172039.06    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260108                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $29916.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO (VZ SECURED FINANCING BV)                                            | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5             | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    6000000 | PA      | $6084346.80   | 0.25%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-H1                                                        | GSAMP TRUST GSAMP 2007 H1 A2B                                 | CUSIP: 36245YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     247125 | PA      | $126061.03    | 0.01%             | 2047-01-25      | Floating      | 4.25%                 | 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        |   45950000 | PA      | $810712.19    | 0.03%             | 2035-09-15      | Fixed         | 11.25%                | 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      | $63885175.25  | 2.58%             |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | U S RENAL CARE INC 2025 TERM LOAN                             | CUSIP: BA000SL02<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   23010000 | PA      | $22549800.00  | 0.91%             | 2030-09-25      | Floating      | 9.72%                 | No            |                  3 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer