# EDGAR Filing Document

**Accession Number:** 0001318025
**File Stem:** 0001318025-25-000029
**Filing Date:** 2025-8
**Character Count:** 189064
**Document Hash:** 33c9f40b03a115df7680cb0a0e8a1443
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001318025-25-000029.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001318025-25-000029

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21734
- **FILM NUMBER:** 251277479

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $225224756.50

**Total Liabilities:** $131234485.04

**Net Assets:** $93990271.46

**Delayed Delivery Securities:** $1095463.06

**Cash Not Reported:** $2222516.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 462.813100 | **1-Year:** 5295.554700 | **5-Year:** 14829.900500 | **10-Year:** 2679.001400 | **30-Year:** -802.548500

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

- **3-Month:** 6071.493000 | **1-Year:** 3980.745800 | **5-Year:** 9013.724400 | **10-Year:** 1634.295900 | **30-Year:** 481.887200

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.59%               | 2.15%                | 4.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-107579.08              | $-1124723.86                               |
| Month 2  | $46385.08                | $425380.33                                 |
| Month 3  | $181791.68               | $1139038.86                                |

**Designated Index Information**

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

- **Index Identifier:** NDDUWI

### Schedule of Portfolio Investments

| Name                                                            | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FANNIE MAE 2007-109                                             | FANNIE MAE FNR 2007 109 AI                                 | CUSIP: 31396XY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    121827 | PA      | $9607.62      | 0.01%             | 2037-12-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| EXELA INTERMEDIATE LLC / EXELA FINANCE INC                      | EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5        | CUSIP: 30162RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15220 | PA      | $761.00       | 0.00%             | 2026-04-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                       | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15             | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012833.66   | 1.08%             | 2031-01-15      | Fixed         | 6.15%                 | 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      | $-1163.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                   | HESTIA RE LTD UNSECURED 144A 04/29 VAR                     | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      7143 | PA      | $3214.29      | 0.00%             | 2029-04-22      | Floating      | 14.39%                | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD TRY BOUGHT USD 20250808                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-165.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-2                                | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 2 A15            | CUSIP: 05950GAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       561 | PA      | $491.09       | 0.00%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD HKD BOUGHT USD 20250716                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $1705.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1081816.30   | 1.15%             | 2054-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-OPX1                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A1B          | CUSIP: 17311FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116195 | PA      | $37708.49     | 0.04%             | 2037-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | HSBC REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -752472 | PA      | $-887404.93   | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOCA CLO XX DAC 20A                                            | AVOCA CLO AVOCA 20A SUB 144A                               | CUSIP: ACI19ZJ22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $869233.46    | 0.92%             | 2032-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20250813                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $4336.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD CAD BOUGHT USD 20250805                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-396.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                      | HELLENIC REPUBLIC SR UNSECURED 144A REGS 04/27 2           | CUSIP: ACI1LSSZ1<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     73000 | PA      | $86024.79     | 0.09%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                             | SVB FINL TR COMMON STOCK UNIT                              | CUSIP: 000000000<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |       579 | NS      | $306870.00    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2                        | ILPT COMMERCIAL MORTGAGE TRUST ILPT 2022 LPF2 D 144A       | CUSIP: 449652AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $594469.62    | 0.63%             | 2039-10-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20250811                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $188.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY SOFR+26.5 ULO                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $6978.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20250709                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1017.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A1                            | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A2A            | CUSIP: 59023MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591264 | PA      | $178309.77    | 0.19%             | 2037-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5               | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     59126 | PA      | $56235.18     | 0.06%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-474172.81   | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD CAD BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-360.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                             | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    746228 | PA      | $622403.05    | 0.66%             | 2029-06-01      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB6                                | COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 4A1B                 | CUSIP: 126694BQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14696 | PA      | $14493.41     | 0.02%             | 2035-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A5          | CUSIP: 12668BFE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11104 | PA      | $6326.00      | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO TORONTO DOMINIO                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3382614 | PA      | $-3382664.18  | -3.60%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-3A                           | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A       | CUSIP: 16678RBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20422 | PA      | $19818.53     | 0.02%             | 2035-08-25      | Floating      | 4.73%                 | 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        |    800000 | PA      | $802248.00    | 0.85%             | 2031-12-09      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-8                            | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2             | CUSIP: 86361JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107812 | PA      | $73276.30     | 0.08%             | 2036-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.25000 03/18/20-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-218130.45   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | 3 MONTH SOFR FUT  MAR26 XCME 20260616                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3144.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY2                                     | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1           | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153813 | PA      | $139811.36    | 0.15%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-54                                              | FANNIE MAE FNR 2007 54 NI                                  | CUSIP: 31396WFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48833 | PA      | $3533.11      | 0.00%             | 2037-06-25      | Floating      | 1.99%                 | 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        |    951656 | PA      | $471730.78    | 0.50%             | 2035-11-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3             | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 1A3          | CUSIP: 073888AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517056 | PA      | $158459.84    | 0.17%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                              | SPRUCE BIDCO II INC CAD TERM LOAN                          | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     24543 | PA      | $17684.34     | 0.02%             | 2032-01-30      | Floating      | 7.68%                 | No            |                  3 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2006-2                          | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2006 2 A1C            | CUSIP: 68384CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150664 | PA      | $49579.91     | 0.05%             | 2036-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                        | SOFTBANK VISION FUND II FIXED TERM LOAN                    | CUSIP: 944YFGII6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    565243 | PA      | $565243.16    | 0.60%             | 2025-12-21      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2004-QA6                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 NB4           | CUSIP: 76110HH85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49792 | PA      | $45259.05     | 0.05%             | 2034-12-26      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II TBA 30 YR 4.5 JUMBOS                               | CUSIP: 21H042679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2010478.01   | 2.14%             | 2054-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $384.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR GBP SONIO/3.50000 03/19/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-18490.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                     | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $92997.28     | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                            | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      2628 | PA      | $3976.61      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                   | TWITTER INC TERM LOAN                                      | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1194641 | PA      | $1168603.72   | 1.24%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-625.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT CHF SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $1214.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD TRY BOUGHT USD 20250724                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-1206.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                     | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3              | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    827000 | PA      | $625037.31    | 0.67%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                       | STELLANTIS FIN US INC COMPANY GUAR 144A 03/35 6.45         | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452390.13    | 0.48%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT JPY SOLD USD 20250804                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $326.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -826176 | PA      | $-835525.56   | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A2          | CUSIP: 23244GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27748 | PA      | $16835.67     | 0.02%             | 2046-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                | WESTMORELAND MINING HOLDINGS L COMMON                      | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13114 | NS      | $8196.11      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCP CLO LTD 2016-11A                                            | OCP 2016 11A PREF 144A                                     | CUSIP: 955XGZII1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1101 | PA      | $418827.14    | 0.45%             | 2036-04-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-1                             | BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA1B            | CUSIP: 05951FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78018 | PA      | $72916.78     | 0.08%             | 2037-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-5244.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FINANCE AUTHORITY                            | TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0   | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8800000 | PA      | $805224.64    | 0.86%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                    | PERATON CORP TERM LOAN B                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    748004 | PA      | $662450.98    | 0.70%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1          | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A      | CUSIP: 35563CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5266923 | PA      | $318649.35    | 0.34%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A1         | CUSIP: 02147RAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1975737 | PA      | $595820.53    | 0.63%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-62                                       | FANNIE MAE FNR 2019 62 SN                                  | CUSIP: 3136B62S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92160 | PA      | $12334.19     | 0.01%             | 2049-11-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2768.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.75000 06/15/22-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-24311.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -248952 | PA      | $-250290.22   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT JPY SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-3442.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.15000 06/17/20-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $351564.18    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -76712 | PA      | $-78604.31    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-S1                                | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A            | CUSIP: 855541AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23116 | PA      | $14250.49     | 0.02%             | 2037-01-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20250814                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $39.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO TORONTO DOMINIO                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -876300 | PA      | $-898145.43   | -0.96%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES 2018-2A                        | CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A SUB 144A       | CUSIP: 14317QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $99300.62     | 0.11%             | 2031-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -496467 | PA      | $-501974.27   | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3211                                                | FREDDIE MAC FHR 3211 SH                                    | CUSIP: 31397BA50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255300 | PA      | $25977.78     | 0.03%             | 2036-09-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | OIS CAD CAONREPO/3.5000 06/20/14-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-14782.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                            | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: BP7M6FII1<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      2393 | PA      | $3613.80      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                            | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1            | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194388 | PA      | $138431.49    | 0.15%             | 2036-01-26      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3151.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                    | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    754310 | PA      | $744504.46    | 0.79%             | 2030-12-31      | Floating      | 8.03%                 | 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        |   1567888 | PA      | $1488184.60   | 1.58%             | 2028-06-20      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                    | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/26 8           | CUSIP: ACI0Z2W07<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |     24477 | PA      | $11677.08     | 0.01%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W-8                                   | FANNIEMAE WHOLE LOAN FNW 2003 W8 PT1                       | CUSIP: 31393CY31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20679 | PA      | $21010.80     | 0.02%             | 2042-12-25      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -838657 | PA      | $-859788.87   | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD JPY BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $583.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6700000 | PA      | $6802526.88   | 7.24%             | 2054-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-44                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 44 1A1           | CUSIP: 12667G3L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397850 | PA      | $263528.90    | 0.28%             | 2035-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1         | CUSIP: 02149DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50701 | PA      | $44966.15     | 0.05%             | 2037-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HYB1                                | COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 1A1                  | CUSIP: 22239EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191639 | PA      | $162536.35    | 0.17%             | 2037-03-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2009-7                             | RBSSP RESECURITIZATION TRUST RBSSP 2009 7 9A3 144A         | CUSIP: 75524MBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    723294 | PA      | $560983.87    | 0.60%             | 2036-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.75000 06/15/22-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-20965.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD CHF BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-4987.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-2                                   | MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A               | CUSIP: 57109H102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2346 | PA      | $298.91       | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                    | FANNIE MAE   CAS CAS 2021 R01 1B1 144A                     | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $922356.36    | 0.98%             | 2041-10-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-R5                               | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 R5 A1 144A        | CUSIP: 57645WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231030 | PA      | $99371.05     | 0.11%             | 2035-11-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                  | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     86980 | PA      | $72715.70     | 0.08%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | INTELSAT EMERGENCE SA CALL EXP 17FEB27                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        49 | NC      | $27.81        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                  | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                      | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    450752 | PA      | $306811.77    | 0.33%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                       | BAUSCH + LOMB CORP SR SECURED 144A 01/31 VAR               | CUSIP: ACI2Y41M6<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $712529.66    | 0.76%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO TORONTO DOMINIO                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -585743 | PA      | $-589214.46   | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD AUD BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-207.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2018-4A                                  | MARLETTE FUNDING TRUST MFT 2018 4A CERT 144A               | CUSIP: 57109G104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2100 | PA      | $112.05       | 0.00%             | 2028-12-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | S+P EMINI 3RD WK  JUL25C 6075 EXP 07/18/2025               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -146 | NC      | $-1483725.00  | -1.58%            |  |  |  | No            |                  1 | 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      | $507245.63    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS8                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A2            | CUSIP: 75115AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84155 | PA      | $70381.66     | 0.07%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                            | DISH DBS CORP SR SECURED 144A 12/26 5.25                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1818750.00   | 1.94%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                   | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5            | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |   1215901 | PA      | $0.01         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                  | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR               | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1597111 | PA      | $1137741.95   | 1.21%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | ALTICE FRANCE SA 2023 USD TERM LOAN B14                    | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    395960 | PA      | $359772.84    | 0.38%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                   | PRIME HEALTHCARE SERVICE PRIME HEALTHCARE SERVICE          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $397284.00    | 0.42%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/2.00 9/10/23-6Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $34790.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS14                            | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS14 2A1          | CUSIP: 761118JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254430 | PA      | $78095.71     | 0.08%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65       | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $206500.00    | 0.22%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                     | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                    | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  24200000 | PA      | $583683.26    | 0.62%             | 2028-09-06      | Fixed         | 49.96%                | 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        |   2321592 | PA      | $988779.37    | 1.05%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2006-3                               | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 3 4A              | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142234 | PA      | $74698.43     | 0.08%             | 2036-04-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | ECOPETROL SA SR UNSECURED 01/36 8.375                      | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     30000 | PA      | $28965.35     | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.50000 12/20/23-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-20079.28    | -0.02%            |  |  |  | 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      | $-5842.94     | -0.01%            |  |  |  | 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        |    435790 | PA      | $283774.95    | 0.30%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                             | S+P500 EMINI FUT  SEP25 XCME 20250919                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       154 | NC      | $1455219.07   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1147424.52   | 1.22%             | 2054-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.50000 12/20/23-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $36907.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 VAR            | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $887364.80    | 0.94%             | 2028-03-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD JPY BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-324.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                    | ROMANIA ROMANIA                                            | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $928658.60    | 0.99%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -522504 | PA      | $-528382.45   | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.00000 06/21/23-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1235.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARRINGTON MTGE LOAN TRUST 2006-NC3                             | CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC3 A3            | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23617 | PA      | $22957.43     | 0.02%             | 2036-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-88                                       | FANNIE MAE FNR 2007 88 JI                                  | CUSIP: 31396XUR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    247382 | PA      | $27608.40     | 0.03%             | 2037-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A           | CUSIP: 83206NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       187 | PA      | $178737.45    | 0.19%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | BOUGHT AUD SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $136.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                          | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   2039625 | PA      | $1941886.08   | 2.07%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3284                                                | FREDDIE MAC FHR 3284 NI                                    | CUSIP: 31397FM74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214369 | PA      | $21011.63     | 0.02%             | 2037-03-15      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/4.25000 03/20/24-3Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $366997.59    | 0.39%             |  |  |  | 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        |    357518 | PA      | $88439.02     | 0.09%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                        | ALTICE FRANCE HOLDING SA SR SECURED REGS 05/27 8           | CUSIP: BL5F4LII6<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $84930.24     | 0.09%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                   | STEINHOFF CVR                                              | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |   4155239 | NS      | $4.90         | 0.00%             |  |  |  | Yes           |                  3 | 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      | $-2510.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                | NEW YORK NY NYC 02/55 FIXED 6.385                          | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    420000 | PA      | $437070.31    | 0.47%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $124392.47    | 0.13%             | 2055-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5               | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    180107 | PA      | $171301.12    | 0.18%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TR 2005-2                                    | BEAR STEARNS ALT A TRUST BALTA 2005 2 2A2A                 | CUSIP: 07386HQX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71445 | PA      | $58352.07     | 0.06%             | 2035-04-25      | Floating      | 3.17%                 | 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        |    900000 | PA      | $869976.00    | 0.93%             | 2030-10-08      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)       | UNITI GROUP INC REIT USD.0001                              | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     32667 | NS      | $141121.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.75000 06/15/22-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1866218.90   | 1.99%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7700000 | PA      | $7939542.61   | 8.45%             | 2054-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                            | FNMA POOL MA3305 FN 03/48 FIXED 3.5                        | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73881 | PA      | $67716.56     | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                  | CUSIP: BA000K747<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18818 | PA      | $18630.00     | 0.02%             | 2032-05-31      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| ECOPETROL SA                                                    | ECOPETROL SA SR UNSECURED 02/32 7.75                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1750000 | PA      | $1720909.87   | 1.83%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.50000 06/17/20-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-488215.78   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2004-B                             | BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 1A2             | CUSIP: 05946XHW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87618 | PA      | $64191.80     | 0.07%             | 2034-12-20      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT GBP SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $824.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY FEDL01+51 *BULLET* M                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $6077620.71   | 6.47%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                      | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN     | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1994927 | PA      | $2054775.19   | 2.19%             | 2028-09-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| INTELSAT SA                                                     | INTELSAT EMERGENCE SA COMMON STOCK                         | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |     34354 | NS      | $1185102.52   | 1.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FORESEA HOLDING SA                                              | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     12090 | NS      | $247845.00    | 0.26%             |  |  |  | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-1A                                  | MARLETTE FUNDING TRUST MFT 2019 1A CERT 144A               | CUSIP: 57109X107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700 | PA      | $1.57         | 0.00%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | SOLD AUD BOUGHT USD 20250805                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-137.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR11                         | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR11 1A1          | CUSIP: 45669FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244525 | PA      | $219101.74    | 0.23%             | 2037-06-25      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-9                                 | BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1                 | CUSIP: 07386HYE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48047 | PA      | $37016.85     | 0.04%             | 2035-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                    | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 11.5        | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99246.00     | 0.11%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1650000 | PA      | $1534435.96   | 1.63%             | 2054-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 1.25000 08/19/19-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $863459.05    | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES LIMITED                                  | THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000        | CUSIP: ACI2VX3Q4<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |       750 | PA      | $868.97       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD JPY BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $20.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 LTD 14-1A      | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 1A SUBR 144A     | CUSIP: ACI2VLBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    613000 | PA      | $471034.29    | 0.50%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | S+P EMINI 3RD WK  JUL25P 5775 EXP 07/18/2025               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       146 | NC      | $41245.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II TBA 30 YR 5 JUMBOS                                 | CUSIP: 21H050680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $98187.38     | 0.10%             | 2054-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250905                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $39.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM HOLDINGS II LLC                                      | WINDSTREAM UNITS EQUITY                                    | CUSIP: 952YSX903<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52536 | NS      | $1029799.17   | 1.10%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                             | OIS CAD CAONREPO/3.5000 06/19/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $34857.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                           | CZECHOSLOVAK GROUP CZECHOSLOVAK GROUP                      | CUSIP: ACI2Y9W17<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    500000 | PA      | $600651.76    | 0.64%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | US 10YR NOTE (CBT)SEP25 XCBT 20250919                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1951.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                    | ROMANIA SR UNSECURED 144A 07/32 5.875                      | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $356972.05    | 0.38%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918          | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303105.82    | 0.32%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-9                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 9 2A2A            | CUSIP: 863579QX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619485 | PA      | $486162.10    | 0.52%             | 2035-05-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT GBP SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $3932.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $6179.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                          | CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG          | CUSIP: 952NPK908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $24000.00     | 0.03%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                              | THAMES WATER UTIL FIN SR SECURED REGS 04/42 2.375          | CUSIP: ACI1LVZ52<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90926.73     | 0.10%             | 2042-04-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -859557 | PA      | $-860022.12   | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25                                  | COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2                    | CUSIP: 12669GKG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39850 | PA      | $37134.94     | 0.04%             | 2035-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 DAC            | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 3A SUB 144A      | CUSIP: ACI18FBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $107093.63    | 0.11%             | 2032-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA1                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21           | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313342 | PA      | $211028.35    | 0.22%             | 2036-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-A                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A           | CUSIP: 78448P100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500 | PA      | $383452.55    | 0.41%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -246056 | PA      | $-247776.68   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20250701                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $6815.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20250804                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-205058.93   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | ABX.HE.PENAAA.07-1 SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-8449.58     | -0.01%            |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR4                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A1A          | CUSIP: 17311WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45663 | PA      | $46547.60     | 0.05%             | 2037-03-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                        | SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN               | CUSIP: BA000KP70<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     45381 | PA      | $45381.43     | 0.05%             | 2029-12-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20250808                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2014.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -868799 | PA      | $-871267.11   | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD TRY BOUGHT USD 20250707                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-846.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                      | EQTYWM927 WESTMORELAND MINING                              | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41325 | NS      | $96856.15     | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FANNIE MAE 2007-4                                               | FANNIE MAE FNR 2007 4 SL                                   | CUSIP: 31396PMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85122 | PA      | $9619.75      | 0.01%             | 2037-02-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2007-117                                             | FANNIE MAE FNR 2007 117 SG                                 | CUSIP: 31396YAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124411 | PA      | $11244.22     | 0.01%             | 2038-01-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                        | VIRIDIEN SR SECURED 144A 10/30 8.5                         | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $351509.84    | 0.37%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD JPY BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $24.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-43                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 4A3           | CUSIP: 12667G5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66765 | PA      | $57295.56     | 0.06%             | 2035-10-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY FEDL01+35 GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $5210.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-168               | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AS             | CUSIP: 38381BGP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    692755 | PA      | $70842.63     | 0.08%             | 2048-12-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD GBP BOUGHT USD 20250804                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-13067.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | 3 MONTH SOFR FUT  JUN25 XCME 20250916                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -2 | NC      | $10860.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $205263.33    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR2                                | GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2                   | CUSIP: 36242DH55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51739 | PA      | $44601.19     | 0.05%             | 2035-04-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     10446 | NC      | $204760.20    | 0.22%             |  |  |  | No            |                  3 | On Loan: No      |
| MANUCHAR GROUP BV                                               | MANUCHAR GROUP SARL MANUCHAR GROUP SARL                    | CUSIP: ACI2YDMC5<br>LEI: 2549001MEFA4EOZSYR71 | Long             | DBT              | CORP              | BE        |    600000 | PA      | $692634.98    | 0.74%             | 2032-07-07      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250822                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1547.66     | -0.00%            |  |  |  | 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      | $-2183.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-S3                                | JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A21                | CUSIP: 466247B28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25139 | PA      | $10488.11     | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-3                                   | COUNTRYWIDE HOME LOANS CWHL 2006 3 1A1                     | CUSIP: 126694YJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88083 | PA      | $82277.20     | 0.09%             | 2036-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)                       | AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR           | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $699085.00    | 0.74%             | 2067-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                              | NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6         | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $175500.00    | 0.19%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| SANDERS RE III LTD                                              | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $143750.00    | 0.15%             | 2029-04-09      | Floating      | 17.31%                | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                 | OI S.A. COMMON STOCK                                       | CUSIP: B7XL4M900<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |    725410 | NS      | $85450.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | INTELSAT EMERGENCE SA CALL EXP17FEB27                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       187 | NC      | $448.97       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FREDDIE MAC REMICS 4990                                         | FREDDIE MAC FHR 4990 SN                                    | CUSIP: 3137FUYG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    868143 | PA      | $115424.76    | 0.12%             | 2050-05-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR1                           | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1           | CUSIP: 86359LTG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126776 | PA      | $102494.43    | 0.11%             | 2036-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4500831.60   | 4.79%             | 2054-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC     | UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6          | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1056963.15   | 1.12%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                            | EXTENDED STAY AMERICA TRUST ESA 2021 ESH F 144A            | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857728 | PA      | $859199.94    | 0.91%             | 2038-07-15      | Floating      | 8.13%                 | 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        |    242551 | PA      | $66171.18     | 0.07%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB6                                | COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 5A1                  | CUSIP: 126694BS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7212 | PA      | $6970.83      | 0.01%             | 2035-10-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3096653 | PA      | $-3129052.64  | -3.33%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                     | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                    | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4400000 | PA      | $107188.38    | 0.11%             | 2028-05-17      | Floating      | 48.80%                | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 06/20/24-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3141.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.65000 02/26/19-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-422404.07   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                    | RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625           | CUSIP: X74344DS2<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    200000 | PA      | $140000.00    | 0.15%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                            | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1            | CUSIP: 07402FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118310 | PA      | $94131.30     | 0.10%             | 2046-12-26      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SA RL                                           | ADLER FINANCING SARL SR SECURED 12/28 8.25                 | CUSIP: ACI2TFLX1<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |   1433113 | PA      | $1772543.42   | 1.89%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                               | CI FINANCIAL CORP CI FINANCIAL CORP                        | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $633361.77    | 0.67%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-5268.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                 | IHEARTMEDIA INC   CLASS B COMMON STOCK                     | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17837 | NS      | $27625.95     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                       | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375            | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400265.90    | 0.43%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD CHF BOUGHT USD 20250804                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-1217.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                               | MNSN HOLDINGS INC COMMON STOCK                             | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $2032.00      | 0.00%             |  |  |  | Yes           |                  3 | 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      | $54619.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-6CB                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A6          | CUSIP: 12668BSL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158184 | PA      | $316331.56    | 0.34%             | 2036-05-25      | Floating      | 4.78%                 | 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      | $-47355.53    | -0.05%            |  |  |  | No            |                  3 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                        | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A      | CUSIP: 83611DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146778 | PA      | $39935.19     | 0.04%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                          | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A         | CUSIP: 04965JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $581024.88    | 0.62%             | 2036-12-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    296000 | PA      | $322640.89    | 0.34%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                  | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97913 | NS      | $114558.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                                     | WAYFAIR LLC SR SECURED 144A 09/30 7.75                     | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453917.70    | 0.48%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT BRL SOLD USD 20250903                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $1555.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD JPY BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $492.28       | 0.00%             |  |  |  | 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        |   1134695 | PA      | $738883.45    | 0.79%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                            | DISH DBS CORP SR SECURED 144A 12/28 5.75                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86750.00     | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -492032 | PA      | $-498323.82   | -0.53%            |  |  |  | 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      | $-3543.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | IRS EUR 0.25000 09/21/22-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $141531.45    | 0.15%             |  |  |  | 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        |   1488873 | PA      | $1488873.00   | 1.58%             | 2030-01-31      | Fixed         | 12.35%                | No            |                  3 | On Loan: No      |
| SIERRA HAMILTON HOLDINGS LLC                                    | SIERRA HAMILTON HOLDER LLC                                 | CUSIP: 932BTZ902<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100456 | NS      | $10.05        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL C 144A        | CUSIP: 95003WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $980491.19    | 1.04%             | 2039-12-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                               | UZBEKNEFTEGAZ SR UNSECURED 144A 05/30 8.75                 | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | MUN               | UZ        |    450000 | PA      | $463872.91    | 0.49%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | INTESA SANPAOLO SPA 144A 11/33 7.2                         | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $561727.29    | 0.60%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2006-HE5                         | WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1          | CUSIP: 93934XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73451 | PA      | $25294.73     | 0.03%             | 2036-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                | WESTMORELAND COAL CO PIK TERM LOAN                         | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396975 | PA      | $156805.28    | 0.17%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250728                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                            | THAMES SSNM 144A UNFUNDED COMM                             | CUSIP: 955RVLII8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      5055 | PA      | $6487.73      | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2006-2                            | BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2            | CUSIP: 07388DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60317 | PA      | $51264.47     | 0.05%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                  | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    204980 | PA      | $127600.05    | 0.14%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -326867 | PA      | $-327124.08   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2004-AR4                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR4 2A1A          | CUSIP: 45660LEG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1429 | PA      | $1417.03      | 0.00%             | 2035-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                           | SYNIVERSE PFD PIK PFDJJZ917                                | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    417067 | NS      | $394733.05    | 0.42%             |  |  |  | Yes           |                  3 | 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        |   2429245 | PA      | $163974.04    | 0.17%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD JPY BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-20.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                     | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5               | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191860.74    | 0.20%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250811                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $60.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                              | SPRUCE BIDCO II INC JPY TERM LOAN                          | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |   2624265 | PA      | $17884.44     | 0.02%             | 2032-01-30      | Floating      | 6.00%                 | 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        |   1000000 | PA      | $1370295.59   | 1.46%             | 2031-11-28      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                            | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $407631.16    | 0.43%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250807                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $78.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                      | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL  | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226334 | PA      | $226334.09    | 0.24%             | 2026-11-03      | Floating      | 11.11%                | No            |                  3 | On Loan: No      |
| FANNIE MAE 2008-41                                              | FANNIE MAE FNR 2008 41 S                                   | CUSIP: 31397LLL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    449863 | PA      | $53867.26     | 0.06%             | 2036-11-25      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD TRY BOUGHT USD 20250709                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-102.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUROPE REAL ESTATE LIMITED                       | KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25       | CUSIP: ACI0HXJ38<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |     63158 | PA      | $73912.83     | 0.08%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | LBMLT 2003-3 M3 SP BOA                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $226.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB6                                | COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 1A1                  | CUSIP: 126694BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47554 | PA      | $45556.11     | 0.05%             | 2035-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-2                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 2 1A             | CUSIP: 41161PJ38<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14791 | PA      | $3817.91      | 0.00%             | 2036-02-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                      | HELLENIC REPUBLIC BONDS REGS 01/42 4.2                     | CUSIP: ACI0Z3HC6<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    158677 | PA      | $196397.67    | 0.21%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2004-8                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 3A1            | CUSIP: 41161PHE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29104 | PA      | $22719.31     | 0.02%             | 2034-11-19      | Floating      | 2.72%                 | 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      | $-8527.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250828                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2974.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN-1996-W2                                    | FANNIEMAE WHOLE LOAN FNW 1996 W2 A7                        | CUSIP: 31359KGH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $11.22        | 0.00%             | 2026-06-25      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT BRL SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $4777.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                             | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                   | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |    400000 | PA      | $322758.48    | 0.34%             | 2030-11-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                 | IHEARTMEDIA INC   CLASS A COMMON STOCK                     | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22927 | NS      | $40351.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                     | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   1041030 | PA      | $10136510.46  | 10.78%            |  |  |  | No            |                  1 | 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        |   1300000 | PA      | $1330466.36   | 1.42%             | 2029-05-30      | Floating      | 6.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | REVERSE REPO GOLDMAN                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1549896 | PA      | $-1556146.27  | -1.66%            |  |  |  | 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        |    129880 | PA      | $114943.80    | 0.12%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3          | CUSIP: 12667GLD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328570 | PA      | $295902.56    | 0.31%             | 2035-07-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-20CB                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A5          | CUSIP: 02147MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707490 | PA      | $132665.20    | 0.14%             | 2036-07-25      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                             | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81               | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $918100.71    | 0.98%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250908                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-4016.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                        | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $522427.50    | 0.56%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.50000 06/15/22-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2201381.50   | 2.34%             |  |  |  | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                        | TITANIUM 2L BONDCO S.? R.L. EO 01/31 6.25                  | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |    967100 | PA      | $335946.07    | 0.36%             | 2031-01-14      | Fixed         | 6.25%                 | 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        |    318245 | PA      | $298520.40    | 0.32%             | 2027-10-25      | 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        |    833400 | PA      | $784348.49    | 0.83%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                  | PROOFPOINT INC 2025 FUNGIBLE TERM LOAN                     | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    600000 | PA      | $601074.00    | 0.64%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                            | FNMA POOL BM5807 FN 04/48 FIXED VAR                        | CUSIP: 3140JANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235269 | PA      | $215967.96    | 0.23%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                      | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                    | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072330 | PA      | $1486758.49   | 1.58%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250711                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $124.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | ALTICE FRANCE SA SR SECURED 144A 01/29 5.125               | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $165375.00    | 0.18%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                             | BANCA MONTE DEI PASCHI SIENA COMMON STOCK                  | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    123500 | NS      | $1050634.21   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | ESKOM GG LOAN SNR EM SP DUB                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $23708.91     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| FREDDIE MAC 3218                                                | FREDDIE MAC FHR 3218 SA                                    | CUSIP: 31397BJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113241 | PA      | $11553.57     | 0.01%             | 2036-09-15      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 06/32 8.625      | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101100.80    | 0.11%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PT TR 2006-AR4                               | FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR4 1A2          | CUSIP: 32053AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157879 | PA      | $79463.25     | 0.08%             | 2037-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-18CB                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 18CB 5A2         | CUSIP: 12667FRD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20954 | PA      | $21955.28     | 0.02%             | 2034-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD BRL BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1576.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -770445 | PA      | $-779078.21   | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -940479 | PA      | $-947055.82   | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | ZCS BRL 11.26 03/25/22-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-1153.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                            | EDISON INTERNATIONAL SR UNSECURED 11/28 5.25               | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990203.09    | 1.05%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2020-38                                              | FANNIE MAE FNR 2020 38 NI                                  | CUSIP: 3136BAGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9991817 | PA      | $1560512.03   | 1.66%             | 2050-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-10                         | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 10 2A1            | CUSIP: 576433SV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48845 | PA      | $44726.78     | 0.05%             | 2034-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-122                                             | FANNIE MAE FNR 2005 122 SG                                 | CUSIP: 31394VED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6559 | PA      | $76.57        | 0.00%             | 2035-11-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/3.00 9/19/23-25Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-367255.57   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-AR1                              | HSI ASSET LOAN OBLIGATION HALO 2007 AR1 2A1                | CUSIP: 40431LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89656 | PA      | $57594.38     | 0.06%             | 2037-01-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CBA COMMERCIAL SMALL BALANCE CMM 2006-2A                        | CBS COMMERCIAL SMALL BALANCE C CBAC 2006 2A A 144A         | CUSIP: 14983CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63048 | PA      | $60596.86     | 0.06%             | 2039-01-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-SD3                          | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 SD3 A2 144A        | CUSIP: 126673FK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25592 | PA      | $24552.34     | 0.03%             | 2034-09-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                           | PROMOTORA DE INFORMACIONES SA 2025 EUR TERM LOAN           | CUSIP: BA000KZY0<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |   3392920 | PA      | $4016675.78   | 4.27%             | 2029-06-29      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                          | CACI INTERNATIONAL INC COMPANY GUAR 144A 06/33 6.375       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516599.01    | 0.55%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-AC2           | BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 22A2         | CUSIP: 07387UGW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1631421 | PA      | $507715.35    | 0.54%             | 2036-03-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | DRILLCO HLDG LUX SA COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       576 | NS      | $11808.00     | 0.01%             |  |  |  | Yes           |                  3 | 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        |    500000 | PA      | $540294.00    | 0.57%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                             | SVB FINL TR                                                | CUSIP: 000000000<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |       440 | NS      | $8.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                              | SPRUCE BIDCO II INC REVOLVER                               | CUSIP: BA000FL00<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     30550 | PA      | $29989.96     | 0.03%             | 2032-01-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                     | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    306000 | PA      | $317219.04    | 0.34%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A           | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       907 | PA      | $888.32       | 0.00%             | 2036-08-19      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT JPY SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1509.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2573.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                  | ADLER GROUP SA   VTG SHS COMMON STOCK                      | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |    173624 | NS      | $0.20         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC | UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5         | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $466748.70    | 0.50%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/1.75000 06/15/22-30Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $330848.26    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-15                                  | COUNTRYWIDE HOME LOANS CWHL 2005 15 A7                     | CUSIP: 12669GR37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10687 | PA      | $5513.21      | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                               | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    439877 | PA      | $440573.18    | 0.47%             | 2035-10-20      | Fixed         | 5.58%                 | 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        |    497494 | PA      | $416675.88    | 0.44%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-87                                              | FANNIE MAE FNR 2009 87 HS                                  | CUSIP: 31398FR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82426 | PA      | $7864.00      | 0.01%             | 2039-11-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                           | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN               | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |    500000 | PA      | $501333.75    | 0.53%             | 2029-12-18      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD 2016-11A                                            | OCP CLO LTD OCP 2016 11A PREF 144A                         | CUSIP: 67092H209<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1400 | PA      | $532568.57    | 0.57%             | 2036-04-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT GBP SOLD USD 20250804                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $103.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20250807                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2183.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | 3 MONTH SOFR FUT  DEC25 XCME 20260317                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3869.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                | NEW YORK NY NYC 02/45 FIXED 6.291                          | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    130000 | PA      | $136334.98    | 0.15%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY FEDL01+10 JPM                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $21764.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | ALTICE FRANCE SA SR SECURED 144A 02/27 8.125               | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $540453.00    | 0.58%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-31                                       | FANNIE MAE FNR 2014 31 US                                  | CUSIP: 3136AKDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    223820 | PA      | $144584.02    | 0.15%             | 2044-06-25      | Floating      | 0.00%                 | 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        |    396472 | PA      | $422455.32    | 0.45%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                         | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                   | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457074.96    | 0.49%             | 2035-01-15      | Fixed         | 6.25%                 | 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      | $5938.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2007-FLX3                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A2           | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389403 | PA      | $483826.67    | 0.51%             | 2037-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                    | INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5            | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   1025000 | PA      | $1047751.03   | 1.11%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                             | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                   | CUSIP: 46583VAB5<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |     99478 | PA      | $102586.67    | 0.11%             | 2029-06-01      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                      | HELLENIC REPUBLIC BONDS REGS 01/33 3.9                     | CUSIP: ACI0Z3H77<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    162316 | PA      | $202785.06    | 0.22%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUND CORP 2003-4A                          | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2003 4A A1 144A       | CUSIP: 16678RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       738 | PA      | $720.91       | 0.00%             | 2034-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A2                                | JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1                 | CUSIP: 46630PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136945 | PA      | $71368.08     | 0.08%             | 2037-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BELLE HAVEN ABS CDO LTD 2006-1A                                 | BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A               | CUSIP: 078452AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  34966044 | PA      | $81470.88     | 0.09%             | 2046-07-05      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                               | US RENAL CARE INC SR SECURED 144A 06/28 10.625             | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    756350 | PA      | $647624.69    | 0.69%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                              | SPRUCE BIDCO II INC TERM LOAN                              | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    135560 | PA      | $133072.57    | 0.14%             | 2032-01-30      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20250818                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $790.88       | 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      | $186684.07    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250828                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2891.23     | -0.00%            |  |  |  | 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        |      7106 | PA      | $4654.23      | 0.00%             | 2025-07-31      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                 | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1                 | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54473 | PA      | $31283.30     | 0.03%             | 2035-09-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-43157.88    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-C                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A           | CUSIP: 78448R106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000 | PA      | $260127.28    | 0.28%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                           | INCORA NEW EQUITY                                          | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49990 | NS      | $1688937.44   | 1.80%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-18                        | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 1A1            | CUSIP: 863579WZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28251 | PA      | $17454.78     | 0.02%             | 2035-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-6                                          | LEHMAN XS TRUST LXS 2007 6 3A5                             | CUSIP: 52524PAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14029 | PA      | $13050.43     | 0.01%             | 2037-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A                | CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A INC 144A       | CUSIP: 14311CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $166787.53    | 0.18%             | 2031-04-17      | Variable      | 0.00%                 | 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        |    173789 | PA      | $95988.30     | 0.10%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD GBP BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-23774.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -130226 | PA      | $-131723.42   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3100000 | PA      | $2791363.23   | 2.97%             | 2054-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $591.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION (CLUE OPCO LLC)                         | FORWARD AIR CORPORATION TERM LOAN B                        | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $398270.00    | 0.42%             | 2030-12-19      | Floating      | 8.78%                 | 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      | $-847.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                         | VALE SA SUBORDINATED 12/49 VAR                             | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  20000000 | PA      | $1274594.61   | 1.36%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/2.00 8/12/23-7Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $310824.54    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT CAD SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $395.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $49746.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATION 2000-5                           | CONSECO FINANCE SECURITIZATION CNF 2000 5 A6               | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364278 | PA      | $73015.10     | 0.08%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2004-1                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 1A             | CUSIP: 41161PCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2404 | PA      | $2234.68      | 0.00%             | 2034-04-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD GBP BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-101.69      | -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        |     73592 | PA      | $38635.61     | 0.04%             | 2025-06-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -249178 | PA      | $-251733.23   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                  | DATABRICKS INC LAST OUT TERM LOAN                          | CUSIP: BA000D206<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    163755 | PA      | $165393.01    | 0.18%             | 2031-01-03      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| VIRIDIEN                                                        | VIRIDIEN SR SECURED 144A 10/30 10                          | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196966.30    | 0.21%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | FORESEA HLDG S A COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      1342 | NS      | $27511.00     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $16821.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $6735.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT TRY SOLD USD 20250728                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $105.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFRF USD SF+26.161/1.50 9/15/23-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $89582.18     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                           | CLOVER HOLDINGS 2 LLC REVOLVER                             | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105704 | PA      | $105477.26    | 0.11%             | 2029-12-10      | Floating      | 0.52%                 | 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        |   6592908 | PA      | $850364.53    | 0.90%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                    | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/26 8           | CUSIP: ACI11QWM1<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |    146860 | PA      | $70062.50     | 0.07%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                     | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $193343.90    | 0.21%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                           | CZECHOSLOVAK GROUP CZECHOSLOVAK GROUP                      | CUSIP: ACI2Y9LD3<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    500000 | PA      | $504972.14    | 0.54%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                  | DATABRICKS INC DELAYED DRAW TERM LOAN                      | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     36245 | PA      | $36606.99     | 0.04%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.25000 06/18/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-67528.13    | -0.07%            |  |  |  | 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        |    824876 | PA      | $825221.99    | 0.88%             | 2030-12-18      | Floating      | 10.56%                | 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        |   1200000 | PA      | $1275984.12   | 1.36%             | 2041-10-25      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F020687<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -800000 | PA      | $-633735.08   | -0.67%            | 2054-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250818                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-14698.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR8                           | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A           | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81808 | PA      | $68390.62     | 0.07%             | 2036-02-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2004-14T2                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 14T2 A12         | CUSIP: 12667FMY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147720 | PA      | $148696.01    | 0.16%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                   | CHEPLAPHARM ARZNEIMITTEL CHEPLAPHARM ARZNEIMITTEL          | CUSIP: ACI2Y4GV0<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $474887.87    | 0.51%             | 2031-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2350822.90   | 2.50%             | 2054-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | ALTICE FRANCE SA SR SECURED 144A 07/29 5.125               | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1125000 | PA      | $930937.50    | 0.99%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 7A                                          | SOUTH COAST FUNDING SCF 7A A1AV 144A                       | CUSIP: 83743YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    377192 | PA      | $69256.91     | 0.07%             | 2041-01-06      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-AA6                              | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA6 2A1          | CUSIP: 32052MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118289 | PA      | $81944.41     | 0.09%             | 2036-11-25      | Floating      | 5.16%                 | 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      | $-362259.09   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC              | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505893.99    | 0.54%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                            | GNMA II TBA 30 YR 3.5 JUMBOS                               | CUSIP: 21H032670<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3000584.00   | 3.19%             | 2054-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                    | ROMANIA SR UNSECURED REGS 03/30 5.25                       | CUSIP: ACI2TMWB2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $481673.44    | 0.51%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO BANK OF NEW YORK                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -475971 | PA      | $-476474.53   | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| MARICOPA COUNTY INDUSTRIAL DEV                                  | MARICOPA CNTY AZ INDL DEV AUTH MAREDU 10/29 FIXED 7.375    | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $466294.64    | 0.50%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                      | HELLENIC REPUBLIC BONDS REGS 01/37 4                       | CUSIP: ACI0Z3HB8<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    127210 | PA      | $158232.54    | 0.17%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $10132.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MRTG CAPITAL CERT 2006-9                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 9 3A1               | CUSIP: 126380AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73336 | PA      | $64401.33     | 0.07%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 7A                                          | SOUTH COAST FUNDING SCF 7A A1AN 144A                       | CUSIP: 83743YAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11064288 | PA      | $2031536.12   | 2.16%             | 2041-01-06      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-15                                              | FANNIE MAE FNR 2007 15 AI                                  | CUSIP: 31396PWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96948 | PA      | $8904.01      | 0.01%             | 2037-03-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                              | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      5194 | NS      | $106477.00    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BOMBARDIER CAPITAL MTGE SEC BCM 2000 A                          | BOMBARDIER CAPITAL MORTGAGE SE BCM 2000 A A3               | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1421439 | PA      | $104216.34    | 0.11%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | ALTICE FRANCE SA SR SECURED 144A 01/28 5.5                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $168500.00    | 0.18%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                    | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |    200000 | PA      | $194500.00    | 0.21%             | 2031-12-19      | Floating      | 8.61%                 | 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        |     51530 | PA      | $48514.01     | 0.05%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 06/20/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $18059.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                 | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25              | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     62000 | PA      | $12632.50     | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR               | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $99370.00     | 0.11%             | 2026-06-08      | Floating      | 27.31%                | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20250804                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-16831.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $19761.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 7A                                          | SOUTH COAST FUNDING SCF 7A A1B 144A                        | CUSIP: 83743YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15339 | PA      | $2816.45      | 0.00%             | 2041-01-06      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | ALTICE FRANCE SA SR SECURED REGS 01/29 4.125               | CUSIP: ACI1RJK00<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99400.15     | 0.11%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6                           | MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1                | CUSIP: 61755CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54507 | PA      | $49151.58     | 0.05%             | 2037-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                 | CUSIP: BA000K739<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188182 | PA      | $186300.00    | 0.20%             | 2032-05-31      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $5495089.38   | 5.85%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT EUR SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $9069.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMBAC ASSURANCE CORPORATION                                     | AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1           | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |     12524 | PA      | $16969.41     | 0.02%             | 2099-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -270284 | PA      | $-270888.38   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                            | FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F070690<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $419190.15    | 0.45%             | 2054-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.75000 06/20/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-15646.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD EUR BOUGHT USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-38319.22    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| X CORPORATION                                                   | TWITTER INC 2025 FIXED TERM LOAN                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $97375.00     | 0.10%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                              | TREASURY BILL 09/25 0.00000                                | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $555258.48    | 0.59%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | BOUGHT GBP SOLD USD 20250702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $13051.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | NDDUEAFE TRS EQUITY SOFR+19 ULO                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $6825.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | RFR USD SOFR/3.00000 06/21/23-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-405.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                        | DISH NETWORK CORP SR UNSECURED 08/26 3.375                 | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    600000 | PA      | $502800.00    | 0.53%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -190967 | PA      | $-192177.73   | -0.20%            |  |  |  | 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      | $174975.71    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-B                             | BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1             | CUSIP: 058928AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70590 | PA      | $66578.99     | 0.07%             | 2036-03-20      | Floating      | 2.37%                 | 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        |    354619 | PA      | $354618.57    | 0.38%             | 2029-12-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                   | AMSURG EQUITY EQTYAS910                                    | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71417 | NS      | $3224239.52   | 3.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FANNIE MAE REMICS 2007-22                                       | FANNIE MAE FNR 2007 22 SW                                  | CUSIP: 31396PT92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84102 | PA      | $7960.88      | 0.01%             | 2037-03-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                         | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5            | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  57800000 | PA      | $988515.23    | 1.05%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                             | SOLD DOP BOUGHT USD 20250922                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $490.84       | 0.00%             |  |  |  | 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        |     39767 | PA      | $36148.19     | 0.04%             | 2037-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | 3 MONTH SOFR FUT  SEP25 XCME 20251216                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $4742.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                           | ASTON MARTIN CAPITAL HOL ASTON MARTIN CAPITAL HOL          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $189599.70    | 0.20%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                              | ENDURANCE INTERNATIONAL GROUP NON COOP TERM LOAN           | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    198966 | PA      | $153204.13    | 0.16%             | 2028-02-10      | Floating      | 7.93%                 | No            |                  3 | 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        |    175745 | PA      | $158170.50    | 0.17%             | 2030-12-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer