# EDGAR Filing Document

**Accession Number:** 0001190935
**File Stem:** 0001099263-25-004534
**Filing Date:** 2025-11
**Character Count:** 635900
**Document Hash:** a9dd2b0de931151e5fbd6414ccaa113d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004534.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004534

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21238
- **FILM NUMBER:** 251528525

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

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

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

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

## Nport-Ex

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 113.0% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 35.6%**  |  |  |
| **Aligned Data Centers International LP**<br>7.538% due 12/18/2029 «~ | $10300 | $10381 |
| **Altar Bidco, Inc.**<br>9.578% due 02/01/2030 ~ | 3450 | 3313 |
| **Altice France SA**  |  |  |
| 7.526% (EUR003M + 5.500%) due 08/15/2028 ~ | 198 | 220 |
| 9.818% (TSFR3M + 5.500%) due 08/15/2028 «~ | $16376 | 15885 |
| **AP Core Holdings II LLC**<br>9.778% (TSFR1M + 5.500%) due 09/01/2027 ~ | 33392 | 32568 |
| **Bausch Health Cos., Inc.**<br>10.413% (TSFR1M + 6.250%) due 10/08/2030 ~ | 21945 | 21677 |
| **BDO USA PC**<br>9.223% (TSFR1M + 5.000%) due 08/31/2028 «~ | 6773 | 6831 |
| **Central Parent, Inc.**<br>7.252% (TSFR3M + 3.250%) due 07/06/2029 ~ | 26614 | 23089 |
| **Clover Holdings 2 LLC**  |  |  |
| TBD% due 12/10/2029 µ | 2209 | 2203 |
| 7.942% (TSFR1M + 3.750%) due 12/09/2031 ~ | 15761 | 15795 |
| **Clover Holdings SPV III LLC**<br>15.000% due 12/09/2027 | 615 | 633 |
| **Comexposium**<br>TBD% (EUR012M + 0.000%) due 03/28/2026 «~ | 24800 | 35522 |
| **Coreweave Compute Acquisition Co. IV LLC**<br>TBD% - 10.723% (TSFR3M + 6.000%) due 05/16/2029 «~µ | $27000 | 27781 |
| **Cyberswift U.S. Finco LLC**<br>TBD% due 09/23/2032 | 2900 | 2902 |
| **Databricks, Inc.**  |  |  |
| TBD% - 1.000% due 01/03/2031 «µ | 1087 | 1087 |
| TBD% - 1.000% (TSFR1M + 4.500%) due 01/03/2031 «~ | 4913 | 4999 |
| **Dun & Bradstreet Corp.**  |  |  |
| TBD% due 08/26/2032 «µ | 493 | 490 |
| TBD% (TSFR1M + 5.500%) due 08/26/2032 «~ | 4927 | 4899 |
| **Encina Private Credit LLC**<br>TBD% - 8.333% due 11/30/2025 «µ | 4166 | 4045 |
| **Endure Digital, Inc.**<br>7.838% (TSFR1M + 3.500%) due 02/10/2028 «~ | 10293 | 7462 |
| **Envalior Finance GmbH**<br>7.526% (EUR003M + 5.500%) due 03/29/2030 ~ | 5400 | 6002 |
| **Envision Healthcare Corp.**<br>12.230% (TSFR3M + 7.875%) due 11/03/2028 «~ | $24629 | 25368 |
| **Finastra USA, Inc.**  |  |  |
| 8.038% (TSFR3M + 4.000%) due 09/15/2032 ~ | 19300 | 19241 |
| 11.038% (TSFR3M + 7.000%) due 09/15/2033 ~ | 1200 | 1197 |
| TBD% (TSFR3M + 7.250%) due 09/13/2029 ~ | 750 | 755 |
| **First Brands Group LLC**  |  |  |
| TBD% - 9.570% (TSFR3M + 5.000%) due 03/30/2027 ^~(d) | 2964 | 1080 |
| **Forward Air Corp.**<br>8.810% (TSFR3M + 4.500%) due 12/19/2030 ~ | 21094 | 21083 |
| **Galaxy U.S. Opco, Inc. (10.058% Cash)**<br>10.058% (TSFR3M + 5.750%) due 07/31/2030 ~ | 5603 | 5119 |
| **Gateway Casinos & Entertainment Ltd.**<br>10.276% (TSFR3M + 6.250%) due 12/18/2030 ~ | 14035 | 14048 |
| **Gray Television, Inc.**<br>9.530% (TSFR1M + 5.250%) due 06/04/2029 ~ | 148 | 148 |
| **Gryphon Acquire NewCo LLC**<br>6.879% (TSFR6M + 3.000%) due 09/13/2032 ~ | 2800 | 2811 |
| **iHeartCommunications, Inc.**<br>10.053% (TSFR1M + 5.775%) due 05/01/2029 ~ | 1895 | 1661 |
| **INEOS U.S. Finance LLC**  |  |  |
| 7.163% (TSFR1M + 3.000%) due 02/07/2031 ~ | 2163 | 1949 |
| 7.413% (TSFR1M + 3.250%) due 02/18/2030 ~ | 5020 | 4562 |
| **ION Platform Finance U.S., Inc.**<br>TBD% due 09/30/2032 | 12200 | 12078 |
| **Ivanti Software, Inc.**  |  |  |
| TBD% - 10.051% (TSFR3M + 5.750%) due 06/01/2029 ~µ | 3463 | 3569 |
| TBD% - 10.051% (TSFR3M + 4.750%) due 06/01/2029 ~ | 25911 | 21649 |
| **J&J Ventures Gaming LLC**<br>9.278% (TSFR1M + 5.000%) due 04/26/2028 «~ | 3178 | 3210 |
| **Lealand Finance Co. BV**<br>7.278% (TSFR1M + 3.000%) due 06/30/2027 ~ | 189 | 154 |
| **Lealand Finance Co. BV (5.278% Cash)**<br>5.278% due 12/31/2027 ~ | 2403 | 1722 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Lumen** **Technologies, Inc.**<br>6.628% (TSFR1M + 2.350%) due 04/15/2030 ~ | 15969 | 15889 |
| **Magenta Security Holdings LLC**  |  |  |
| 10.558% (TSFR3M + 6.250%) due 07/27/2028 ~ | 283 | 288 |
| 11.318% (TSFR3M + 6.750%) due 07/27/2028 ~ | 297 | 244 |
| **Magenta Security Holdings LLC (10.818% Cash)**<br>10.818% (TSFR3M + 6.250%) due 07/27/2028 ~ | 1378 | 284 |
| **Magenta Security Holdings LLC (11.568% Cash)**<br>11.568% (TSFR3M + 7.000%) due 07/27/2028 ~ | 388 | 172 |
| **McAfee LLC**<br>7.223% (TSFR1M + 3.000%) due 03/01/2029 ~ | 6317 | 6053 |
| **Mercury Aggregator LP (19.000% PIK)**<br>19.000% due 04/03/2026 «(c) | 4298 | 1263 |
| **MH Sub I LLC**<br>8.413% (TSFR1M + 4.250%) due 12/31/2031 ~ | 5955 | 5493 |
| **MPH Acquisition Holdings LLC**  |  |  |
| 8.058% (TSFR3M + 3.750%) due 12/31/2030 ~ | 16497 | 16497 |
| 9.170% (TSFR3M + 4.600%) due 12/31/2030 ~ | 24327 | 22421 |
| **Obol France 3 SAS**<br>7.193% (EUR006M + 5.000%) due 12/31/2028 ~ | 12437 | 14383 |
| **OCS Group Holdings Ltd.**<br>9.961% due 11/28/2031 | 16450 | 22133 |
| **Peraton Corp.**<br>8.013% (TSFR1M + 3.750%) due 02/01/2028 ~ | $37020 | 31317 |
| **Poseidon Bidco SASU**<br>7.000% (EUR003M + 5.000%) due 03/13/2030 ~ | 6500 | 3587 |
| **Project Alpha Intermediate Holding, Inc.**<br>7.252% (TSFR3M + 3.250%) due 10/26/2030 ~ | $5 | 5 |
| **Project Nova**<br>7.250% due 08/31/2026 « | 500 | 500 |
| **Promotora de Informaciones SA**<br>7.494% (EUR003M + 5.470%) due 12/31/2029 «~ | 57292 | 66255 |
| **Proofpoint, Inc.**  |  |  |
| TBD% due 08/31/2028 | $1100 | 1106 |
| TBD% (TSFR1M + 3.000%) due 08/31/2028 ~ | 794 | 798 |
| **QuidelOrtho Corp.**<br>8.002% (TSFR3M + 4.000%) due 08/20/2032 ~ | 9300 | 9263 |
| **SCUR-Alpha 1503 GmbH**<br>9.808% (TSFR3M + 5.500%) due 03/29/2030 ~ | 8290 | 7661 |
| **Softbank Vision Fund II**<br>TBD% - 7.652% (TSFR3M + 3.650%) due 12/23/2029 «~ | 17900 | 17900 |
| **Spruce Bidco II, Inc.**  |  |  |
| TBD% - 0.500% due 01/30/2032 «µ | 764 | 764 |
| TBD% - 0.500% (JY0003M + 5.250%) due 01/30/2032 «~ | 65443 | 448 |
| TBD% - 0.500% (CDOR06 + 5.000%) due 01/30/2032 «~ | 612 | 444 |
| TBD% - 0.500% (TSFR6M + 5.000%) due 01/30/2032 «~ | $3381 | 3415 |
| **Steenbok Lux Finco 2 SARL**<br>10.000% due 06/30/2026 | 54168 | 19355 |
| **Stepstone Group MidCo 2 GmbH**  |  |  |
| 6.673% (EUR006M + 4.500%) due 04/26/2032 ~ | 15900 | 18411 |
| 8.608% (TSFR3M + 4.500%) due 12/19/2031 ~ | $17487 | 16634 |
| **Stonepeak Bayou Holdings LP**<br>TBD% due 09/24/2032 « | 6200 | 6200 |
| **Subcalidora 2**<br>7.750% (EUR003M + 5.750%) due 08/14/2029 «~ | 18000 | 21239 |
| **Syniverse Holdings, Inc.**<br>11.002% (TSFR3M + 7.000%) due 05/13/2027 ~ | $48109 | 47076 |
| **U.S. Renal Care, Inc.**<br>9.278% (TSFR1M + 5.000%) due 06/28/2028 ~ | 57744 | 55281 |
| **Unicorn BAY**<br>13.000% due 12/31/2026 « | 102737 | 13367 |
| **Westmoreland Coal Co.**<br>8.000% due 03/15/2029 « | $1353 | 548 |
| **X Corp.**  |  |  |
| 9.500% due 10/26/2029 | 4350 | 4370 |
| 10.958% (TSFR3M + 6.500%) due 10/26/2029 ~ | 30150 | 29618 |
| Total Loan Participations and Assignments (Cost $864,775) |  | 849870 |
| **CORPORATE BONDS & NOTES 42.4%**  |  |  |
| **BANKING & FINANCE 6.8%**  |  |  |
| **123 Lights Re Ltd.** <br>14.904% (T-BILL 3MO + 11.000%) due 09/14/2031 ~ | 450 | 450 |
| **Alamo Re Ltd.**  |  |  |
| 12.338% (T-BILL 1MO + 8.434%) due 06/07/2027 ~  | 600 | 645 |
| 15.784% (T-BILL 1MO + 11.880%) due 06/08/2026 ~  | 300 | 316 |
| **Antares Holdings LP** <br>6.350% due 10/23/2029 (l) | 1150 | 1176 |
| **Armor Holdco, Inc.** <br>8.500% due 11/15/2029 | 13000 | 12983 |
| **Armor RE II Ltd.**  |  |  |
| 12.407% (T-BILL 3MO + 8.500%) due 01/07/2032 ~  | 350 | 373 |
| 14.107% (T-BILL 3MO + 10.200%) due 05/07/2031 ~  | 250 | 272 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Bayou** **Re Ltd.** <br>12.236% (BNMMDTSC + 8.332%) due 04/30/2031 ~ | 300 | 321 |
| **BGC Group, Inc.** <br>6.600% due 06/10/2029 (l) | 1300 | 1353 |
| **BOI Finance BV** <br>7.500% due 02/16/2027 (l) | 7100 | 8578 |
| **Bonanza RE Ltd.** <br>3.970% (MSMMUSTF) due 01/08/2026 ~ | $250 | 243 |
| **Cape Lookout Re Ltd.** <br>12.609% (T-BILL 1MO + 8.702%) due 04/05/2027 ~ | 2200 | 2299 |
| **CI Financial Corp.** <br>7.500% due 05/30/2029 (l) | 3000 | 3198 |
| **Country Garden Holdings Co. Ltd.**  |  |  |
| 2.700% due 07/12/2026 ^(d)  | 300 | 33 |
| 3.125% due 10/22/2025 ^(d)  | 200 | 21 |
| 4.800% due 08/06/2030 ^(d)  | 200 | 21 |
| 6.150% due 09/17/2049 ^(d)  | 200 | 22 |
| **Credicorp Capital Sociedad Titulizadora SA** <br>9.700% due 03/05/2045 | 2900 | 885 |
| **Credit Suisse AG AT1 Claim**  | $6636 | 863 |
| **Diversified Healthcare Trust** <br>7.250% due 10/15/2030 | 900 | 916 |
| **East Lane Re VII Ltd.** <br>12.822% (T-BILL 3MO + 8.890%) due 03/31/2026 ~ | 300 | 305 |
| **Encore Capital Group, Inc.** <br>6.625% due 04/15/2031 (b) | 5600 | 5587 |
| **EPR Properties** <br>3.750% due 08/15/2029 (l) | 100 | 96 |
| **Everglades Re II Ltd.**  |  |  |
| 14.409% (GSMMUSTI + 10.500%) due 05/13/2031 ~  | 1500 | 1584 |
| 15.404% (GSMMUSTI + 11.500%) due 05/13/2031 ~  | 1500 | 1581 |
| 16.654% (T-BILL 1MO + 12.750%) due 05/13/2031 ~  | 1500 | 1580 |
| **F&G Annuities & Life, Inc.**  |  |  |
| 6.250% due 10/04/2034 (l)  | 400 | 408 |
| 6.500% due 06/04/2029 (l)  | 600 | 626 |
| **Ford Motor Credit Co. LLC**  |  |  |
| 5.918% due 03/20/2028 (l)  | 800 | 814 |
| 6.183% (SOFRRATE + 2.030%) due 03/20/2028 ~(l)  | 2400 | 2401 |
| **Greengrove RE Ltd.** <br>11.654% (T-BILL 1MO + 7.750%) due 04/08/2032 ~ | 400 | 400 |
| **GSPA Monetization Trust** <br>6.422% due 10/09/2029 | 3350 | 3382 |
| **HA Sustainable Infrastructure Capital, Inc.**  |  |  |
| 6.150% due 01/15/2031 (l)  | 2800 | 2878 |
| 6.375% due 07/01/2034 (l)  | 2400 | 2444 |
| **Hampton Roads PPV LLC** <br>6.171% due 06/15/2053 (l) | 1800 | 1557 |
| **Hestia Re Ltd.**  |  |  |
| 4.004% (T-BILL 1MO + 0.100%) due 04/22/2029 ~  | 54 | 30 |
| 10.659% (T-BILL + 6.750%) due 03/13/2032 ~  | 250 | 256 |
| 12.154% (T-BILL 1MO + 8.250%) due 03/13/2032 ~  | 250 | 260 |
| **Hudson Pacific Properties LP**  |  |  |
| 3.250% due 01/15/2030 (l)  | 300 | 258 |
| 4.650% due 04/01/2029 (l)  | 400 | 373 |
| 5.950% due 02/15/2028 (l)  | 1100 | 1086 |
| **Integrity RE III Ltd.**  |  |  |
| 16.154% (T-BILL 1MO + 12.250%) due 06/06/2028 ~  | 400 | 426 |
| 29.404% (T-BILL 1MO + 25.500%) due 06/06/2027 ~  | 350 | 393 |
| **Integrity Re Ltd.**  |  |  |
| 21.138% (T-BILL 1MO + 17.234%) due 06/08/2026 ~  | 1100 | 1208 |
| 26.703% (T-BILL 1MO + 22.796%) due 06/08/2026 ~  | 1100 | 1227 |
| **Intesa Sanpaolo SpA** <br>8.248% due 11/21/2033 •(l) | 14304 | 16886 |
| **ION Platform Finance SARL**  |  |  |
| 6.500% due 09/30/2030 (b)  | 700 | 822 |
| 6.875% due 09/30/2032 (b)  | 600 | 704 |
| **ION Platform Finance U.S., Inc.** <br>0.000% due 09/30/2032 (b) | $4000 | 3974 |
| **Kennedy Wilson Europe Real Estate Ltd.** <br>3.250% due 11/12/2025 | 821 | 962 |
| **Kona Spc Ltd.** <br>5.718% due 09/15/2026 «•  | 1800 | 2113 |
| **Long Walk Reinsurance Ltd.** <br>14.142% (T-BILL 3MO + 10.240%) due 01/30/2031 ~ | $1900 | 1935 |
| **Longleaf Pine Re Ltd.** <br>21.836% (T-BILL 1MO + 17.932%) due 05/27/2031 ~ | 350 | 391 |
| **Luca RE Ltd.** <br>11.154% (T-BILL 3MO + 7.250%) due 07/22/2031 ~ | 1000 | 1000 |
| **Marex Group PLC** <br>6.404% due 11/04/2029 (l) | 900 | 928 |
| **Nature Coast Re Ltd.** <br>13.654% (T-BILL 3MO + 9.750%) due 04/10/2033 ~ | 300 | 314 |
| **New Immo Holding SA** <br>3.250% due 07/23/2027 | 3000 | 3475 |
| **Nissan Motor Acceptance Co. LLC** <br>6.226% (SOFRINDX + 2.050%) due 09/13/2027 ~ | $1100 | 1098 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Palm** **RE Ltd.** <br>11.654% (T-BILL 1MO + 7.750%) due 06/07/2032 ~ | 400 | 423 |
| **Polestar Re Ltd.**  |  |  |
| 14.402% (T-BILL 3MO + 10.500%) due 01/07/2028 ~  | 850 | 881 |
| 17.154% (T-BILL 3MO + 13.250%) due 01/07/2027 ~  | 2200 | 2291 |
| **Purple Re Ltd.** <br>13.030% (T-BILL 1MO + 9.126%) due 06/06/2031 ~ | 400 | 425 |
| **Sammons Financial Group, Inc.** <br>6.875% due 04/15/2034 (l) | 1800 | 1984 |
| **Sanders Re III Ltd.** <br>16.224% (BRMMUSDF + 12.320%) due 04/09/2029 ~ | 3241 | 2026 |
| **Service Properties Trust** <br>0.000% due 09/30/2028 (g) | 1700 | 1501 |
| **Starwood Property Trust, Inc.** <br>5.250% due 10/15/2028 (b) | 2100 | 2102 |
| **Titanium 2l Bondco SARL** <br>6.250% due 01/14/2031 | 21922 | 6763 |
| **Torrey Pines Re Ltd.**  |  |  |
| 9.940% (JMMMUSTF + 6.036%) due 06/07/2032 ~  | $500 | 521 |
| 11.010% (JMMMUSTF + 7.106%) due 06/07/2032 ~  | 400 | 416 |
| 13.282% (BRMMUSDF + 9.378%) due 06/05/2031 ~  | 400 | 408 |
| **Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC** <br>6.000% due 01/15/2030 (l) | 23466 | 21269 |
| **Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC**  |  |  |
| 6.500% due 02/15/2029  | 900 | 846 |
| 8.625% due 06/15/2032  | 4700 | 4493 |
| 10.500% due 02/15/2028 (l)  | 7980 | 8410 |
| **Ursa Re Ltd.**  |  |  |
| 11.404% (T-BILL 3MO + 7.500%) due 02/22/2028 ~  | 1100 | 1110 |
| 13.154% (JMMMUSTF + 9.250%) due 12/07/2028 ~  | 2300 | 2401 |
| **Veraison Re Ltd.** <br>8.904% (GSMMUSTI + 5.000%) due 03/08/2033 ~ | 250 | 253 |
| **Voyager Aviation Holdings LLC** <br>8.500% due 05/09/2026 ^«(d) | 9172 | 0 |
| **Winston RE Ltd.**  |  |  |
| 14.114% (BNMMDTSC + 10.210%) due 02/26/2031 ~  | 280 | 301 |
| 15.594% (T-BILL 3MO + 11.690%) due 02/26/2031 ~  | 1700 | 1836 |
|  |  | 161390 |
| **INDUSTRIALS 32.2%**  |  |  |
| **Air Canada Pass-Through Trust**  |  |  |
| 3.300% due 07/15/2031  | 64 | 61 |
| 5.250% due 10/01/2030 (l)  | 755 | 773 |
| **Altice France Holding SA**  |  |  |
| 8.000% due 05/15/2027  | 10000 | 4262 |
| 10.500% due 05/15/2027  | $19600 | 7108 |
| **Altice France SA**  |  |  |
| 3.375% due 01/15/2028  | 700 | 709 |
| 4.000% due 07/15/2029  | 1800 | 1827 |
| 5.125% due 01/15/2029  | $2600 | 2238 |
| 5.125% due 07/15/2029  | 2400 | 2062 |
| 5.500% due 01/15/2028  | 8000 | 7080 |
| 5.500% due 10/15/2029  | 4000 | 3480 |
| 5.875% due 02/01/2027  | 700 | 744 |
| 8.125% due 02/01/2027  | $1100 | 1052 |
| **ams-OSRAM AG**  |  |  |
| 10.500% due 03/30/2029  | 1600 | 2009 |
| 12.250% due 03/30/2029  | $3100 | 3339 |
| **Aston Martin Capital Holdings Ltd.** <br>10.000% due 03/31/2029 | 4500 | 4410 |
| **Beignet** <br>6.850% due 06/01/2049 «(b) | 47400 | 47400 |
| **BKV Upstream Midstream LLC** <br>7.500% due 10/15/2030 | 1200 | 1200 |
| **Block, Inc.** <br>6.000% due 08/15/2033 | 1200 | 1230 |
| **British Airways Pass-Through Trust** <br>4.250% due 05/15/2034 | 44 | 43 |
| **Burberry Group PLC** <br>5.750% due 06/20/2030 | 4529 | 6122 |
| **Carvana Co.** <br>9.000% due 06/01/2031 | $6600 | 7478 |
| **Centene Corp.**  |  |  |
| 2.450% due 07/15/2028 (l)  | 1600 | 1488 |
| 3.000% due 10/15/2030 (l)  | 1400 | 1252 |
| 3.375% due 02/15/2030 (l)  | 2730 | 2513 |
| 4.250% due 12/15/2027 (l)  | 800 | 786 |
| 4.625% due 12/15/2029  | 200 | 194 |
| **Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc.** <br>8.000% due 06/15/2029 | 1340 | 1183 |
| **Central Parent, Inc./CDK Global, Inc.** <br>7.250% due 06/15/2029 | 2890 | 2499 |
| **Cheplapharm Arzneimittel GmbH** <br>7.500% due 05/15/2030 (l) | 15400 | 18751 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Chord** **Energy Corp.** <br>6.000% due 10/01/2030 | $2800 | 2782 |
| **CHS/Community Health Systems, Inc.**  |  |  |
| 9.750% due 01/15/2034  | 6510 | 6678 |
| 10.875% due 01/15/2032  | 3800 | 4029 |
| **Cleveland-Cliffs, Inc.** <br>7.625% due 01/15/2034 | 1200 | 1237 |
| **Cogent Communications Group LLC/Cogent Finance, Inc.**  |  |  |
| 6.500% due 07/01/2032  | 17500 | 17023 |
| 7.000% due 06/15/2027  | 4155 | 4147 |
| **CoreWeave, Inc.** <br>9.000% due 02/01/2031 | 5200 | 5336 |
| **CVS Pass-Through Trust** <br>7.507% due 01/10/2032 (l) | 1038 | 1107 |
| **DISH DBS Corp.**  |  |  |
| 5.250% due 12/01/2026  | 24092 | 23693 |
| 5.750% due 12/01/2028  | 34300 | 32910 |
| 7.750% due 07/01/2026  | 18800 | 18646 |
| **Ecopetrol SA**  |  |  |
| 4.625% due 11/02/2031 (l)  | 15100 | 13553 |
| 7.750% due 02/01/2032 (l)  | 38400 | 39761 |
| 8.375% due 01/19/2036  | 620 | 641 |
| **Energizer Holdings, Inc.** <br>6.000% due 09/15/2033 | 4900 | 4798 |
| **Flora Food Management BV** <br>6.875% due 07/02/2029 | 2800 | 3293 |
| **Ford Motor Co.** <br>7.700% due 05/15/2097 (l) | $16931 | 17896 |
| **Greene King Finance PLC** <br>5.905% (BP0003M + 1.800%) due 12/15/2034 ~ | 350 | 435 |
| **Grupo Nutresa SA** <br>8.000% due 05/12/2030 (l) | $1730 | 1855 |
| **HCA, Inc.** <br>7.500% due 11/15/2095 (l) | 4516 | 5032 |
| **HF Sinclair Corp.** <br>6.250% due 01/15/2035 (l) | 4900 | 5125 |
| **Howard Midstream Energy Partners LLC** <br>6.625% due 01/15/2034 | 100 | 102 |
| **Incora Intermediate II LLC** <br>0.000% (SOFRRATE + 8.000%) due 01/31/2030 «~ | 21653 | 21653 |
| **Incora Top Holdco LLC** <br>6.000% due 01/30/2033 «~(k) | 15564 | 25180 |
| **Intralot Capital Luxembourg SA**  |  |  |
| 6.500% due 10/15/2031 •  | 5200 | 6122 |
| 6.750% due 10/15/2031  | 3500 | 4148 |
| **JetBlue Airways Corp./JetBlue Loyalty LP** <br>9.875% due 09/20/2031 (l) | $8480 | 8608 |
| **Kodiak Gas Services LLC**  |  |  |
| 6.500% due 10/01/2033  | 2200 | 2241 |
| 6.750% due 10/01/2035  | 1500 | 1541 |
| **Kronos International, Inc.** <br>9.500% due 03/15/2029 | 8500 | 10550 |
| **Manuchar Group SARL** <br>7.014% due 07/07/2032 •  | 1700 | 1974 |
| **Motion Finco SARL** <br>8.375% due 02/15/2032 | $1000 | 866 |
| **Newfold Digital Holdings Group, Inc.**  |  |  |
| 6.000% due 02/15/2029 «  | 4750 | 2969 |
| 11.750% due 10/15/2028 «  | 300 | 213 |
| **Nissan Motor Co. Ltd.**  |  |  |
| 4.810% due 09/17/2030  | 21100 | 19891 |
| 7.500% due 07/17/2030  | 1500 | 1575 |
| **Noble Finance II LLC** <br>8.000% due 04/15/2030 (l) | 30400 | 31488 |
| **NPC Ukrenergo** <br>6.875% due 11/09/2028 | 1000 | 797 |
| **Ocado Group PLC**  |  |  |
| 10.500% due 08/08/2029  | 4950 | 6653 |
| 11.000% due 06/15/2030 (l)  | 8650 | 11703 |
| **Petroleos Mexicanos**  |  |  |
| 6.700% due 02/16/2032  | $13994 | 13877 |
| 6.840% due 01/23/2030  | 2300 | 2341 |
| **Prime Healthcare Services, Inc.** <br>9.375% due 09/01/2029 | 4400 | 4581 |
| **Rede D'or Finance SARL** <br>6.450% due 09/09/2035 (l) | 3500 | 3598 |
| **Repsol E&P Capital Markets U.S. LLC**  |  |  |
| 5.204% due 09/16/2030  | 1500 | 1512 |
| 5.976% due 09/16/2035  | 1200 | 1223 |
| **Russian Railways Via RZD Capital PLC** <br>7.487% due 03/25/2031 ^(d) | 1500 | 1412 |
| **Spirit Airlines Pass-Through Trust**  |  |  |
| 3.375% due 08/15/2031 (l)  | $60 | 56 |
| 4.100% due 10/01/2029  | 834 | 793 |
| **Sunoco LP** <br>5.625% due 03/15/2031 (l) | 4400 | 4370 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Thames** **Water Super Senior Issuer PLC** <br>9.750% due 10/10/2027 | 10 | 16 |
| **Thames Water Utilities Finance PLC** <br>6.500% due 02/09/2034 | 100 | 95 |
| **Thames Water Utilities Ltd.** <br>0.000% due 03/22/2027 (g) | 1 | 1 |
| **Topaz Solar Farms LLC**  |  |  |
| 4.875% due 09/30/2039 (l)  | $3174 | 2793 |
| 5.750% due 09/30/2039 (l)  | 16623 | 16864 |
| **Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC** <br>8.250% due 05/15/2030 | 4000 | 4485 |
| **Tronox, Inc.** <br>9.125% due 09/30/2030 | $2200 | 2157 |
| **U.S. Renal Care, Inc.** <br>10.625% due 06/28/2028 | 3751 | 3282 |
| **Ubisoft Entertainment SA** <br>0.878% due 11/24/2027 | 7000 | 7676 |
| **United Airlines Pass-Through Trust**  |  |  |
| 2.700% due 11/01/2033 (l)  | $151 | 139 |
| 4.150% due 02/25/2033 (l)  | 63 | 62 |
| **Uzbekneftegaz JSC** <br>8.750% due 05/07/2030 | 9450 | 10117 |
| **Valaris Ltd.** <br>8.375% due 04/30/2030 | 32291 | 33536 |
| **Vale SA** <br>0.000% due 12/29/2049 ~(i) | 250000 | 16861 |
| **Vedanta Resources Finance II PLC** <br>9.125% due 10/15/2032 (b) | $3900 | 3900 |
| **Venture Global LNG, Inc.**  |  |  |
| 7.000% due 01/15/2030  | 6800 | 7041 |
| 8.125% due 06/01/2028  | 2400 | 2486 |
| 9.500% due 02/01/2029  | 12279 | 13539 |
| 9.875% due 02/01/2032  | 5760 | 6275 |
| **Venture Global Plaquemines LNG LLC**  |  |  |
| 6.500% due 01/15/2034  | 2100 | 2212 |
| 6.750% due 01/15/2036  | 2300 | 2444 |
| **Viridien**  |  |  |
| 8.500% due 10/15/2030  | 6500 | 7928 |
| 10.000% due 10/15/2030 (l)  | $14700 | 15122 |
| **Vmed O2 U.K. Financing I PLC**  |  |  |
| 5.625% due 04/15/2032  | 10400 | 12563 |
| 7.750% due 04/15/2032  | $9800 | 10308 |
| **Wayfair LLC**  |  |  |
| 7.250% due 10/31/2029 (l)  | 2900 | 2997 |
| 7.750% due 09/15/2030 (l)  | 26350 | 27700 |
| **WBI Operating LLC**  |  |  |
| 6.250% due 10/15/2030 (b)  | 2300 | 2303 |
| 6.500% due 10/15/2033 (b)  | 7000 | 6991 |
| **Weatherford International Ltd.** <br>6.750% due 10/15/2033 (b) | 3700 | 3705 |
| **Yinson Bergenia Production BV** <br>8.498% due 01/31/2045 | 3900 | 4191 |
| **Yinson Boronia Production BV** <br>8.947% due 07/31/2042 | 3434 | 3827 |
|  |  | 768923 |
| **UTILITIES 3.4%**  |  |  |
| **Comision Ejecutiva Hidroelectrica del Rio Lempa** <br>8.650% due 01/24/2033 | 1300 | 1361 |
| **Edison International**  |  |  |
| 5.250% due 11/15/2028 (l)  | 3531 | 3560 |
| 6.250% due 03/15/2030 (l)  | 600 | 624 |
| **FORESEA Holding SA** <br>7.500% due 06/15/2030 | 1346 | 1319 |
| **Hawaiian Electric Co., Inc.** <br>6.000% due 10/01/2033 | 2200 | 2221 |
| **NGD Holdings BV** <br>6.750% due 12/31/2026 | 964 | 877 |
| **OI SA (10.000% Cash or 6.000% PIK and 7.500% Cash or 13.500% PIK)** <br>10.000% due 06/30/2027 (c) | 34945 | 23064 |
| **OI SA (8.500% PIK)** <br>8.500% due 12/31/2028 (c) | 68637 | 2059 |
| **Orazul Energy Peru SA** <br>6.250% due 09/17/2032 | 4100 | 4168 |
| **Pacific Gas & Electric Co.** <br>4.300% due 03/15/2045 (l) | 257 | 207 |
| **Peru LNG SRL** <br>5.375% due 03/22/2030 | 13874 | 13324 |
| **Qwest Corp.** <br>7.375% due 05/01/2030 | 6900 | 6799 |
| **SW Finance I PLC**  |  |  |
| 1.625% due 03/30/2027  | 6580 | 8307 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| 2.375% due 05/28/2028  | 9960 | 12276 |
|  |  | 80166 |
| Total Corporate Bonds & Notes (Cost $1,065,318) |  | 1010479 |
| **CONVERTIBLE BONDS & NOTES 2.0%**  |  |  |
| **INDUSTRIALS 2.0%**  |  |  |
| **ams-OSRAM AG** <br>2.125% due 11/03/2027 | 37700 | 42436 |
| **DISH Network Corp.** <br>3.375% due 08/15/2026 | $5900 | 5714 |
| Total Convertible Bonds & Notes (Cost $47,871) |  | 48150 |
| **MUNICIPAL BONDS & NOTES 0.7%**  |  |  |
| **ARIZONA 0.1%**  |  |  |
| **Maricopa County, Arizona Industrial Development Authority Revenue Notes, Series 2024** <br>7.375% due 10/01/2029 | 2100 | 2204 |
| **CALIFORNIA 0.1%**  |  |  |
| **Golden State, California Tobacco Securitization Corp. Revenue Bonds, Series 2021**  |  |  |
| 3.714% due 06/01/2041  | 100 | 79 |
| 3.850% due 06/01/2050  | 45 | 41 |
| 4.214% due 06/01/2050  | 2400 | 1781 |
|  |  | 1901 |
| **MICHIGAN 0.2%**  |  |  |
| **Detroit, Michigan General Obligation Bonds, Series 2014** <br>4.000% due 04/01/2044 | 6423 | 5060 |
| **WEST VIRGINIA 0.3%**  |  |  |
| **Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007** <br>0.000% due 06/01/2047 (g) | 78700 | 7355 |
| Total Municipal Bonds & Notes (Cost $20,253) |  | 16520 |
| **U.S. GOVERNMENT AGENCIES 5.0%**  |  |  |
| **Federal Home Loan Mortgage Corp. Military Housing Bonds Resecuritization Trust Certificates**<br>6.154% due 11/25/2055 «~ | 13041 | 8657 |
| **Federal Home Loan Mortgage Corp. REMICS**  |  |  |
| 0.000% due 07/15/2039 - 03/15/2044 •  | 4098 | 3302 |
| 0.017% due 09/15/2042 •  | 711 | 403 |
| 0.080% due 02/15/2036 •  | 4465 | 4361 |
| 2.613% due 02/15/2034 •(a) | 593 | 62 |
| 3.000% due 12/25/2050 (a) | 6159 | 1137 |
| 3.500% due 10/15/2035 (a) | 634 | 55 |
| **Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust**  |  |  |
| 2.153% due 08/25/2057 ~ | 9897 | 3022 |
| 2.303% due 08/25/2058 ~ | 6711 | 2623 |
| 3.621% due 10/25/2058 ~ | 3760 | 1695 |
| 4.833% due 02/25/2059 ~ | 15820 | 7113 |
| **Federal Home Loan Mortgage Corp. STACR REMICS Trust**  |  |  |
| 9.856% due 01/25/2034 •  | 5000 | 5953 |
| 11.456% due 01/25/2042 •  | 800 | 849 |
| 11.856% due 10/25/2041 •  | 14900 | 15651 |
| 12.156% due 11/25/2041 •  | 21368 | 22660 |
| 12.856% due 02/25/2042 •  | 5899 | 6388 |
| **Federal National Mortgage Association Connecticut Avenue Securities Trust**  |  |  |
| 9.856% due 12/25/2041 •  | 7400 | 7667 |
| 10.356% due 10/25/2041 - 12/25/2041 •  | 19110 | 19897 |
| 10.556% due 11/25/2041 •  | 3544 | 3697 |
| 11.356% due 04/25/2042 •  | 2600 | 2794 |
| 13.856% due 03/25/2042 •  | 500 | 551 |
| 14.206% due 03/25/2042 •  | 600 | 665 |
| **Federal National Mortgage Association Interest STRIPS**<br>5.000% due 02/25/2036 ~(a) | 139 | 17 |
| **Federal National Mortgage Association REMICS**  |  |  |
| 3.000% due 01/25/2042 (a) | 55 | 1 |
| 3.500% due 02/25/2033 (a) | 543 | 35 |
| 4.500% due 07/25/2050 (a) | 3484 | 812 |
| **Government National Mortgage Association REMICS**  |  |  |
| 2.500% due 01/20/2042 •(a) | 618 | 73 |
| 3.500% due 09/16/2041 - 06/20/2042 (a) | 265 | 28 |
| Total U.S. Government Agencies (Cost $119,945) |  | 120168 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 7.3%**  |  |  |
| **Adjustable Rate Mortgage Trust**  |  |  |
| 4.612% due 05/25/2036 •  | 1363 | 558 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| 5.422% due 01/25/2035 •  | 1516 | 1404 |
| **Atrium Hotel Portfolio Trust** <br>5.948% due 12/15/2036 •  | 12835 | 12617 |
| **Banc of America Funding Trust**  |  |  |
| 4.512% due 06/26/2036 •  | 3667 | 3170 |
| 5.500% due 01/25/2036  | 14 | 15 |
| 6.000% due 07/25/2037  | 285 | 242 |
| **BCAP LLC Trust**  |  |  |
| 3.817% due 03/27/2036 ~  | 1944 | 1338 |
| 4.480% due 03/26/2037 þ  | 1143 | 1893 |
| 4.780% due 02/26/2036 ~  | 1086 | 1004 |
| 7.000% due 12/26/2036 ~  | 1629 | 973 |
| **BCP Trust** <br>5.462% due 06/15/2038 •  | 450 | 372 |
| **Bear Stearns ALT-A Trust**  |  |  |
| 4.164% due 08/25/2036 ~  | 1991 | 906 |
| 4.475% due 11/25/2036 ~  | 436 | 222 |
| 4.644% due 09/25/2035 ~  | 360 | 156 |
| 4.650% due 08/25/2046 ~  | 2236 | 1521 |
| 5.570% due 11/25/2034 ~  | 138 | 134 |
| **Benchmark Mortgage Trust** <br>2.852% due 02/15/2054 ~ | 8388 | 4789 |
| **BFLD Trust**  |  |  |
| 7.215% due 10/15/2035 •  | 930 | 19 |
| 7.965% due 10/15/2035 •  | 4700 | 62 |
| 8.465% due 10/15/2035 •  | 4400 | 20 |
| **CALI Mortgage Trust** <br>3.957% due 03/10/2039 | 5000 | 4800 |
| **CD Mortgage Trust** <br>5.688% due 10/15/2048 | 446 | 421 |
| **Chase Mortgage Finance Trust**  |  |  |
| 4.838% due 12/25/2035 ~  | 6 | 5 |
| 6.000% due 02/25/2037  | 1190 | 457 |
| 6.000% due 03/25/2037  | 274 | 144 |
| 6.000% due 07/25/2037  | 1021 | 443 |
| **CHL Mortgage Pass-Through Trust**  |  |  |
| 5.500% due 07/25/2037  | 406 | 162 |
| 6.000% due 04/25/2036  | 185 | 89 |
| **Citigroup Mortgage Loan Trust, Inc.**  |  |  |
| 4.629% due 03/25/2037 ~  | 209 | 175 |
| 4.822% due 04/25/2037 ~  | 1115 | 998 |
| 5.016% due 11/25/2035 ~  | 9567 | 4696 |
| 6.000% due 11/25/2036 ~  | 8303 | 4673 |
| **CitiMortgage Alternative Loan Trust** <br>5.750% due 04/25/2037 | 936 | 831 |
| **CLNY Trust**  |  |  |
| 6.264% due 11/15/2038 •  | 1125 | 1088 |
| 6.613% due 11/15/2038 •  | 4100 | 3964 |
| 7.309% due 11/15/2038 •  | 3150 | 2923 |
| **Countrywide Alternative Loan Trust**  |  |  |
| 0.978% due 04/25/2037 •(a)  | 13319 | 1096 |
| 4.333% due 06/25/2037 ~  | 501 | 481 |
| 4.670% due 03/20/2046 •  | 2051 | 1919 |
| 4.812% due 08/25/2035 •  | 1201 | 613 |
| 5.500% due 03/25/2035  | 376 | 156 |
| 5.500% due 09/25/2035  | 2650 | 1753 |
| 5.750% due 01/25/2035  | 157 | 157 |
| 5.750% due 02/25/2035  | 301 | 202 |
| 5.968% due 02/25/2036 •  | 717 | 563 |
| 6.000% due 02/25/2035  | 406 | 336 |
| 6.000% due 04/25/2036  | 1111 | 479 |
| 6.000% due 05/25/2036  | 3404 | 1559 |
| 6.000% due 02/25/2037  | 1992 | 984 |
| 6.000% due 04/25/2037  | 4007 | 1748 |
| 6.000% due 08/25/2037 •  | 6248 | 2941 |
| 6.250% due 10/25/2036  | 1358 | 785 |
| 6.250% due 12/25/2036 •  | 2347 | 949 |
| 6.500% due 08/25/2036  | 659 | 188 |
| 6.500% due 09/25/2036  | 307 | 149 |
| **Countrywide Alternative Loan Trust Resecuritization** <br>6.000% due 08/25/2037 ~ | 1307 | 664 |
| **CSMC Mortgage-Backed Trust** <br>5.750% due 04/25/2036 | 867 | 417 |
| **CSMC Trust**  |  |  |
| 5.665% due 07/15/2038 •  | 1000 | 911 |
| 8.794% due 07/15/2032 •  | 2227 | 2217 |
| **DBGS Mortgage Trust**  |  |  |
| 3.843% due 04/10/2037  | 1000 | 945 |
| 5.660% due 10/15/2036 •  | 1000 | 993 |
| **Eurosail-U.K. PLC**  |  |  |
| 5.455% due 06/13/2045 •  | 4487 | 4996 |
| 8.105% due 06/13/2045 •  | 1394 | 1560 |
| **First Horizon Alternative Mortgage Securities Trust** <br>6.250% due 11/25/2036 | $942 | 238 |
| **GS Mortgage Securities Corp. Trust** <br>5.397% due 07/15/2035 •  | 1298 | 882 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **GSR** **Mortgage Loan Trust**  |  |  |
| 4.162% due 03/25/2037 ~  | 1163 | 568 |
| 4.480% due 11/25/2035 ~  | 329 | 279 |
| **Hilton USA Trust** <br>2.828% due 11/05/2035 | 2100 | 1761 |
| **HomeBanc Mortgage Trust** <br>5.472% due 03/25/2035 •  | 51 | 33 |
| **IndyMac IMSC Mortgage Loan Trust** <br>6.500% due 07/25/2037 | 6532 | 1975 |
| **JP Morgan Alternative Loan Trust** <br>4.122% due 03/25/2037 ~ | 3643 | 3120 |
| **JP Morgan Chase Commercial Mortgage Securities Trust**  |  |  |
| 4.997% due 04/15/2037 •  | 976 | 963 |
| 5.507% due 04/15/2037 •  | 5858 | 5747 |
| 5.805% due 06/15/2038 •  | 1100 | 1016 |
| 7.235% due 10/05/2040  | 1600 | 1695 |
| 7.448% due 02/15/2035 •  | 4772 | 4577 |
| **JP Morgan Mortgage Trust**  |  |  |
| 4.530% due 06/25/2036 ~  | 243 | 160 |
| 5.466% due 02/25/2036 ~  | 677 | 447 |
| 5.485% due 01/25/2037 ~  | 314 | 265 |
| 5.669% due 10/25/2035 ~  | 5 | 5 |
| **Lehman Mortgage Trust** <br>6.000% due 07/25/2037 | 12 | 10 |
| **Lehman XS Trust** <br>4.712% due 06/25/2047 •  | 1092 | 1030 |
| **MASTR Alternative Loan Trust** <br>6.750% due 07/25/2036 | 2815 | 942 |
| **Merrill Lynch Mortgage Investors Trust** <br>4.440% due 03/25/2036 ~ | 1629 | 801 |
| **Morgan Stanley Capital I Trust** <br>6.065% due 12/15/2036 •  | 8125 | 563 |
| **New Orleans Hotel Trust** <br>5.787% due 04/15/2032 •  | 2200 | 2160 |
| **NYO Commercial Mortgage Trust**  |  |  |
| 5.360% due 11/15/2038 •  | 1000 | 997 |
| 6.810% due 11/15/2038 •  | 2500 | 2438 |
| **PRET LLC** <br>5.249% due 10/25/2055 « | 13558 | 13552 |
| **PRPM LLC**  |  |  |
| 5.503% due 08/25/2030 þ  | 2790 | 2796 |
| 6.255% due 05/25/2030 þ  | 932 | 934 |
| 6.469% due 05/25/2030 þ  | 932 | 936 |
| **RALI Trust**  |  |  |
| 4.652% due 08/25/2036 •  | 248 | 251 |
| 4.732% due 05/25/2037 •  | 147 | 127 |
| 6.000% due 08/25/2036  | 228 | 198 |
| 6.000% due 05/25/2037  | 857 | 718 |
| **RBSSP Resecuritization Trust**  |  |  |
| 4.492% due 10/27/2036 •  | 3609 | 1150 |
| 4.677% due 08/27/2037 •  | 8000 | 3804 |
| **Residential Asset Securitization Trust**  |  |  |
| 5.750% due 02/25/2036  | 293 | 97 |
| 6.000% due 02/25/2037  | 1475 | 567 |
| 6.250% due 09/25/2037  | 4654 | 1728 |
| **RFMSI Trust** <br>4.898% due 02/25/2037 ~ | 1241 | 812 |
| **SG Commercial Mortgage Securities Trust** <br>2.937% due 03/15/2037 | 3400 | 3180 |
| **STARM Mortgage Loan Trust**  |  |  |
| 5.958% due 02/25/2037 ~  | 130 | 112 |
| 6.236% due 04/25/2037 ~  | 121 | 57 |
| 6.614% due 02/25/2037 ~  | 877 | 810 |
| **Structured Adjustable Rate Mortgage Loan Trust**  |  |  |
| 4.322% due 01/25/2036 ~  | 3388 | 1830 |
| 4.652% due 07/25/2035 ~  | 652 | 574 |
| 5.095% due 11/25/2036 ~  | 1597 | 1219 |
| **Structured Asset Mortgage Investments II Trust** <br>4.392% due 08/25/2036 •  | 60 | 54 |
| **VASA Trust** <br>5.165% due 07/15/2039 •  | 1000 | 980 |
| **Wachovia Mortgage Loan Trust LLC** <br>1.670% due 08/25/2036 •  | 2094 | 689 |
| **WaMu Mortgage Pass-Through Certificates Trust**  |  |  |
| 3.866% due 10/25/2036 ~  | 488 | 432 |
| 3.903% due 07/25/2037 ~  | 325 | 292 |
| 4.108% due 02/25/2037 ~  | 401 | 345 |
| 4.662% due 07/25/2037 ~  | 689 | 628 |
| **Washington Mutual Mortgage Pass-Through Certificates WMALT Trust**  |  |  |
| 4.993% due 05/25/2047 •  | 27 | 43 |
| 6.000% due 10/25/2035  | 765 | 609 |
| 6.000% due 03/25/2036  | 808 | 801 |
| 6.000% due 02/25/2037  | 2170 | 1854 |
| **Wells Fargo Commercial Mortgage Trust** <br>5.575% due 09/15/2040 ~ | 500 | 504 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **WSTN** **Trust**  |  |  |
| 7.958% due 07/05/2037 ~  | 3700 | 3765 |
| 8.748% due 07/05/2037 ~  | 3700 | 3726 |
| 10.174% due 07/05/2037 ~  | 3000 | 3045 |
| Total Non-Agency Mortgage-Backed Securities (Cost $201,825) |  | 172936 |
| **ASSET-BACKED SECURITIES 5.9%**  |  |  |
| **AUTOMOBILE ABS OTHER 0.4%**  |  |  |
| **Ally Bank Auto Credit-Linked Notes**  |  |  |
| 6.066% due 06/15/2033  | 4368 | 4386 |
| 6.942% due 06/15/2033  | 1162 | 1169 |
| 10.219% due 06/15/2033  | 3299 | 3334 |
|  |  | 8889 |
| **CMBS OTHER 0.0%**  |  |  |
| **LNR CDO III Ltd.** <br>4.560% due 02/28/2043 •  | 3114 | 19 |
| **N-Star REL CDO VIII Ltd.** <br>4.669% due 02/01/2041 •  | 220 | 0 |
|  |  | 19 |
| **HOME EQUITY OTHER 3.5%**  |  |  |
| **ABFC Trust**  |  |  |
| 5.217% due 07/25/2034 •  | 87 | 87 |
| 5.247% due 06/25/2035 •  | 993 | 943 |
| 5.322% due 03/25/2035 •  | 67 | 59 |
| 5.442% due 03/25/2035 •  | 113 | 87 |
| **ACE Securities Corp. Home Equity Loan Trust**  |  |  |
| 4.977% due 05/25/2035 •  | 56 | 56 |
| 5.262% due 05/25/2035 •  | 296 | 238 |
| **Aegis Asset-Backed Securities Trust**  |  |  |
| 4.992% due 08/25/2035 •  | 39 | 38 |
| 5.232% due 08/25/2035 •  | 700 | 111 |
| 5.247% due 06/25/2035 •  | 900 | 272 |
| **Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates**  |  |  |
| 5.187% due 09/25/2035 •  | 389 | 385 |
| 5.217% due 07/25/2035 •  | 24 | 24 |
| 5.217% due 11/25/2035 •  | 400 | 349 |
| 5.217% due 01/25/2036 •  | 1100 | 1029 |
| 5.247% due 05/25/2035 •  | 287 | 280 |
| 5.292% due 01/25/2036 •  | 1100 | 973 |
| 5.622% due 03/25/2033 •  | 25 | 24 |
| 6.192% due 09/25/2034 •  | 2723 | 2111 |
| **Argent Securities, Inc. Asset-Backed Pass-Through Certificates** <br>4.962% due 01/25/2036 •  | 333 | 358 |
| **Asset-Backed Securities Corp. Home Equity Loan Trust**  |  |  |
| 4.270% due 11/25/2035 •  | 700 | 682 |
| 5.277% due 04/25/2035 •  | 11 | 12 |
| 5.292% due 05/25/2035 •  | 208 | 206 |
| 5.352% due 04/25/2035 •  | 300 | 276 |
| **Bear Stearns Asset-Backed Securities I Trust**  |  |  |
| 4.808% due 04/25/2035 •  | 393 | 395 |
| 5.201% due 12/25/2035 •  | 799 | 785 |
| 5.292% due 10/25/2035 •  | 136 | 136 |
| **Citigroup Mortgage Loan Trust, Inc.** <br>5.247% due 10/25/2035 •  | 678 | 476 |
| **Countrywide Asset-Backed Certificates**  |  |  |
| 5.262% due 05/25/2035 •  | 42 | 41 |
| 5.367% due 05/25/2035 •  | 136 | 134 |
| **Countrywide Asset-Backed Certificates Trust**  |  |  |
| 4.489% due 05/25/2036 •  | 273 | 214 |
| 4.617% due 05/25/2037 •  | 7854 | 6440 |
| 4.707% due 02/25/2037 •  | 1953 | 2025 |
| 5.236% due 07/25/2035 ~  | 7025 | 5590 |
| 5.382% due 08/25/2035 •  | 242 | 240 |
| **Encore Credit Receivables Trust**  |  |  |
| 5.007% due 07/25/2035 •  | 79 | 74 |
| 5.322% due 07/25/2035 •  | 232 | 195 |
| **FBR Securitization Trust**  |  |  |
| 5.202% due 09/25/2035 •  | 1900 | 1714 |
| 5.247% due 11/25/2035 •  | 1000 | 579 |
| **Fremont Home Loan Trust**  |  |  |
| 4.422% due 01/25/2037 •  | 4929 | 2282 |
| 4.752% due 02/25/2036 •  | 12816 | 9166 |
| 4.947% due 01/25/2036 •  | 1400 | 1173 |
| 5.232% due 04/25/2035 •  | 1300 | 1132 |
| 5.337% due 06/25/2035 •  | 144 | 142 |
| **GSAMP Trust**  |  |  |
| 4.412% due 12/25/2036 •  | 1182 | 632 |
| 4.672% due 01/25/2047 •  | 248 | 126 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Home** **Equity Mortgage Loan Asset-Backed Trust**  |  |  |
| 4.592% due 07/25/2037 •  | 2251 | 1267 |
| 4.977% due 03/25/2036 •  | 302 | 243 |
| **JP Morgan Mortgage Acquisition Trust** <br>6.330% due 07/25/2036 þ | 92 | 24 |
| **Long Beach Mortgage Loan Trust**  |  |  |
| 5.187% due 08/25/2035 •  | 1000 | 916 |
| 5.397% due 04/25/2035 •  | 1900 | 1860 |
| 8.772% due 10/25/2034 •  | 3608 | 3198 |
| **MASTR Asset-Backed Securities Trust**  |  |  |
| 5.172% due 10/25/2035 •  | 400 | 371 |
| 5.247% due 05/25/2035 •  | 45 | 48 |
| 5.277% due 03/25/2035 •  | 431 | 432 |
| 5.292% due 03/25/2035 •  | 208 | 167 |
| 5.322% due 05/25/2035 •  | 400 | 399 |
| 5.352% due 03/25/2035 •  | 479 | 442 |
| **Merrill Lynch Mortgage Investors Trust**  |  |  |
| 3.862% due 03/25/2037 þ  | 5778 | 1135 |
| 4.592% due 04/25/2037 •  | 1310 | 616 |
| 5.217% due 02/25/2036 •  | 154 | 155 |
| 5.307% due 02/25/2036 •  | 80 | 77 |
| **Morgan Stanley ABS Capital I, Inc. Trust**  |  |  |
| 4.422% due 10/25/2036 •  | 5149 | 2688 |
| 5.307% due 03/25/2035 •  | 253 | 229 |
| 5.367% due 01/25/2035 •  | 261 | 228 |
| **Morgan Stanley Mortgage Loan Trust** <br>6.250% due 02/25/2037 ~ | 1996 | 1105 |
| **New Century Home Equity Loan Trust**  |  |  |
| 4.917% due 12/25/2035 •  | 314 | 303 |
| 4.947% due 12/25/2035 •  | 573 | 503 |
| 5.052% due 03/25/2035 •  | 148 | 148 |
| 5.217% due 06/25/2035 •  | 142 | 151 |
| 5.247% due 06/25/2035 •  | 291 | 288 |
| 5.292% due 06/25/2035 •  | 366 | 365 |
| 5.397% due 03/25/2035 •  | 222 | 220 |
| **Nomura Home Equity Loan, Inc. Home Equity Loan Trust** <br>5.187% due 05/25/2035 •  | 540 | 425 |
| **Park Place Securities, Inc. Asset-Backed Pass-Through Certificates**  |  |  |
| 4.992% due 05/25/2035 •  | 33 | 33 |
| 5.247% due 07/25/2035 •  | 400 | 345 |
| **People's Choice Home Loan Securities Trust** <br>5.247% due 05/25/2035 •  | 300 | 205 |
| **Renaissance Home Equity Loan Trust**  |  |  |
| 5.612% due 04/25/2037 þ  | 11496 | 2947 |
| 7.238% due 09/25/2037 þ  | 7551 | 2974 |
| **Residential Asset Securities Corporation Trust** <br>5.217% due 12/25/2035 •  | 530 | 407 |
| **Securitized Asset-Backed Receivables LLC Trust** <br>4.692% due 03/25/2036 •  | 12203 | 11759 |
| **Soundview Home Loan Trust**  |  |  |
| 5.202% due 11/25/2035 •  | 1 | 1 |
| 5.247% due 11/25/2035 •  | 400 | 396 |
| **Structured Asset Investment Loan Trust** <br>5.247% due 06/25/2035 •  | 3781 | 3379 |
|  |  | 82740 |
| **HOME EQUITY SEQUENTIAL 0.0%**  |  |  |
| **Structured Asset Securities Corp. Mortgage Loan Trust** <br>6.072% due 08/25/2037 •  | 2 | 3 |
|  |  | 3 |
| **WHOLE LOAN COLLATERAL 0.5%**  |  |  |
| **Bear Stearns Asset-Backed Securities I Trust** <br>4.672% due 04/25/2037 •  | 6325 | 5416 |
| **First Franklin Mortgage Loan Trust**  |  |  |
| 4.592% due 10/25/2036 •  | 2523 | 1665 |
| 5.322% due 03/25/2035 •  | 661 | 625 |
| **Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates** <br>5.322% due 04/25/2035 •  | 117 | 117 |
| **PRET LLC**  |  |  |
| 5.391% due 08/25/2055 þ  | 3359 | 3364 |
| 6.244% due 05/25/2055 þ  | 1264 | 1274 |
| 6.368% due 04/25/2055 þ  | 924 | 931 |
| **Securitized Asset-Backed Receivables LLC Trust** <br>5.247% due 12/25/2034 •  | 146 | 127 |
|  |  | 13519 |
| **OTHER ABS 1.5%**  |  |  |
| **Adagio VI CLO DAC** <br>0.000% due 04/30/2031 ~ | 1343 | 365 |
| **Apidos CLO XXVIII Ltd.** <br>0.000% due 10/20/2038 ~ | $10135 | 3738 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Belle** **Haven ABS CDO Ltd.** <br>7.750% due 07/05/2046 •  | 324260 | 747 |
| **Carlyle Global Market Strategies CLO Ltd.** <br>0.000% due 04/17/2031 ~ | 6000 | 866 |
| **CIFC Funding Ltd.**  |  |  |
| 0.000% due 04/24/2030 ~  | 4100 | 682 |
| 0.000% due 03/31/2038 ~  | 2441 | 1494 |
| **Cork Street CLO DAC** <br>0.000% due 11/27/2028 ~ | 700 | 97 |
| **Crown City CLO II** <br>0.000% due 04/20/2035 ~ | $1600 | 650 |
| **Dryden 58 CLO Ltd.** <br>0.000% due 07/17/2031 ~ | 14311 | 1021 |
| **Glacier Funding CDO III Ltd.** <br>7.770% due 08/04/2035 •  | 7164 | 574 |
| **GreenSky Home Improvement Trust**  |  |  |
| 5.870% due 06/25/2059  | 833 | 851 |
| 6.360% due 06/25/2059  | 463 | 475 |
| **Man GLG U.S. CLO Ltd.** <br>0.000% due 07/15/2034 ~ | 1100 | 578 |
| **Marble Point CLO XXIII Ltd.** <br>0.000% due 01/22/2052 ~ | 5200 | 2170 |
| **Marlette Funding Trust** <br>0.000% due 09/17/2029 «(g) | 15 | 1 |
| **Pagaya AI Debt Selection Trust** <br>3.270% due 05/15/2029 | 1113 | 1096 |
| **SLM Student Loan EDC Repackaging Trust** <br>0.000% due 10/28/2029 «(g) | 8 | 2827 |
| **SLM Student Loan Trust** <br>0.000% due 01/25/2042 «(g) | 7 | 1309 |
| **SMB Private Education Loan Trust**  |  |  |
| 0.000% due 09/18/2046 «(g)  | 3 | 645 |
| 0.000% due 10/15/2048 «(g)  | 3 | 729 |
| **South Coast Funding V Ltd.** <br>5.566% due 08/06/2039 •  | 1077 | 339 |
| **Taberna Preferred Funding V Ltd.** <br>4.963% due 08/05/2036 •  | 7484 | 6810 |
| **Taberna Preferred Funding VI Ltd.** <br>4.943% due 12/05/2036 •  | 9198 | 8279 |
|  |  | 36343 |
| Total Asset-Backed Securities (Cost $208,243) |  | 141513 |
| **SOVEREIGN ISSUES 7.1%**  |  |  |
| **Argentina Bonar Bonds** <br>0.750% due 07/09/2030 þ | 7599 | 3893 |
| **Argentina Republic Government International Bonds**  |  |  |
| 1.000% due 07/09/2029  | 1081 | 785 |
| 3.500% due 07/09/2041 þ  | 17491 | 8520 |
| 4.125% due 07/09/2046 þ  | 110 | 58 |
| 5.000% due 01/09/2038 þ  | 22691 | 12798 |
| **Avenir Issuer IV Ireland DAC** <br>6.000% due 10/25/2027 | 2801 | 2703 |
| **Colombia Government International Bonds**  |  |  |
| 3.750% due 09/19/2028  | 1200 | 1408 |
| 5.000% due 09/19/2032  | 1000 | 1161 |
| 5.625% due 02/19/2036  | 1200 | 1364 |
| **Dominican Republic Central Bank Notes** <br>13.000% due 01/30/2026 | 37960 | 615 |
| **Dominican Republic International Bonds**  |  |  |
| 10.500% due 03/15/2037  | 1224100 | 21084 |
| 10.750% due 06/01/2036  | 200600 | 3495 |
| 11.250% due 09/15/2035  | 58400 | 1038 |
| **Egypt Government International Bonds** <br>6.375% due 04/11/2031 | 800 | 902 |
| **El Salvador Government International Bonds**  |  |  |
| 8.625% due 02/28/2029  | $6500 | 6964 |
| 9.250% due 04/17/2030  | 10700 | 11703 |
| **Ghana Government International Bonds**  |  |  |
| 0.000% due 07/03/2026 (g)  | 58 | 56 |
| 0.000% due 01/03/2030 (g)  | 135 | 116 |
| 5.000% due 07/03/2029 þ  | 871 | 850 |
| 5.000% due 07/03/2035 þ  | 1253 | 1059 |
| **Mongolia Government International Bonds** <br>6.625% due 02/25/2030 | 1100 | 1120 |
| **Peru Government International Bonds**  |  |  |
| 6.900% due 08/12/2037  | 4600 | 1386 |
| 6.950% due 08/12/2031  | 6881 | 2195 |
| **Republic of Uzbekistan International Bonds** <br>5.100% due 02/25/2029 | 5400 | 6593 |
| **Romania Government International Bonds**  |  |  |
| 5.125% due 09/24/2031  | 4180 | 4902 |
| 5.250% due 03/10/2030  | 4100 | 4963 |
| 5.250% due 05/30/2032  | 2300 | 2698 |
| 5.375% due 03/22/2031 (l)  | 3340 | 3996 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| 5.625% due 02/22/2036  | 1050 | 1201 |
| 5.625% due 05/30/2037  | 2700 | 3035 |
| 5.875% due 07/11/2032 (l)  | 8300 | 9985 |
| 6.375% due 09/18/2033 (l)  | 2200 | 2712 |
| 6.750% due 07/11/2039  | 6500 | 7787 |
| **Russia Foreign Bonds - Eurobond**  |  |  |
| 5.625% due 04/04/2042  | $13400 | 9380 |
| 5.875% due 09/16/2043  | 200 | 137 |
| **Turkiye Government Bonds**  |  |  |
| 40.854% (BISTREFI) due 09/06/2028 ~  | 490700 | 11507 |
| 42.493% (BISTREFI) due 05/20/2026 ~  | 700 | 17 |
| 42.493% (BISTREFI) due 08/19/2026 ~  | 500 | 12 |
| 42.493% (BISTREFI) due 05/17/2028 ~  | 98200 | 2324 |
| **Ukraine Government International Bonds**  |  |  |
| 0.000% due 02/01/2030 þ(h)  | $766 | 404 |
| 0.000% due 02/01/2034 þ(h)  | 2861 | 1191 |
| 0.000% due 02/01/2035 þ(h)  | 2418 | 1179 |
| 0.000% due 02/01/2036 þ(h)  | 2015 | 980 |
| 4.500% due 02/01/2029 þ(l)  | 3298 | 2259 |
| 4.500% due 02/01/2034 þ  | 3769 | 2117 |
| 4.500% due 02/01/2035 þ  | 3287 | 1816 |
| 4.500% due 02/01/2036 þ  | 3663 | 1996 |
| **Venezuela Government International Bonds** <br>9.250% due 09/15/2027 ^(d) | 598 | 146 |
| Total Sovereign Issues (Cost $160,146) |  | 168610 |
|  | SHARES |  |
| **COMMON STOCKS 5.0%**  |  |  |
| **COMMUNICATION SERVICES 0.5%**  |  |  |
| **Clear Channel Outdoor Holdings, Inc. (e)** | 1167686 | 1845 |
| **iHeartMedia, Inc. Class A (e)** | 275106 | 790 |
| **iHeartMedia, Inc. Class B «(e)** | 213502 | 539 |
| **OI SA (e)** | 10875213 | 1083 |
| **Promotora de Informaciones SA Class A (e)** | 1233318 | 533 |
| **SES SA «(e)** | 460477 | 5480 |
| **Uniti Group, Inc. (e)** | 255797 | 1565 |
|  |  | 11835 |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **West Marine «(e)(k)** | 13000 | 82 |
| **CONSUMER STAPLES 0.0%**  |  |  |
| **Steinhoff International Holdings NV «(e)(k)** | 97336701 | 0 |
| **FINANCIALS 0.8%**  |  |  |
| **Banca Monte dei Paschi di Siena SpA** | 2152500 | 19055 |
| **Intelsat SA «(e)(k)** | 460477 | 0 |
| **MNSN Holdings, Inc. (e)(k)** | 8724 | 523 |
| **UBS Group AG** | 4114 | 168 |
| **XBP Global Holdings, Inc. (e)** | 12238 | 10 |
|  |  | 19756 |
| **HEALTH CARE 2.4%**  |  |  |
| **AmSurg Corp. «(e)(k)** | 1271774 | 57416 |
| **INDUSTRIALS 1.3%**  |  |  |
| **Drillco Holdings Luxembourg SA «(k)** | 76260 | 1652 |
| **Foresea Holdings SA «** | 31696 | 687 |
| **Incora New Equity «(e)(k)** | 704040 | 28259 |
| **Mcdermott International Ltd. (e)** | 461 | 9 |
| **Westmoreland Mining Holdings «(e)(k)** | 44693 | 17 |
| **Westmoreland Mining LLC «(e)(k)** | 45087 | 51 |
|  |  | 30675 |
| Total Common Stocks (Cost $131,556) |  | 119764 |
| **WARRANTS 0.1%**  |  |  |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **West Marine - Exp. 09/11/2028 «** | 1687 | 0 |
| **FINANCIALS 0.1%**  |  |  |
| **Windstream Holdings II LLC - Exp. 10/25/2059 «** | 275876 | 1548 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| Total Warrants (Cost $1,681) |  | <br> 1548 |
| **PREFERRED SECURITIES 1.1%**  |  |  |
| **BANKING & FINANCE 0.6%**  |  |  |
| **ADLER Group SA** « | 3916182 | 0 |
| **AGFC Capital Trust I**<br>6.329% (US0003M + 1.750%) due 01/15/2067 ~ | 1800000 | 1217 |
| **Brighthouse Holdings LLC**<br>6.500% due 07/27/2037 þ(i) | 110000 | 98 |
| **Compeer Financial ACA**<br>4.875% due 08/15/2026 •(i) | 4400000 | 4303 |
| **Windstream Holdings II LLC**<br>11.000% «(e) | 9034 | 9034 |
|  |  | 14652 |
| **INDUSTRIALS 0.5%**  |  |  |
| **Clover Holdings, Inc.**<br>0.000% «(k) | 37854 | 744 |
| **SVB Financial Trust**  |  |  |
| 0.000% due 11/07/2032 (g) | 51920 | 7 |
| 11.000% due 11/07/2032 | 9947 | 5421 |
| **Syniverse Holdings, Inc.**<br>12.500% «(k) | 6753008 | 6584 |
|  |  | 12756 |
| Total Preferred Securities (Cost $27,805) |  | 27408 |
| **REAL ESTATE INVESTMENT TRUSTS 0.3%**  |  |  |
| **REAL ESTATE 0.3%**  |  |  |
| **VICI Properties, Inc.** | 210228 | 6856 |
| Total Real Estate Investment Trusts (Cost $1,514) |  | 6856 |
| **SHORT-TERM INSTRUMENTS 0.5%**  |  |  |
| **MUTUAL FUNDS 0.0%**  |  |  |
| **State Street Institutional U.S. Government Money Market Fund, Premier Class** <br> 4.200% (j) | 544141 | 544 |
|  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **U.S. TREASURY BILLS 0.5%**  |  |  |
| 4.124% due 10/14/2025 - 01/27/2026 (f)(g)(n)(p) | 12324 | 12253 |
| Total Short-Term Instruments (Cost $12,797) |  | 12797 |
| Total Investments in Securities (Cost $2,863,729) |  | 2696619 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 1.8%**  |  |  |
| **COMMON STOCKS 0.4%**  |  |  |
| **FINANCIALS 0.4%**  |  |  |
| **Unity Bancorp, Inc.** | 1416163 | 7961 |
| Total Common Stocks (Cost $8,639) |  | 7961 |
| **SHORT-TERM INSTRUMENTS 1.4%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 1.4%**  |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** | 3411163 | 33221 |
| Total Short-Term Instruments (Cost $33,216) |  | 33221 |
| Total Investments in Affiliates (Cost $41,855) |  | 41182 |
| Total Investments 114.8% (Cost $2,905,584) |  | $2737801 |
| **Financial Derivative Instruments (m)(o) (0.2)**%(Cost or Premiums, net $(23047)) |  | (5664) |
| Other Assets and Liabilities, net (14.6)% |  | (346993) |
| Net Assets Applicable to Common Shareholders 100.0% |  | $2385144 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **^** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **µ** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **(a)** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** |
| **(b)** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** |
| **(c)** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** |
| **(d)** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** |
| **(e)** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** |
| **(f)** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** |
| **(g)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(h)** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** |
| **(i)** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** |
| **(j)** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** |
| **(k)** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** |
| Issuer Description | Issuer Description | Issuer Description | Acquisition<br>Date | Acquisition<br>Date | Cost | Cost | Market<br>Value | Market<br>Value | Market Value<br> as Percentage<br> of Net Assets<br> Applicable to<br> Common Shareholders |
| AmSurg Corp. | AmSurg Corp. | AmSurg Corp. | 11/02/2023 - 11/06/2023 | 11/02/2023 - 11/06/2023 | $53141 | 53141 | $57416 | 57416 | 2.41 |
| Clover Holdings, Inc. | Clover Holdings, Inc. | Clover Holdings, Inc. | 12/09/2024 | 12/09/2024 | 568 | 568 | 744 | 744 | 0.03 |
| Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | 06/08/2023 | 06/08/2023 | 1523 | 1523 | 1652 | 1652 | 0.07 |
| Incora New Equity | Incora New Equity | Incora New Equity | 01/31/2025 | 01/31/2025 | 34199 | 34199 | 28259 | 28259 | 1.18 |
| Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | 01/31/2025 - 08/01/2025 | 01/31/2025 - 08/01/2025 | 15564 | 15564 | 25180 | 25180 | 1.06 |
| Intelsat SA | Intelsat SA | Intelsat SA | 06/19/2017 - 08/29/2025 | 06/19/2017 - 08/29/2025 | 15410 | 15410 | 0 | 0 | 0.00 |
| MNSN Holdings, Inc. | MNSN Holdings, Inc. | MNSN Holdings, Inc. | 03/16/2023 - 03/29/2023 | 03/16/2023 - 03/29/2023 | 97 | 97 | 523 | 523 | 0.02 |
| Steinhoff International Holdings NV | Steinhoff International Holdings NV | Steinhoff International Holdings NV | 06/30/2023 - 10/30/2023 | 06/30/2023 - 10/30/2023 | 0 | 0 | 0 | 0 | 0.00 |
| Syniverse Holdings, Inc. 12.500% | Syniverse Holdings, Inc. 12.500% | Syniverse Holdings, Inc. 12.500% | 05/12/2022 - 05/30/2025 | 05/12/2022 - 05/30/2025 | 6660 | 6660 | 6584 | 6584 | 0.28 |
| West Marine | West Marine | West Marine | 09/12/2023 | 09/12/2023 | 187 | 187 | 82 | 82 | 0.00 |
| Westmoreland Mining Holdings | Westmoreland Mining Holdings | Westmoreland Mining Holdings | 07/29/2015 - 03/26/2019 | 07/29/2015 - 03/26/2019 | 1161 | 1161 | 17 | 17 | 0.00 |
| Westmoreland Mining LLC | Westmoreland Mining LLC | Westmoreland Mining LLC | 06/30/2023 | 06/30/2023 | 299 | 299 | 51 | 51 | 0.00 |
|  |  |  |  | $ | 128809 | $ | 120508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% |
| **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** |
| **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** |
| Counterparty | Counterparty | Borrowing Rate<sup>(1)</sup> | Settlement Date | Maturity Date | Maturity Date | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> | Payable for<br>Reverse<br>Repurchase<br>Agreements | Payable for<br>Reverse<br>Repurchase<br>Agreements |
| BPS | BPS | 1.750%  | 09/01/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (2099) | (2099) | (2468) | (2468) |
|  |  | 4.100  | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (7311) | (7311) | (7321) | (7321) |
| BRC | BRC | 3.000  | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (317) | (317) | (318) | (318) |
|  |  | 3.500  | 09/15/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (1261) | (1261) | (1698) | (1698) |
| BYR | BYR | 4.510  | 08/28/2025 | 12/01/2025 | 12/01/2025 | (1559) | (1559) | (1565) | (1565) |
| CDC | CDC | 4.460  | 09/11/2025 | 11/10/2025 | 11/10/2025 | (29048) | (29048) | (29124) | (29124) |
|  |  | 4.560  | 09/22/2025 | 01/20/2026 | 01/20/2026 | (1462) | (1462) | (1464) | (1464) |
|  |  | 4.660  | 09/18/2025 | 01/16/2026 | 01/16/2026 | (13497) | (13497) | (13521) | (13521) |
|  |  | 4.660  | 09/25/2025 | 01/20/2026 | 01/20/2026 | (4221) | (4221) | (4224) | (4224) |
|  |  | 4.660  | 09/25/2025 | 01/23/2026 | 01/23/2026 | (4221) | (4221) | (4224) | (4224) |
|  |  | 4.680  | 08/28/2025 | 12/01/2025 | 12/01/2025 | (60076) | (60076) | (60342) | (60342) |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  |  |  | 4.690  | 4.690  | 4.690  | 07/28/2025 | 07/28/2025 | 07/28/2025 | 10/28/2025 | 10/28/2025 |  | (694) | (694) |  | (700) | (700) |
| DBL | DBL | DBL | DBL | DBL | DBL | DBL | DBL | DBL | 4.450  | 4.450  | 4.450  | 09/19/2025 | 09/19/2025 | 09/19/2025 | 10/01/2025 | 10/01/2025 |  | (7139) | (7139) |  | (7150) | (7150) |
|  |  |  |  |  |  |  |  |  | 4.450  | 4.450  | 4.450  | 09/19/2025 | 09/19/2025 | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (15280) | (15280) |  | (15303) | (15303) |
| IND | IND | IND | IND | IND | IND | IND | IND | IND | 4.400  | 4.400  | 4.400  | 09/25/2025 | 09/25/2025 | 09/25/2025 | 12/24/2025 | 12/24/2025 |  | (38782) | (38782) |  | (38811) | (38811) |
|  |  |  |  |  |  |  |  |  | 4.400  | 4.400  | 4.400  | 09/30/2025 | 09/30/2025 | 09/30/2025 | 12/24/2025 | 12/24/2025 |  | (4725) | (4725) |  | (4725) | (4725) |
|  |  |  |  |  |  |  |  |  | 4.430  | 4.430  | 4.430  | 09/17/2025 | 09/17/2025 | 09/17/2025 | 12/17/2025 | 12/17/2025 |  | (27) | (27) |  | (27) | (27) |
|  |  |  |  |  |  |  |  |  | 4.580  | 4.580  | 4.580  | 08/12/2025 | 08/12/2025 | 08/12/2025 | 11/12/2025 | 11/12/2025 |  | (581) | (581) |  | (584) | (584) |
| MYI | MYI | MYI | MYI | MYI | MYI | MYI | MYI | MYI | 2.750  | 2.750  | 2.750  | 09/19/2025 | 09/19/2025 | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (1680) | (1680) |  | (1682) | (1682) |
| NXN | NXN | NXN | NXN | NXN | NXN | NXN | NXN | NXN | 4.700  | 4.700  | 4.700  | 09/30/2025 | 09/30/2025 | 09/30/2025 | 01/20/2026 | 01/20/2026 |  | (2374) | (2374) |  | (2374) | (2374) |
|  |  |  |  |  |  |  |  |  | 4.890  | 4.890  | 4.890  | 09/30/2025 | 09/30/2025 | 09/30/2025 | 01/16/2026 | 01/16/2026 |  | (7479) | (7479) |  | (7480) | (7480) |
| SCX | SCX | SCX | SCX | SCX | SCX | SCX | SCX | SCX | 2.150  | 2.150  | 2.150  | 06/17/2025 | 06/17/2025 | 06/17/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | EUR | (6377) | (6377) |  | (7534) | (7534) |
| SOG | SOG | SOG | SOG | SOG | SOG | SOG | SOG | SOG | 4.330  | 4.330  | 4.330  | 09/19/2025 | 09/19/2025 | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | $ | (10463) | (10463) |  | (10478) | (10478) |
|  |  |  |  |  |  |  |  |  | 4.670  | 4.670  | 4.670  | 07/14/2025 | 07/14/2025 | 07/14/2025 | 10/14/2025 | 10/14/2025 |  | (1530) | (1530) |  | (1545) | (1545) |
|  |  |  |  |  |  |  |  |  | 4.760  | 4.760  | 4.760  | 07/21/2025 | 07/21/2025 | 07/21/2025 | 10/21/2025 | 10/21/2025 |  | (1698) | (1698) |  | (1715) | (1715) |
|  |  |  |  |  |  |  |  |  | 4.860  | 4.860  | 4.860  | 07/08/2025 | 07/08/2025 | 07/08/2025 | 10/08/2025 | 10/08/2025 |  | (2526) | (2526) |  | (2555) | (2555) |
| TDM | TDM | TDM | TDM | TDM | TDM | TDM | TDM | TDM | 4.430  | 4.430  | 4.430  | 09/23/2025 | 09/23/2025 | 09/23/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (13022) | (13022) |  | (13035) | (13035) |
|  |  |  |  |  |  |  |  |  | 4.430  | 4.430  | 4.430  | 09/30/2025 | 09/30/2025 | 09/30/2025 | 09/30/2027 | 09/30/2027 |  | (7984) | (7984) |  | (7985) | (7985) |
| UBS | UBS | UBS | UBS | UBS | UBS | UBS | UBS | UBS | 2.070  | 2.070  | 2.070  | 06/11/2025 | 06/11/2025 | 06/11/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | EUR | (3160) | (3160) |  | (3734) | (3734) |
|  |  |  |  |  |  |  |  |  | 2.070  | 2.070  | 2.070  | 06/23/2025 | 06/23/2025 | 06/23/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (2235) | (2235) |  | (2639) | (2639) |
|  |  |  |  |  |  |  |  |  | 2.488  | 2.488  | 2.488  | 09/03/2025 | 09/03/2025 | 09/03/2025 | 12/02/2025 | 12/02/2025 |  | (6424) | (6424) |  | (7556) | (7556) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  |  |  |  |  |  |  | **$** | **(263881)** | **(263881)** |
| **(l)** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $295,646 and cash of $81 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(68727) at a weighted average interest rate of 4.449%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. |
| <sup>(2)</sup> | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. |
| **(m)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Reference Entity | Reference Entity | Reference Entity | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Notional<br>Amount<sup>(3)</sup> | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/<br>(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) |  | Market<br>Value<sup>(4)</sup> | Market<br>Value<sup>(4)</sup> | Asset | Asset | Asset | Liability |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  | 1.000% | Quarterly | 06/20/2028 | 06/20/2028 | 0.402 | 0.402 | 0.402 | % | $900 | 900 | (9) | $ | 23 | $ | 14 | 14 | 0 | 0 | 0 | 0 |
| Boeing Co.  | Boeing Co.  | Boeing Co.  | 1.000 | Quarterly | 06/20/2026 | 06/20/2026 | 0.209 | 0.209 | 0.209 |  | 1400 | 1400 | 5 |  | 3 |  | 8 | 8 | 0 | 0 | 0 | 0 |
| Boeing Co.  | Boeing Co.  | Boeing Co.  | 1.000 | Quarterly | 12/20/2029 | 12/20/2029 | 0.528 | 0.528 | 0.528 |  | 600 | 600 | 0 |  | 11 |  | 11 | 11 | 0 | 0 | 0 | 0 |
| Boeing Co.  | Boeing Co.  | Boeing Co.  | 1.000 | Quarterly | 12/20/2030 | 12/20/2030 | 0.648 | 0.648 | 0.648 |  | 20300 | 20300 | 314 |  | 30 |  | 344 | 344 | 1 | 1 | 1 | 0 |
| Oracle Corp.  | Oracle Corp.  | Oracle Corp.  | 1.000 | Quarterly | 06/20/2030 | 06/20/2030 | 0.528 | 0.528 | 0.528 |  | 3700 | 3700 | 81 |  | (4) |  | 77 | 77 | 0 | 0 | 0 | (3) |
|  |  |  |  |  |  |  |  |  |  |  |  |  | 391 | $ | 63 | $ | 454 | 454 | 1 | 1 | 1 | (3) |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Pay/<br>Receive<br>Floating Rate | Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Floating Rate Index | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date |  | Notional<br>Amount | Notional<br>Amount | Premiums<br>Paid/<br>(Received) | Premiums<br>Paid/<br>(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value | Market<br>Value | Asset | Asset | Asset | Liability |
| Pay | Pay | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 3.750% | Annual | Annual | 09/17/2030 | 09/17/2030 | GBP | 43400 | 43400 | $(211) | (211) | $(40) | (40) | $(251) | (251) | $60 | 60 | 60 | $0 |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 0.750 | Annual | Annual | 09/21/2032 | 09/21/2032 |  | 15700 | 15700 | 1524 | 1524 | 2567 | 2567 | 4091 | 4091 | 0 | 0 | 0 | (27) |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 2.000 | Annual | Annual | 03/15/2033 | 03/15/2033 |  | 8000 | 8000 | 891 | 891 | 605 | 605 | 1496 | 1496 | 0 | 0 | 0 | (16) |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 0.750 | Annual | Annual | 09/21/2052 | 09/21/2052 |  | 3900 | 3900 | 800 | 800 | 2361 | 2361 | 3161 | 3161 | 0 | 0 | 0 | (16) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.300 | Annual | Annual | 01/17/2026 | 01/17/2026 | $ | 4600 | 4600 | 2 | 2 | 91 | 91 | 93 | 93 | 0 | 0 | 0 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.250 | Semi-Annual | Semi-Annual | 06/15/2026 | 06/15/2026 |  | 44400 | 44400 | 722 | 722 | (1073) | (1073) | (351) | (351) | 4 | 4 | 4 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 0.500 | Semi-Annual | Semi-Annual | 06/16/2026 | 06/16/2026 |  | 35000 | 35000 | 328 | 328 | 549 | 549 | 877 | 877 | 0 | 0 | 0 | (1) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.360 | Semi-Annual | Semi-Annual | 02/15/2027 | 02/15/2027 |  | 12450 | 12450 | (2) | (2) | 460 | 460 | 458 | 458 | 0 | 0 | 0 | (3) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.600 | Semi-Annual | Semi-Annual | 02/15/2027 | 02/15/2027 |  | 49800 | 49800 | (123) | (123) | (1536) | (1536) | (1659) | (1659) | 11 | 11 | 11 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.450 | Semi-Annual | Semi-Annual | 02/17/2027 | 02/17/2027 |  | 20600 | 20600 | (5) | (5) | 732 | 732 | 727 | 727 | 0 | 0 | 0 | (5) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 4.250 | Annual | Annual | 02/17/2027 | 02/17/2027 |  | 90000 | 90000 | (893) | (893) | 1694 | 1694 | 801 | 801 | 29 | 29 | 29 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.420 | Semi-Annual | Semi-Annual | 02/24/2027 | 02/24/2027 |  | 6000 | 6000 | (2) | (2) | 214 | 214 | 212 | 212 | 0 | 0 | 0 | (1) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.650 | Semi-Annual | Semi-Annual | 02/24/2027 | 02/24/2027 |  | 19900 | 19900 | (51) | (51) | (587) | (587) | (638) | (638) | 5 | 5 | 5 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.500 | Semi-Annual | Semi-Annual | 12/20/2027 | 12/20/2027 |  | 73900 | 73900 | 280 | 280 | (1658) | (1658) | (1378) | (1378) | 33 | 33 | 33 | 0 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | 12/21/2027 |  | 83700 |  | (7417) |  | 3385 |  | (4032) |  | 36 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.420 | Semi-Annual | 08/17/2028 |  | 47100 |  | (11) |  | 3027 |  | 3016 |  | 0 |  | (25) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.380 | Semi-Annual | 08/24/2028 |  | 71000 |  | (17) |  | 4626 |  | 4609 |  | 0 |  | (24) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | 12/20/2028 |  | 175700 |  | 1523 |  | (273) |  | 1250 |  | 114 |  | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 3.000 | Semi-Annual | 06/19/2029 |  | 263700 |  | 8727 |  | (12694) |  | (3967) |  | 159 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | 06/20/2029 |  | 38700 |  | (732) |  | 262 |  | (470) |  | 0 |  | (26) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 4.500 | Annual | 12/21/2029 |  | 384000 |  | 353 |  | 17058 |  | 17411 |  | 234 |  | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | 06/18/2030 |  | 568100 |  | (5582) |  | 591 |  | (4991) |  | 253 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.000 | Semi-Annual | 12/16/2030 |  | 3600 |  | (60) |  | 514 |  | 454 |  | 0 |  | (1) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.160 | Semi-Annual | 04/12/2031 |  | 6100 |  | (1) |  | 806 |  | 805 |  | 0 |  | (2) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 0.750 | Semi-Annual | 06/16/2031 |  | 19700 |  | 1152 |  | 1844 |  | 2996 |  | 0 |  | (4) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | 12/15/2031 |  | 97600 |  | (1365) |  | 11801 |  | 10436 |  | 0 |  | (23) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.350 | Semi-Annual | 02/09/2032 |  | 128200 |  | 870 |  | 17156 |  | 18026 |  | 0 |  | (20) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | 12/21/2032 |  | 69800 |  | (9546) |  | 1501 |  | (8045) |  | 9 |  | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 3.500 | Semi-Annual | 06/19/2044 |  | 161500 |  | (4025) |  | (10562) |  | (14587) |  | 0 |  | (242) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 2.250 | Semi-Annual | 12/11/2049 |  | 2200 |  | (3) |  | 683 |  | 680 |  | 5 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 2.000 | Semi-Annual | 01/15/2050 |  | 19800 |  | (137) |  | 7249 |  | 7112 |  | 44 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | 01/22/2050 |  | 28200 |  | (69) |  | 11304 |  | 11235 |  | 64 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.875 | Semi-Annual | 02/07/2050 |  | 29300 |  | (114) |  | 11180 |  | 11066 |  | 66 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 2.250 | Semi-Annual | 03/12/2050 |  | 9800 |  | (29) |  | 3131 |  | 3102 |  | 22 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.250 | Semi-Annual | 12/16/2050 |  | 17000 |  | 1539 |  | 6594 |  | 8133 |  | 41 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.700 | Semi-Annual | 02/01/2052 |  | 144400 |  | 962 |  | 60043 |  | 61005 |  | 371 |  | 0 |
| Pay | Pay | 1-Year BRL-CDI | 11.250 | Maturity | 01/04/2027 | BRL | 2600 |  | 0 |  | (33) |  | (33) |  | 0 |  | 0 |
| Pay | Pay | 1-Year BRL-CDI | 11.275 | Maturity | 01/04/2027 |  | 1300 |  | 0 |  | (16) |  | (16) |  | 0 |  | 0 |
| Pay | Pay | 1-Year BRL-CDI | 11.290 | Maturity | 01/04/2027 |  | 1300 |  | 0 |  | (16) |  | (16) |  | 0 |  | 0 |
| Pay | Pay | 1-Year BRL-CDI | 11.731 | Maturity | 01/04/2027 |  | 700 |  | 0 |  | (7) |  | (7) |  | 0 |  | 0 |
| Pay | Pay | 1-Year BRL-CDI | 11.746 | Maturity | 01/04/2027 |  | 3000 |  | 0 |  | (27) |  | (27) |  | 0 |  | 0 |
| Pay | Pay | 1-Year BRL-CDI | 11.901 | Maturity | 01/04/2027 |  | 7100 |  | 0 |  | (57) |  | (57) |  | 0 |  | 0 |
| Receive | Receive | 6-Month EUR-EURIBOR | 0.150 | Annual | 03/18/2030 | EUR | 21400 |  | 392 |  | 2296 |  | 2688 |  | 0 |  | (23) |
| Receive | Receive | 6-Month EUR-EURIBOR | 0.250 | Annual | 09/21/2032 |  | 17200 |  | 1607 |  | 1329 |  | 2936 |  | 0 |  | (34) |
| Receive | Receive | 6-Month EUR-EURIBOR | 1.750 | Annual | 03/15/2033 |  | 1900 |  | 149 |  | (47) |  | 102 |  | 0 |  | (4) |
| Receive | Receive | 6-Month EUR-EURIBOR | 0.500 | Annual | 09/21/2052 |  | 8100 |  | 702 |  | 3639 |  | 4341 |  | 0 |  | (39) |
| Receive<sup>(5)</sup> | Receive<sup>(5)</sup> | 6-Month EUR-EURIBOR | 0.830 | Annual | 12/09/2052 |  | 39800 |  | 480 |  | 4694 |  | 5174 |  | 0 |  | (34) |
|  |  |  |  |  |  |  |  | $(7392) | (7392) | $155360 | 155360 | $147968 | 147968 | $1560 | 1560 | $(570) | (570) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | $**(7001)** | **(7001)** | $**155423** | **155423** | $**148422** | **148422** | $**1561** | **1561** | $**(573)** | **(573)** |
| **(n)** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $1,242 and cash of $52,693 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** |
| <sup>(1)</sup> | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(5)</sup> | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. |
| **(o)** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD** **FOREIGN CURRENCY CONTRACTS:** | **FORWARD** **FOREIGN CURRENCY CONTRACTS:** | **FORWARD** **FOREIGN CURRENCY CONTRACTS:** | **FORWARD** **FOREIGN CURRENCY CONTRACTS:** | **FORWARD** **FOREIGN CURRENCY CONTRACTS:** | **FORWARD** **FOREIGN CURRENCY CONTRACTS:** | **FORWARD** **FOREIGN CURRENCY CONTRACTS:** |
|  |  |  |  | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Currency to<br>be Delivered | Currency to<br>be Received | Currency to<br>be Received | Asset | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; AZD | 10/2025  | 302934 | $353327 | 353327 | 0 | $(2333) |
|  | 10/2025  | $548 | 762 | 762 | 0 | 0 |
|  | 11/2025  | 761 | $548 | 548 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | 10/2025  | $6 | 821 | 821 | 0 | 0 |
|  | 11/2025  | 204266 | $3196 | 3196 | 0 | (55) |
|  | 11/2025  | 8040 | 9460 | 9460 | 2 | 0 |
|  | 11/2025  | 818 | 6 | 6 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | 10/2025  | 12389 | 14611 | 14611 | 66 | 0 |
|  | 10/2025  | 248033 | 15 | 15 | 0 | 0 |
|  | 10/2025  | 3759 | 89 | 89 | 0 | (1) |
|  | 10/2025  | $36 | 585727 | 585727 | 0 | 0 |
|  | 10/2025  | 6 | 951 | 951 | 0 | 0 |
|  | 10/2025  | 17 | 730 | 730 | 0 | 0 |
|  | 11/2025  | 948 | $6 | 6 | 0 | 0 |
|  | 12/2025  | $15 | 248747 | 248747 | 0 | 0 |
|  | 08/2030  | 163 | $550 | 550 | 7 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | 10/2025  | 3946 | 5329 | 5329 | 22 | 0 |
|  | 10/2025  | 117328 | 2820 | 2820 | 0 | (2) |
|  | 10/2025  | $17888 | 762604 | 762604 | 394 | 0 |
|  | 11/2025  | 811 | $955 | 955 | 1 | 0 |
|  | 11/2025  | $10806 | 470288 | 470288 | 122 | 0 |
|  | 12/2025  | 5657 | 248983 | 248983 | 10 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BSH | 12/2025  | 7113 | $1998 | 1998 | 0 | (47) |
|  | 02/2026  | 2916 | 834 | 834 | 0 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | 10/2025  | 8040 | 9426 | 9426 | 0 | (14) |
|  | 10/2025  | 6843 | 9299 | 9299 | 96 | 0 |
|  | 10/2025  | 85552 | 11003 | 11003 | 5 | 0 |
|  | 10/2025  | 256164 | 15 | 15 | 0 | 0 |
|  | 10/2025  | $2450 | 2090 | 2090 | 6 | (3) |
|  | 10/2025  | 11 | 173609 | 173609 | 0 | 0 |
|  | 12/2025  | 15 | 256890 | 256890 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; FAR | 10/2025  | 303 | $197 | 197 | 0 | (4) |
|  | 10/2025  | 38176 | 260 | 260 | 2 | 0 |
|  | 10/2025  | $198 | 303 | 303 | 3 | 0 |
|  | 11/2025  | 303 | $198 | 198 | 0 | (3) |
|  | 11/2025  | 6692 | 1823 | 1823 | 0 | (102) |
|  | 12/2025  | $218 | 4139 | 4139 | 6 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | 10/2025  | 246080 | $15 | 15 | 0 | 0 |
|  | 10/2025  | $11 | 175192 | 175192 | 0 | 0 |
|  | 11/2025  | 212873 | $3323 | 3323 | 0 | (66) |
|  | 12/2025  | $15 | 246670 | 246670 | 0 | 0 |
|  | 01/2026  | 280824 | $4544 | 4544 | 106 | 0 |
|  | 02/2026  | 50033 | 770 | 770 | 0 | (17) |
|  | 03/2026  | 259610 | 4011 | 4011 | 5 | (66) |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | 10/2025  | 1576 | 296 | 296 | 0 | 0 |
|  | 10/2025  | 761 | 551 | 551 | 4 | 0 |
|  | 10/2025  | $289 | 1576 | 1576 | 7 | 0 |
|  | 10/2025  | 11 | 187654 | 187654 | 0 | 0 |
|  | 10/2025  | 2052 | 87576 | 87576 | 47 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | 10/2025  | 17620 | $20756 | 20756 | 70 | 0 |
|  | 10/2025  | 10760 | 14528 | 14528 | 57 | 0 |
|  | 10/2025  | $5162 | 4387 | 4387 | 0 | (12) |
|  | 10/2025  | 3 | 472 | 472 | 0 | 0 |
|  | 11/2025  | 470 | $3 | 3 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MYI | 10/2025  | 425 | 3 | 3 | 0 | 0 |
|  | 10/2025  | $121 | 17986 | 17986 | 1 | 0 |
|  | 11/2025  | 17924 | $120 | 120 | 0 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; NGF | 10/2025  | $10 | 157348 | 157348 | 0 | 0 |
|  | 10/2025  | 772 | 33464 | 33464 | 14 | 0 |
|  | 12/2025  | 1827 | 80124 | 80124 | 6 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | 10/2025  | 198143 | $12 | 12 | 0 | 0 |
|  | 10/2025  | 1219 | 8 | 8 | 0 | 0 |
|  | 10/2025  | $74467 | 55672 | 55672 | 406 | 0 |
|  | 10/2025  | 11 | 174575 | 174575 | 0 | 0 |
|  | 11/2025  | 55672 | $74480 | 74480 | 0 | (406) |
|  | 12/2025  | $12 | 198644 | 198644 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | 10/2025  | 1581 | $296 | 296 | 0 | (1) |
|  | 10/2025  | 19922 | 135 | 135 | 1 | 0 |
|  | 10/2025  | $297 | 1580 | 1580 | 0 | 0 |
|  | 10/2025  | 383924 | 326466 | 326466 | 0 | (636) |
|  | 10/2025  | 1848 | 1359 | 1359 | 0 | (20) |
|  | 10/2025  | 263 | 39170 | 39170 | 2 | 0 |
|  | 11/2025  | 326466 | $384694 | 384694 | 639 | 0 |
|  | 11/2025  | 39035 | 263 | 263 | 0 | (2) |
|  | 12/2025  | $296 | 1603 | 1603 | 1 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | 10/2025  | 35482 | $47827 | 47827 | 107 | 0 |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **$** | **$** | **(3794)** |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** | **SWAP** **AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> |
| Counterparty | Counterparty | Reference Entity | Fixed <br>Receive Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| BOA | BOA | Panama Government International Bonds  | 1.000% | Quarterly | Quarterly | 12/20/2028 | 12/20/2028 | 0.917% | 0.917% | $8500 | $(351) | (351) | $375 | 375 | $24 | 24 | $0 |
| BPS | BPS | Romania Government International Bonds  | 1.000 | Quarterly | Quarterly | 12/20/2025 | 12/20/2025 | 0.593 | 0.593 | 900 | 1 | 1 | 0 | 0 | 1 | 1 | 0 |
| BRC | BRC | Panama Government International Bonds  | 1.000 | Quarterly | Quarterly | 12/20/2028 | 12/20/2028 | 0.917 | 0.917 | 9500 | (392) | (392) | 418 | 418 | 26 | 26 | 0 |
| CBK | CBK | Israel Government International Bonds  | 1.000 | Quarterly | Quarterly | 06/20/2027 | 06/20/2027 | 0.410 | 0.410 | 2000 | (10) | (10) | 30 | 30 | 20 | 20 | 0 |
| DUB | DUB | Eskom « | 4.650 | Quarterly | Quarterly | 06/30/2029 | 06/30/2029 | —◆ | —◆ | 7400 | 0 | 0 | 446 | 446 | 446 | 446 | 0 |
|  |  | Petroleos Mexicanos « | 4.750 | Monthly | Monthly | 07/06/2026 | 07/06/2026 | —◆ | —◆ | 1588 | 0 | 0 | 20 | 20 | 20 | 20 | 0 |
| GST | GST | Equinix, Inc.  | 5.000 | Quarterly | Quarterly | 06/20/2027 | 06/20/2027 | 0.638 | 0.638 | 1000 | 140 | 140 | (66) | (66) | 74 | 74 | 0 |
|  |  | Israel Government International Bonds  | 1.000 | Quarterly | Quarterly | 12/20/2029 | 12/20/2029 | 0.682 | 0.682 | 900 | (25) | (25) | 37 | 37 | 12 | 12 | 0 |
|  |  | Soft Bank Group,Inc.  | 1.000 | Quarterly | Quarterly | 06/20/2026 | 06/20/2026 | 0.872 | 0.872 | 3500 | (30) | (30) | 34 | 34 | 4 | 4 | 0 |
| JPM | JPM | Israel Government International Bonds  | 1.000 | Quarterly | Quarterly | 12/20/2029 | 12/20/2029 | 0.682 | 0.682 | 200 | (6) | (6) | 9 | 9 | 3 | 3 | 0 |
| MYC | MYC | Israel Government International Bonds  | 1.000 | Quarterly | Quarterly | 12/20/2029 | 12/20/2029 | 0.682 | 0.682 | 400 | (10) | (10) | 15 | 15 | 5 | 5 | 0 |
|  |  | Petroleos Mexicanos  | 1.000 | Quarterly | Quarterly | 12/20/2028 | 12/20/2028 | 2.159 | 2.159 | 2600 | (507) | (507) | 418 | 418 | 0 | 0 | (89) |
| MYI | MYI | Turkiye Government International Bonds  | 1.000 | Quarterly | Quarterly | 12/20/2033 | 12/20/2033 | 3.191 | 3.191 | 3000 | (597) | (597) | 181 | 181 | 0 | 0 | (416) |
|  |  |  |  |  |  |  |  |  |  |  | $(1787) | (1787) | $1917 | 1917 | $635 | 635 | $(505) |
| **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> |
| Counterparty | Counterparty | Index/Tranches | Index/Tranches | Index/Tranches | Fixed <br>Receive Rate | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date |  | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset |  | Liability |
| BRC | BRC | ABX.HE.AAA.6-2 Index « | ABX.HE.AAA.6-2 Index « | ABX.HE.AAA.6-2 Index « | 0.110% | 0.110% | Monthly | 05/25/2046 | $ | 16867 | (4521) | $ | 3196 | 3196 | 0 | $ | (1325) |
| GST | GST | ABX.HE.AA.6-1 Index « | ABX.HE.AA.6-1 Index « | ABX.HE.AA.6-1 Index « | 0.320 | 0.320 | Monthly | 07/25/2045 |  | 6265 | (297) |  | (235) | (235) | 0 |  | (532) |
|  |  | ABX.HE.AAA.6-2 Index « | ABX.HE.AAA.6-2 Index « | ABX.HE.AAA.6-2 Index « | 0.110 | 0.110 | Monthly | 05/25/2046 |  | 1431 | (380) |  | 268 | 268 | 0 |  | (112) |
| MEI | MEI | ABX.HE.AAA.6-2 Index « | ABX.HE.AAA.6-2 Index « | ABX.HE.AAA.6-2 Index « | 0.110 | 0.110 | Monthly | 05/25/2046 |  | 19719 | (5281) |  | 3733 | 3733 | 0 |  | (1548) |
| MYC | MYC | ABX.HE.AAA.6-2 Index « | ABX.HE.AAA.6-2 Index « | ABX.HE.AAA.6-2 Index « | 0.110 | 0.110 | Monthly | 05/25/2046 |  | 21468 | (3780) |  | 2094 | 2094 | 0 |  | (1686) |
|  |  |  |  |  |  |  |  |  |  |  | $(14259) | (14259) | $9056 | 9056 | $0 | 0 | $(5203) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | $**(16046)** | **(16046)** | $**10973** | **10973** | $**635** | **635** | $**(5708)** |
| **(p)** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $7,298 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** |
| <sup>◆</sup> | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. |
| <sup>(1)</sup> | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: |  |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 2 | Level 2 | Level 3 | Level 3 | Level 3 | Fair Value<br>at 09/30/2025 | Fair Value<br>at 09/30/2025 | Fair Value<br>at 09/30/2025 |  |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | **Investments** **in Securities, at Value** | |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $12078 | 12078 | 12078 | $557489 | 557489 | $280303 | 280303 | $ | 849870 |  |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |  |
| Banking & Finance | Banking & Finance | Banking & Finance | 5500 | 5500 | 5500 | 153777 | 153777 | 2113 | 2113 |  | 161390 |  |
| Industrials | Industrials | Industrials | 3900 | 3900 | 3900 | 667608 | 667608 | 97415 | 97415 |  | 768923 |  |
| Utilities | Utilities | Utilities | 0 | 0 | 0 | 80166 | 80166 | 0 | 0 |  | 80166 |  |
| Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes |  |
| Industrials | Industrials | Industrials | 0 | 0 | 0 | 48150 | 48150 | 0 | 0 |  | 48150 |  |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |  |
| Arizona | Arizona | Arizona | 0 | 0 | 0 | 2204 | 2204 | 0 | 0 |  | 2204 |  |
| California | California | California | 0 | 0 | 0 | 1901 | 1901 | 0 | 0 |  | 1901 |  |
| Michigan | Michigan | Michigan | 0 | 0 | 0 | 5060 | 5060 | 0 | 0 |  | 5060 |  |
| West Virginia | West Virginia | West Virginia | 0 | 0 | 0 | 7355 | 7355 | 0 | 0 |  | 7355 |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 0 | 0 | 0 | 111511 | 111511 | 8657 | 8657 |  | 120168 |  |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 0 | 0 | 159384 | 159384 | 13552 | 13552 |  | 172936 |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |  |
| Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | 0 | 0 | 0 | 8889 | 8889 | 0 | 0 |  | 8889 |  |
| CMBS Other | CMBS Other | CMBS Other | 0 | 0 | 0 | 19 | 19 | 0 | 0 |  | 19 |  |
| Home Equity Other | Home Equity Other | Home Equity Other | 0 | 0 | 0 | 82740 | 82740 | 0 | 0 |  | 82740 |  |
| Home Equity Sequential | Home Equity Sequential | Home Equity Sequential | 0 | 0 | 0 | 3 | 3 | 0 | 0 |  | 3 |  |
| Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | 0 | 0 | 0 | 13519 | 13519 | 0 | 0 |  | 13519 |  |
| Other ABS | Other ABS | Other ABS | 0 | 0 | 0 | 30832 | 30832 | 5511 | 5511 |  | 36343 |  |
| Sovereign Issues | Sovereign Issues | Sovereign Issues | 0 | 0 | 0 | 168610 | 168610 | 0 | 0 |  | 168610 |  |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |  |
| Communication Services | Communication Services | Communication Services | 5816 | 5816 | 5816 | 0 | 0 | 6019 | 6019 |  | 11835 |  |
| Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | 0 | 0 | 0 | 0 | 0 | 82 | 82 |  | 82 |  |
| Financials | Financials | Financials | 533 | 533 | 533 | 19223 | 19223 | 0 | 0 |  | 19756 |  |
| Health Care | Health Care | Health Care | 0 | 0 | 0 | 0 | 0 | 57416 | 57416 |  | 57416 |  |
| Industrials | Industrials | Industrials | 9 | 9 | 9 | 0 | 0 | 30666 | 30666 |  | 30675 |  |
| Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants |  |
| Financials | Financials | Financials | 0 | 0 | 0 | 0 | 0 | 1548 | 1548 |  | 1548 |  |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |  |
| Banking & Finance | Banking & Finance | Banking & Finance | 0 | 0 | 0 | 5618 | 5618 | 9034 | 9034 |  | 14652 |  |
| Industrials | Industrials | Industrials | 0 | 0 | 0 | 5428 | 5428 | 7328 | 7328 |  | 12756 |  |
| Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts |  |
| Real Estate | Real Estate | Real Estate | 6856 | 6856 | 6856 | 0 | 0 | 0 | 0 |  | 6856 |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |
| Mutual Funds | Mutual Funds | Mutual Funds | 0 | 0 | 0 | 544 | 544 | 0 | 0 |  | 544 |  |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | 0 | 0 | 0 | 12253 | 12253 | 0 | 0 |  | 12253 |  |
|  |  |  | $34692 | 34692 | 34692 | $2142283 | 2142283 | $519644 | 519644 | $ | 2696619 |  |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |  |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |  |
| Financials | Financials | Financials | 0 | 0 | 0 | 0 | 0 | 7961 | 7961 |  | 7961 |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |
| Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | 33221 | 33221 | 33221 | 0 | 0 | 0 | 0 |  | 33221 |  |
|  |  |  | $33221 | 33221 | 33221 | $0 | 0 | $7961 | 7961 | $ | 41182 |  |
| Total Investments | Total Investments | Total Investments | $67913 | 67913 | 67913 | $2142283 | 2142283 | $527605 | 527605 | $ | 2737801 |  |
| **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  |  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | 0 | 0 | 1561 | 1561 | 0 | 0 |  | 1561 |  |
| Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | 2384 | 2384 | 466 | 466 |  | 2850 |  |
|  |  |  | $0 | 0 | 0 | $3945 | 3945 | $466 | 466 | $ | 4411 |  |
| **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  |  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | 0 | 0 | (573) | (573) | 0 | 0 |  | (573) |  |
| Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | (4299) | (4299) | (5203) | (5203) |  | (9502) |  |
|  |  |  | $0 | 0 | 0 | $(4872) | (4872) | $(5203) | (5203) | $ | (10075) |  |
| Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | $0 | 0 | 0 | $(927) | (927) | $(4737) | (4737) | $ | (5664) |  |
| Totals | Totals | Totals | $67913 | 67913 | 67913 | $2141356 | 2141356 | $522868 | 522868 | $ | 2732137 |  |
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** |
| Category and Subcategory | Net<br>Sales/Settlements<sup>(1)</sup> | Accrued<br>Discounts/<br>(Premiums) | Accrued<br>Discounts/<br>(Premiums) | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(2)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(2)</sup> | Transfers into<br>Level 3 | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 09/30/2025 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>09/30/2025<sup>(2)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | $(2972) | $ | 248 | $306 | $ | (2030) | $117662 | 117662 | $0 | 0 | $280303 | $(2066) |
| Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | (6) |  | 0 | 0 |  | 37 | 0 | 0 | (885) | (885) | 2113 | 7 |
| Industrials | 0 |  | 52 | 0 |  | 3903 | 0 | 0 | 0 | 0 | 97415 | 3903 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| U.S. Government Agencies | 8490 | 0 | (38) | 10 | 12 | 183 | 0 | 0 | 8657 | 182 |
| Non-Agency Mortgage-Backed Securities | 0 | 13558 | 0 | 0 | 0 | (6) | 0 | 0 | 13552 | (6) |
| Asset-Backed Securities |  |  |  |  |  |  |  |  |  |  |
| Other ABS | 6139 | 0 | 0 | 9 | (2227) | 1590 | 0 | 0 | 5511 | (382) |
| Common Stocks |  |  |  |  |  |  |  |  |  |  |
| Communication Services | 23486 | 0 | (20869) | 0 | 11074 | (7672) | 0 | 0 | 6019 | 5689 |
| Consumer Discretionary | 82 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 82 | 0 |
| Health Care | 57417 | 0 | 0 | 0 | 0 | (1) | 0 | 0 | 57416 | 0 |
| Industrials | 26133 | 0 | 0 | 0 | 0 | 4533 | 0 | 0 | 30666 | 4533 |
| Warrants |  |  |  |  |  |  |  |  |  |  |
| Communication Services | 4604 | 0 | (4149) | 0 | 1096 | (1551) | 0 | 0 | 0 | 0 |
| Financials | 3 | 1681 | (16) | 0 | (10148) | 10028 | 0 | 0 | 1548 | (132) |
| Preferred Securities |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | 0 | 9034 | 0 | 0 | 0 | 0 | 0 | 0 | 9034 | 0 |
| Industrials | 7061 | 0 | 0 | 0 | 0 | 267 | 0 | 0 | 7328 | 268 |
|  | 339611 | $81593 | $(28050) | $319 | $113 | $9281 | $117662 | $(885) | $519644 | $11996 |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |
| Common Stocks |  |  |  |  |  |  |  |  |  |  |
| Financials | $15920 | $8639 | $(16002) | $0 | $0 | $(73) | $0 | $(523) | $7961 | $(16564) |
| **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** | **Financial Derivative Instruments – Assets** |
| Over the counter | 450 | $0 | $(2) | $0 | $0 | $18 | $0 | $0 | $466 | $18 |
| **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** | **Financial Derivative Instruments – Liabilities** |
| Over the counter | (5264) | $111 | $(72) | $0 | $239 | $(217) | $0 | $0 | $(5203) | $(217) |
| Totals | 350717 | $90343 | $(44126) | $319 | $352 | $9009 | $117662 | $(1408) | $522868 | $(4767) |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** |
|  |  |  |  | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) |
| Category and Subcategory | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | Input Value(s) | Weighted Average |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | 25368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.290 |  |
|  | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cost | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 |  |
|  | 63971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 4.790 - 50.000 | 7.711 |
|  | 26915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 72.500 - 101.750 | 9.392 |
|  | 17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 |  |
|  | 145649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 40.500 - 122.000 | 104.205 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | 2113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 |  |
| Industrials | 46833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | 0.970/10.000 |  |
|  | 3182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 62.500 - 71.000 | 63.069 |
|  | 47400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 |  |
| U.S. Government Agencies | 8657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 11.331 |  |
| Non-Agency Mortgage-Backed Securities | 13552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proxy Pricing | &nbsp;&nbsp;&nbsp;&nbsp; Base Price | 100.000 |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| Other ABS | 5511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 12.000 - 20.000 | 18.003 |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |
| Communication Services | 5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 7.930 |  |
|  | 539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | 12.000 |  |
| Consumer Discretionary | 82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | 0.500/20.750 |  |
| Health Care | 57416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.290 |  |
| Industrials | 28260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | 0.970/10.000 |  |
|  | 2407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | $0.375 - 21.667 | 21.085 |
| Warrants | Warrants | Warrants | Warrants | Warrants | Warrants |
| Financials | 1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Option Pricing Model | &nbsp;&nbsp;&nbsp;&nbsp; Volatility | 62.500 |  |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |
| Banking & Finance | 9034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | $1000.000 |  |
| Industrials | 744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 12.250/10.750 |  |
|  | 6584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 13.622 |  |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |
| Common Stocks |  |  |  |  |  |
| Financials | 7960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference instrument | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | 8.150 |  |
| **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | 466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 0.939 - 6.009 | 5.787 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Opportunity Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Financial** **Derivative Instruments** **- Liabilities** | **Financial** **Derivative Instruments** **- Liabilities** | **Financial** **Derivative Instruments** **- Liabilities** | **Financial** **Derivative Instruments** **- Liabilities** | **Financial** **Derivative Instruments** **- Liabilities** | **Financial** **Derivative Instruments** **- Liabilities** | **Financial** **Derivative Instruments** **- Liabilities** |
| Over the counter | Over the counter | (5203) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 91.500 - 92.000 | 91.949 |
| Total | Total | $522868 |  |  |  |  |
| <sup>(1)</sup> | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. |
| <sup>(2)</sup> | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. |

---

------

Notes to Financial Statements

**1** **. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS**

**(a) Investment Valuation Policies** The net asset value ("NAV") of the Fund's shares, or each of its share classes, as applicable, is determined by dividing the total value of portfolio investments and other assets attributable to the Fund or class, less any liabilities, as applicable, by the total number of shares outstanding.

On each day that the New York Stock Exchange ("NYSE") is open, each Fund's shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) ("NYSE Close"). Information that becomes known to the Fund or its agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the price of a security or the NAV determined earlier that day. If regular trading on the NYSE closes earlier than scheduled, each Fund may calculate its NAV as of the earlier closing time or calculate its NAV as of the NYSE Close for that day. Each Fund generally does not calculate its NAV on days on which the NYSE is not open for business. If the NYSE is closed on a day it would normally be open for business, each Fund may calculate its NAV as of the NYSE Close for such day or such other time that the Fund may determine.

For purposes of calculating NAV, portfolio securities and other assets for which market quotations are readily available are valued at market value. A market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the Fund can access at the measurement date, provided that a quotation will not be readily available if it is not reliable. Market value is generally determined on the basis of official closing prices or the last reported sales prices. The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close and does not normally take into account trading, clearances or settlements that take place after the NYSE Close. A foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by Pacific Investment Management Company LLC ("PIMCO" or the "Manager") to be the primary exchange. If market value pricing is used, a foreign (non-U.S.) equity security will be valued as of the close of trading on the foreign exchange, or the NYSE Close if the NYSE Close occurs before the end of trading on the foreign exchange.

Investments for which market quotations are not readily available are valued at fair value as determined in good faith pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended (the "Act"). As a general principle, the fair value of a security or other asset is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Pursuant to Rule 2a-5, the Board of Trustees has designated PIMCO as the valuation designee ("Valuation Designee") for each Fund to perform the fair value determination relating to all Fund investments. PIMCO may carry out its designated responsibilities as Valuation Designee through various teams and committees. The Valuation Designee's policies and procedures govern the Valuation Designee's selection and application of methodologies for determining and calculating the fair value of Fund portfolio investments. The Valuation Designee may value Fund portfolio securities for which market quotations are not readily available and other Fund assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources (together, "Pricing Sources").

Domestic and foreign (non-U.S.) fixed income securities, non-exchange traded derivatives and equity options are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources using data reflecting the earlier closing of the principal markets for those securities. Prices obtained from Pricing Sources may be based on, among other things, information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Certain fixed income securities purchased on a delayed-delivery basis are marked to market daily until settlement at the forward settlement date. Common stocks, exchange-traded funds ("ETFs"), exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. Exchange-traded options, except equity options, futures and options on futures, are valued at the settlement price determined by the relevant exchange. Swap agreements and swaptions are valued on the basis of bid quotes obtained from brokers and dealers or market-based prices supplied by Pricing Sources. With respect to any portion of the Fund's assets that are invested in one or more open-end management investment companies (other than ETFs), the Fund's NAV will be calculated based on the NAVs of such investments. Open-end management investment companies may include affiliated funds.

If a foreign (non-U.S.) equity security's value has materially changed after the close of the security's primary exchange or principal market but before the NYSE Close, the security may be valued at fair value. Foreign (non-U.S.) equity securities that do not trade when the NYSE is open are also valued at fair value. With respect to foreign (non-U.S.) equity securities, the Fund may determine the fair value of investments based on information provided by Pricing Sources, which may recommend fair value or adjustments with reference to other securities, indexes or assets. In considering whether fair valuation is required and in determining fair values, the Valuation Designee may, among other things, consider significant events (which may be considered to include changes in the value of U.S. securities or securities indexes) that occur after the close of the relevant market and before the NYSE Close. The Fund may utilize modeling tools provided by third-party vendors to determine fair values of foreign (non-U.S.) securities. For these purposes, unless otherwise determined by the Valuation Designee, any movement in the applicable reference index or instrument ("zero trigger") between the earlier close of the applicable foreign market and the NYSE Close may be deemed to be a significant event, prompting the application of the pricing model (effectively resulting in daily fair valuations). Foreign exchanges may permit trading in foreign (non-U.S.) equity securities on days when the Fund is not open for business, which may result in the Fund's portfolio investments being affected when shareholders are unable to buy or sell shares.

Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates obtained from Pricing Sources. As a result, the value of such investments and, in turn, the NAV of the Fund's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Fund is not open for business. As a result, to the extent that the Fund holds foreign (non-U.S.) investments, the value of those investments may change at times when shareholders are unable to buy or sell shares and the value of such investments will be reflected in the Fund's next calculated NAV. An alternative exchange rate may be obtained from a Pricing Source or an exchange rate may otherwise be determined if believed to be more reflective of the rates at which the Fund may transact.

Fair valuation may require subjective determinations about the value of a security. While the Fund's and Valuation Designee's policies and procedures are intended to result in a calculation of the Fund's NAV that fairly reflects security values as of the time of pricing, the Fund cannot ensure that fair values accurately reflect the price that the Fund could obtain for a security if it were to dispose of that security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by the Fund may differ from the value that would be realized if the securities were sold.

**(b) Fair Value Hierarchy** U.S. GAAP describes fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2 or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

• Level 1 — Quoted prices (unadjusted) in active markets or exchanges for identical assets and liabilities.

------

Notes to Financial Statements (Cont.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

• Level 2 — Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

• Level 3 — Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Valuation Designee that are used in determining the fair value of investments.

Assets or liabilities categorized as Level 2 or 3 as of period end have been transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing the investments. Transfers from Level 2 to Level 3 are a result of a change, in the normal course of business, from the use of methods used by Pricing Sources (Level 2) to the use of a Broker Quote or valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Schedule of Investments for the Fund.

For fair valuations using significant unobservable inputs, U.S. GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and transfers into and out of the Level 3 category during the period. The end of period value is used for the transfers between fair value Levels of the Fund's assets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy and, if material, a Level 3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for the Fund.

**(c) Valuation Techniques and the Fair Value Hierarchy**

**Level 1, Level 2 and Level 3 trading assets and trading liabilities, at fair value** The valuation methods (or "techniques") and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level 1, Level 2 and Level 3 of the fair value hierarchy are as follows:

Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

Investments in registered open-end investment companies (other than ETFs) will be valued based upon the NAVs of such investments and are categorized as Level 1 of the fair value hierarchy. Investments in unregistered open-end investment companies will be calculated based upon the NAVs of such investments and are considered Level 1 provided that the NAVs are observable, calculated daily and are the value at which both purchases and sales will be conducted.

Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible preferred securities, non-U.S. bonds and short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Sources' internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Fixed income securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level 2 of the fair value hierarchy.

Mortgage-related and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These securities are also normally valued by Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the NYSE Close. These securities are valued using Pricing Sources that consider the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy. Preferred securities and other equities traded on inactive markets or valued by reference to similar instruments are also categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain exchange traded futures and options to account for market movement between the exchange settlement and the NYSE Close. These securities are valued using quotes obtained from a quotation reporting system, established market makers or Pricing Sources. Financial derivatives using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.

Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indexes, reference rates and other inputs or a combination of these factors. These contracts are normally valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Sources (normally determined as of the NYSE Close). Depending on the product and the terms of the transaction, financial derivative instruments can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as quoted prices, issuer details, indexes, bid/ask spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indexes, reference rates and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Sources (normally determined as of the NYSE Close). Centrally cleared swaps and over the counter swaps can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

Proxy pricing procedures set the base price of a fixed income security and subsequently adjust the price proportionally to market value changes of a pre-determined security deemed to be comparable in duration, generally a U.S. Treasury or sovereign note based on country of issuance. The base price may be a broker-dealer quote, transaction price, or an internal value as derived by analysis of market data. The base price of the security may be reset on a periodic basis based on the availability of market data and procedures approved by the Valuation Oversight Committee. Significant changes in the unobservable inputs of the proxy pricing process (the base price) would result in direct and proportional

------

Notes to Financial Statements (Cont.)

changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

If third-party evaluated vendor pricing is not available or not deemed to be indicative of fair value, the Manager may elect to obtain Broker Quotes directly from the broker-dealer or passed through from a third-party vendor. In the event that fair value is based upon a single sourced Broker Quote, these securities are categorized as Level 3 of the fair value hierarchy. Broker Quotes are typically received from established market participants. Although independently received, the Manager does not have the transparency to view the underlying inputs which support the market quotation. Significant changes in the Broker Quote would have direct and proportional changes in the fair value of the security.

Reference instrument valuation estimates fair value by utilizing the correlation of the security to one or more broad-based securities, market indices and/or other financial instruments, whose pricing information is readily available. Unobservable inputs may include those used in algorithms based on percentage change in the reference instruments and/or weights of each reference instrument. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source or input of the reference instrument.

Expected recovery valuation estimates that the fair value of an existing asset can be recovered, net of any liability. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Discounted Cash Flow model is based on future cash flows generated by the investment and may be normalized based on expected investment performance. Future cash flows are discounted to present value using an appropriate rate of return, typically calibrated to the initial transaction date and adjusted based on Capital Asset Pricing Model and/or other market-based inputs. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Comparable Companies model is based on application of valuation multiples from publicly traded comparable companies to the financials of the subject company. Adjustments may be made to the market-derived valuation multiples based on differences between the comparable companies and the subject company. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Option Pricing Model is a commonly accepted method of allocating enterprise value across a capital structure. The method may be utilized when a capital structure includes multiple instruments with varying rights and preferences, there is no short term exit horizon, the nature of an exit event is unknown, or if the enterprise value is not sufficient to cover outstanding debt and preferred claims. The Option Pricing Model can also be used as a method to estimate enterprise value by 'back-solving' if there are recent indicative transactions for securities with the same issuer. The Option Pricing Model uses Black-Scholes option pricing, a generally accepted option model typically used to value call options, puts, warrants and convertible preferred securities. Significant changes in unobservable inputs would result in direct changes in the fair value of the security. These securities are categorized as level 3 of the fair value hierarchy.

Securities may be valued based on purchase prices of privately negotiated transactions. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

Short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the base price.

When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Valuation Designee believes reflects fair value and are categorized as Level 3 of the fair value hierarchy.

**2. FEDERAL INCOME TAX MATTERS**

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the "Code") and distribute all of its taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made.

The Fund may be subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments.

In accordance with U.S. GAAP, the Manager has reviewed the Fund's tax positions for all open tax years. As of September 30, 2025, the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns.

The Fund files U.S. federal, state and local tax returns as required. The Fund's tax returns are subject to examination by relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.

**3. INVESTMENTS IN AFFILIATES**

The Fund may invest in the PIMCO Short Asset Portfolio and the PIMCO Short-Term Floating NAV Portfolio III ("Central Funds") to the extent permitted by the Act, rules thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for use solely by the series of the Trust and other series of registered investment companies advised by the Adviser, in connection with their cash management activities. The main investments of the Central Funds are money market and short maturity fixed income instruments. The Central Funds may incur expenses related to their investment activities, but do not pay Investment Advisory Fees or Supervisory and Administrative Fees to the Adviser. The Central Funds are considered to be affiliated with the Fund. A complete schedule of portfolio holdings for each affiliate fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available at the SEC's website at www.sec.gov. A copy of each affiliate fund's shareholder report is also available at the SEC's website at www.sec.gov, on the Fund's website at www.pimco.com, or upon request, as applicable. The table below shows the Fund's transactions in and earnings from investments in the affiliated funds for the period ended September 30, 2025 (amounts in thousands<sup>†</sup>):

**Investment in PIMCO Short-Term Floating NAV Portfolio III**

------

Notes to Financial Statements (Cont.)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Market Value<br>06/30/2025** | **Purchases at<br>Cost** | **Proceeds from<br>Sales** | **Net<br>Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation<br>(Depreciation)** | **Market Value<br>09/30/2025** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| $197390 | $287615 | $(451800) | $89 | $(73) | $33221 | $1332 | $0 |

---

<sup>†</sup> A zero balance may reflect actual amounts rounding to less than one thousand.

<sup>(1)</sup> The tax characterization of distributions is determined in accordance with Federal income tax regulations and may contain a return of capital. The actual tax characterization of distributions received is determined at the end of the fiscal year of the affiliated fund.

An affiliate includes any company in which a Fund owns 5% or more of the company's outstanding voting shares. The table below represents transactions in and earnings from these affiliated issuers for the period ended September 30, 2025 (amounts in thousands<sup>†</sup>, except number of shares).

**PIMCO Corporate & Income Opportunity Fund**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **Security Name** | &nbsp;&nbsp; **Market Value at 06/30/2025** | &nbsp;&nbsp; **Purchases at cost** | &nbsp;&nbsp; **Proceeds from Sale** | &nbsp;&nbsp; **Net Realized Gain/(Loss)** | &nbsp;&nbsp; **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp; **Market Value at 09/30/2025** | &nbsp;&nbsp; **Dividend Income** | &nbsp;&nbsp; **Shares Held at 09/30/2025** |
| &nbsp;&nbsp; Unity Bancorp, Inc. | $&nbsp;&nbsp; 0 | $&nbsp;&nbsp; 8640 | $&nbsp;&nbsp; 0 | $&nbsp;&nbsp; 0 | $&nbsp;&nbsp; (679) | $&nbsp;&nbsp; 7961 | $&nbsp;&nbsp; 0 | &nbsp;&nbsp; 1416163  |

---

<sup>†</sup> A zero balance may reflect actual amounts rounding to less than one thousand.

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** |  | (Unaudited) |
| **Counterparty Abbreviations:** | **Counterparty Abbreviations:** |  |  |  |  |
| **AZD** | Australia and New Zealand Banking Group | **DUB** | Deutsche Bank AG | **MYI** | Morgan Stanley & Co. International PLC |
| **BOA** | Bank of America N.A. | **FAR** | Wells Fargo Bank National Association | **NGF** | Nomura Global Financial Products, Inc. |
| **BPS** | BNP Paribas S.A. | **GLM** | Goldman Sachs Bank USA | **NXN** | Natixis New York |
| **BRC** | Barclays Bank PLC | **GST** | Goldman Sachs International | **SCX** | Standard Chartered Bank, London |
| **BSH** | Banco Santander S.A. - New York Branch | **IND** | Crédit Agricole Corporate and Investment Bank <br> S.A. | **SOG** | Societe Generale Paris |
| **BYR** | The Bank of Nova Scotia - Toronto | **JPM** | JP Morgan Chase Bank N.A. | **SSB** | State Street Bank and Trust Co. |
| **CBK** | Citibank N.A. | **MBC** | HSBC Bank Plc | **TDM** | TD Securities (USA) LLC |
| **CDC** | Natixis Securities Americas LLC | **MEI** | Merrill Lynch International | **UBS** | UBS Securities LLC |
| **DBL** | Deutsche Bank AG London | **MYC** | Morgan Stanley Capital Services LLC |  |  |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **AUD** | Australian Dollar | **GBP** | British Pound | **MXN** | Mexican Peso |
| **BRL** | Brazilian Real | **HKD** | Hong Kong Dollar | **PEN** | Peruvian New Sol |
| **CAD** | Canadian Dollar | **IDR** | Indonesian Rupiah | **TRY** | Turkish New Lira |
| **DOP** | Dominican Peso | **JPY** | Japanese Yen | **USD (or $)** | United States Dollar |
| **EUR** | Euro | **KWD** | Kuwaiti Dinar |  |  |
| **Index/Spread Abbreviations:** | **Index/Spread Abbreviations:** |  |  |  |  |
| **ABX.HE** | Asset-Backed Securities Index - Home Equity | **EUR006M** | 6 Month EUR Swap Rate | **SOFR** | Secured Overnight Financing Rate |
| **BISTREFI** | Turkish Lira Overnight Reference Rate | **EUR012M** | 12 Month EUR Swap Rate | **SONIO** | Sterling Overnight Interbank Average Rate |
| **BP0003M** | 3 Month GBP-LIBOR | **GSMMUSTI** | Goldman Sachs Money Market US Treasury <br> Instrument Index | **TSFR1M** | Term SOFR 1-Month |
| **BRMMUSDF** | BlackRock Money Market US Treasury Fund Index | **JMMMUSTF** | JP Morgan Money Market US Treasury Fund Index | **TSFR3M** | Term SOFR 3-Month |
| **CDOR06** | 6 Month CDN Swap Rate | **JY0003M** | 3 Month JPY-LIBOR | **TSFR6M** | Term SOFR 6-Month |
| **EUR003M** | 3 Month EUR Swap Rate | **MSMMUSTF** | MSILF Money Market US Treasury Fund Index | **US0003M** | ICE 3-Month USD LIBOR |
| **Municipal Bond or Agency Abbreviations:** | **Municipal Bond or Agency Abbreviations:** |  |  |  |  |
| **ACA** | American Capital Access Holding Ltd. |  |  |  |  |
| **Other Abbreviations:** | **Other Abbreviations:** |  |  |  |  |
| **ABS** | Asset-Backed Security | **DAC** | Designated Activity Company | **PIK** | Payment-in-Kind |
| **ALT** | Alternate Loan Trust | **EBITDA** | Earnings before Interest, Taxes, Depreciation and Amoritization | **REMIC** | Real Estate Mortgage Investment Conduit |
| **BRL-CDI** | Brazil Interbank Deposit Rate | **EURIBOR** | Euro Interbank Offered Rate | **TBA** | To-Be-Announced |
| **CDO** | Collateralized Debt Obligation | **JSC** | Joint Stock Company | **TBD** | To-Be-Determined |
| **CLO** | Collateralized Loan Obligation | **OIS** | Overnight Index Swap | **TBD%** | Interest rate to be determined when loan settles or at the time of funding |
| **CMBS** | Collateralized Mortgage-Backed Security |  |  |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Corporate & Income Opportunity Fund

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

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

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

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $2986986541.35

**Total Liabilities:** $603857246.82

**Net Assets:** $2383129294.53

**Delayed Delivery Securities:** $47400000.00

**Cash Not Reported:** $38658761.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 68936.388900 | **1-Year:** 5537.075800 | **5-Year:** 47665.353400 | **10-Year:** 48698.376300 | **30-Year:** -4364.715500

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

- **3-Month:** 225729.755000 | **1-Year:** 138296.672900 | **5-Year:** 219291.358400 | **10-Year:** 60151.434000 | **30-Year:** 5089.983000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.11%                | 2.40%                | 2.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2214546.66              | $1958144.99                                |
| Month 2  | $10404490.20             | $-4103423.63                               |
| Month 3  | $1272002.18              | $9458966.31                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED REGS 03/30 5.25                        | CUSIP: ACI2TMWB2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4100000 | PA      | $4963455.33   | 0.21%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                 | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1              | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     834369 | PA      | $792679.94    | 0.03%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TRUST 2005-2                                 | AEGIS ASSET BACKED SECURITIES AABST 2005 2 M5               | CUSIP: 00764MFF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $271828.35    | 0.01%             | 2035-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-1                                             | FREMONT HOME LOAN TRUST FHLT 2005 1 M5                      | CUSIP: 35729PJF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143611 | PA      | $142161.88    | 0.01%             | 2035-06-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD IDR BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-82.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                 | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2300000 | PA      | $2340912.40   | 0.10%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT MXN SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $5771.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                 | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     984000 | PA      | $971679.23    | 0.04%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 5A                                                     | SOUTH COAST FUNDING SCF 5A B 144A                           | CUSIP: 84129VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1076526 | PA      | $338998.05    | 0.01%             | 2039-08-06      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FINANCE AUTHORITY                                       | TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0    | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   78700000 | PA      | $7355010.81   | 0.31%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                       | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2             | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   24448000 | PA      | $23839367.04  | 1.00%             | 2027-09-01      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $7041333.36   | 0.30%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAD TR 2005-WL2                                       | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4            | CUSIP: 542514NE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $915522.40    | 0.04%             | 2035-08-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-2    | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 1A6             | CUSIP: 93934FLW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     808169 | PA      | $801298.90    | 0.03%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.50000 09/21/22-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $4341184.16   | 0.18%             |  |  |  | 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        |   21945000 | PA      | $21677490.45  | 0.91%             | 2030-10-08      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| PRET 2025-NPL10 LLC                                                        | PRET 2025 NPL10 LLC 10/55 5.2498                            | CUSIP: 69392WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13558000 | PA      | $13552062.82  | 0.57%             | 2055-10-25      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-4                                          | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 M10             | CUSIP: 542514JC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3608431 | PA      | $3198312.19   | 0.13%             | 2034-10-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR C 144A           | CUSIP: 12564NAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1125000 | PA      | $1087589.93   | 0.05%             | 2038-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 10/25 0.00000                                 | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4394000 | PA      | $4384140.36   | 0.18%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TRU 2005-CTX1                                   | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M4            | CUSIP: 83611PBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        736 | PA      | $736.28       | 0.00%             | 2035-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.6* 8/24/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-637480.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MANUCHAR GROUP BV                                                          | MANUCHAR GROUP SARL SR SECURED 144A 07/32 VAR               | CUSIP: ACI2YDMC5<br>LEI: 2549001MEFA4EOZSYR71 | Long             | DBT              | CORP              | BE        |    1700000 | PA      | $1973806.30   | 0.08%             | 2032-07-07      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                       | AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1           | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    8944044 | PA      | $8728805.48   | 0.37%             | 2027-09-01      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75        | CUSIP: 650929AA0<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     300000 | PA      | $213000.00    | 0.01%             | 2028-10-15      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-1                                     | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3              | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11496276 | PA      | $2946584.02   | 0.12%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                                   | KRONOS INTERNATIONAL INC SR SECURED 144A 03/29 9.5          | CUSIP: ACI2MTFK3<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $10550158.57  | 0.44%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251125                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $14139.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                    | VALE SA SUBORDINATED 12/49 VAR                              | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  250000000 | PA      | $16863168.77  | 0.71%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS A COMMON STOCK                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     275106 | NS      | $789554.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC GROUP INC                                                              | BGC GROUP INC SR UNSECURED 06/29 6.6                        | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1352590.15   | 0.06%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2011-4                                        | RBSSP RESECURITIZATION TRUST RBSSP 2011 4 4A2 144A          | CUSIP: 74930PAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $3804236.00   | 0.16%             | 2037-08-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000            | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     134811 | PA      | $115798.33    | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                    | QUIDELORTHO CORP TERM LOAN                                  | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    9300000 | PA      | $9263218.50   | 0.39%             | 2032-08-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                    | XBP GLOBAL HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 98400V101<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |      12238 | NS      | $9876.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. COMMON STOCK                                        | CUSIP: B7XL4M900<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |   10875213 | NS      | $1082974.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A1                                     | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 2A1            | CUSIP: 466287AP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3642858 | PA      | $3119836.83   | 0.13%             | 2037-03-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL4 LLC                                                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL4 A1 144A       | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     924203 | PA      | $931406.89    | 0.04%             | 2055-04-25      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -317475 | PA      | $-317792.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4220895 | PA      | $-4224152.09  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                               | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                    | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $2113291.19   | 0.09%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP COMPANY GUAR 07/26 7.75                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18800000 | PA      | $18646241.94  | 0.78%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/2.00000 03/15/23-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $1494934.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2005-D                                    | INDYMAC RESIDENTIAL ASSET BACK INABS 2005 D M2              | CUSIP: 456606JQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301639 | PA      | $243100.77    | 0.01%             | 2036-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $842.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LN ASST BKD 2005-FF2                                    | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M6              | CUSIP: 36242DN74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     660767 | PA      | $625341.94    | 0.03%             | 2035-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4300                                                    | FREDDIE MAC FHR 4300 SC                                     | CUSIP: 3137B82L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2207387 | PA      | $1844030.78   | 0.08%             | 2039-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                       | EUROSAIL PLC ESAIL 2007 3X E1C REGS                         | CUSIP: G3299SAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1394472 | PA      | $1560280.48   | 0.07%             | 2045-06-13      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD AUD BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2664.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI C 144A                            | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3764559.08   | 0.16%             | 2037-07-05      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1145.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2005-2                                         | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M6              | CUSIP: 542514KW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1860054.97   | 0.08%             | 2035-04-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1628.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4220895 | PA      | $-4224152.09  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2006-10                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1             | CUSIP: 86361QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1597186 | PA      | $1219339.25   | 0.05%             | 2036-11-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                   | DISH NETWORK CORP SR UNSECURED 08/26 3.375                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5714150.00   | 0.24%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/4.25000 03/20/24-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $801432.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $11437.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-E                                             | FREMONT HOME LOAN TRUST FHLT 2005 E M1                      | CUSIP: 35729PND8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1172613.40   | 0.05%             | 2036-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                                | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5                | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12982658.00  | 0.54%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                           | WESTMORELAND MINING HOLDINGS L COMMON                       | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44693 | NS      | $16759.91     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | TURKEY EM SP MYI                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-415747.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GLGU-2021-1A                                                               | MAN GLG US CLO 2021 1 LTD GLGU 2021 1A SUB 144A             | CUSIP: 56166XAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $578300.77    | 0.02%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTOR 2005-HE1                                   | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M3             | CUSIP: 59020UUY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79508 | PA      | $76783.37     | 0.00%             | 2036-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC JPY TERM LOAN                           | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |   65442610 | PA      | $447820.29    | 0.02%             | 2032-01-30      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| WMALT MTGE PASS-THRU CERT 2005-8                                           | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1            | CUSIP: 93934FDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     764507 | PA      | $609030.07    | 0.03%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD IDR BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-97.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5            | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   12279000 | PA      | $13539439.35  | 0.57%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2005-HE3               | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M5            | CUSIP: 04541GQY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11120 | PA      | $12352.79     | 0.00%             | 2035-04-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20251114                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-102138.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25               | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     598000 | PA      | $145822.30    | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC            | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 06/32 8.625       | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4493093.31   | 0.19%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                        | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35               | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1176470.82   | 0.05%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $6390.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2006-2                                       | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 6A1              | CUSIP: 007034AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1363195 | PA      | $558528.48    | 0.02%             | 2036-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2526061 | PA      | $-2555047.06  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES 2005-HE1                                     | MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M6              | CUSIP: 57643LJK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $399202.44    | 0.02%             | 2035-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                            | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65       | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    1000000 | PA      | $1046900.00   | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.1* 7/12/23-8Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $805085.94    | 0.03%             |  |  |  | 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        |    9567023 | PA      | $4696397.19   | 0.20%             | 2035-11-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                              | PURPLE RE LTD UNSECURED 144A 06/27 VAR                      | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $424840.00    | 0.02%             | 2027-06-07      | Floating      | 13.09%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                               | FANNIE MAE   CAS CAS 2021 R03 1B2 144A                      | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7400000 | PA      | $7667476.70   | 0.32%             | 2041-12-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2300000 | PA      | $2698318.29   | 0.11%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251103                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $14340.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 FIRST OUT TERM LOAN      | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296947 | PA      | $244320.21    | 0.01%             | 2028-07-27      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA7                                        | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1            | CUSIP: 751152AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     247907 | PA      | $250970.01    | 0.01%             | 2036-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                     | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A          | CUSIP: 04965JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12835000 | PA      | $12616806.28  | 0.53%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CORK STREET CLO DESIGNATED ACTIVITY CO 1A                                  | CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A            | CUSIP: ACI0QPJC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     700297 | PA      | $96442.25     | 0.00%             | 2028-11-27      | Fixed         | 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        |    3387880 | PA      | $1829627.00   | 0.08%             | 2036-01-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 8.5                          | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $7927511.51   | 0.33%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251106                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $43796.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES 2021-R02                          | FANNIE MAE   CAS CAS 2021 R02 2B2 144A                      | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3544000 | PA      | $3696623.07   | 0.16%             | 2041-11-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F+G ANNUITIES + LIFE INC F+G ANNUITIES + LIFE INC           | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $625907.49    | 0.03%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 02/29 8.625       | CUSIP: P01012BX3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2100000 | PA      | $2250024.00   | 0.09%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                               | FANNIE MAE   CAS CAS 2022 R01 1B2 144A                      | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7600000 | PA      | $7943872.64   | 0.33%             | 2041-12-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/0.75000 09/21/22-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $4091112.57   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS B COMMON STOCK                      | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     213502 | NS      | $539220.65    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20251124                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-66281.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/39 6.75                        | CUSIP: ACI2W0SC9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6500000 | PA      | $7786474.23   | 0.33%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                      | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                  | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1504574 | PA      | $442491.15    | 0.02%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 10/25 0.00000                                 | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1679000 | PA      | $1676553.87   | 0.07%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                    | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   19300000 | PA      | $19241424.50  | 0.81%             | 2032-07-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                              | AMSURG EQUITY EQTYAS910                                     | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1271774 | NS      | $57416357.28  | 2.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES 2005-HE1                                     | MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M5              | CUSIP: 57643LJJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44607 | PA      | $47712.67     | 0.00%             | 2035-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      28527 | NS      | $618085.01    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-2                                             | FREMONT HOME LOAN TRUST FHLT 2006 2 M1                      | CUSIP: 35729PPZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12816254 | PA      | $9165876.17   | 0.38%             | 2036-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                      | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878      | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7675566.91   | 0.32%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                                    | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 D 144A          | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2437826.50   | 0.10%             | 2038-11-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3101613.01   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2MY5W7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1050000 | PA      | $1200602.99   | 0.05%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC LAST OUT TERM LOAN                           | CUSIP: BA000D206<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    4912664 | PA      | $4998635.38   | 0.21%             | 2031-01-03      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| ENCORE CREDIT RECEIVABLES TR 2005-1                                        | ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M3                | CUSIP: 126673VR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78778 | PA      | $73789.68     | 0.00%             | 2035-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP            | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A        | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     976280 | PA      | $962886.38    | 0.04%             | 2037-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BELLE HAVEN ABS CDO LTD 2006-1A                                            | BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A                | CUSIP: 078452AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  324259966 | PA      | $747094.96    | 0.03%             | 2046-07-05      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | NEW WINDSTREAM WARRANTS                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     275876 | NC      | $1548271.56   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| HAMPTON ROADS PPV LLC                                                      | HAMPTON ROADS PPV LLC BONDS 144A 06/53 6.171                | CUSIP: 409322AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1557138.69   | 0.07%             | 2053-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST-2007-4                                              | SLM STUDENT LOAN TRUST SLMA 2007 4 R                        | CUSIP: 78444A107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7000 | PA      | $1308575.92   | 0.05%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                                | MCDERMOTT INTERNATIONAL LTD COMMON STOCK USD1.0             | CUSIP: G5924V148<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |        461 | NS      | $9173.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $639475.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                                         | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2            | CUSIP: 16162WPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5673 | PA      | $5394.42      | 0.00%             | 2035-12-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC DELAYED DRAW TERM LOAN                       | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    1087336 | PA      | $1087336.24   | 0.05%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-2                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M4              | CUSIP: 64352VKW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142347 | PA      | $151045.90    | 0.01%             | 2035-06-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2            | CUSIP: 92925VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400535 | PA      | $344692.03    | 0.01%             | 2037-02-25      | Floating      | 4.11%                 | 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        |     445812 | PA      | $421458.83    | 0.02%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                     | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     500000 | PA      | $12171.44     | 0.00%             | 2026-08-19      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN SR SECURED 144A 07/32 6.5            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17022871.25  | 0.71%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED              | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      15467 | NS      | $304114.86    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WINSTON RE LTD                                                             | WINSTON RE LTD UNSECURED 144A 02/31 VAR                     | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    1700000 | PA      | $1836255.00   | 0.08%             | 2031-02-26      | Floating      | 15.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.50 12/20/17-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-50315.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-158.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD AUD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-3954.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.4* 08/17/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3016141.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                            | BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1                  | CUSIP: 07386HVV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360093 | PA      | $156055.22    | 0.01%             | 2035-09-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC            | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $846018.09    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV TRUST                                                        | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A           | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $911026.30    | 0.04%             | 2038-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TRUST 2005-HE2                                      | MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M4              | CUSIP: 57643LKP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $371281.64    | 0.02%             | 2035-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                 | EQTYWM927 WESTMORELAND MINING                               | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45087 | NS      | $50722.53     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH EUR TERM LOAN B1                      | CUSIP: D255LZAB1<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    5400000 | PA      | $6001736.42   | 0.25%             | 2030-03-29      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.75 12/15/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10435356.43  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                 | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                      | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |   16450000 | PA      | $22132777.55  | 0.93%             | 2031-11-28      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 07/30 7.5                 | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    1500000 | PA      | $1575340.50   | 0.07%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                     | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 B 144A           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     833434 | PA      | $850852.31    | 0.04%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 VAR             | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2401444.63   | 0.10%             | 2028-03-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-1                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M3              | CUSIP: 64352VKC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148032 | PA      | $147833.30    | 0.01%             | 2035-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-NC2                                      | MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M6                 | CUSIP: 61744CPM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252567 | PA      | $229335.47    | 0.01%             | 2035-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2005-5                                        | STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M5               | CUSIP: 86358ETK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3780638 | PA      | $3379204.00   | 0.14%             | 2035-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15              | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2877510.22   | 0.12%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOEING CO/THE SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $343550.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-406333.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/0.75000 09/21/22-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $3161259.94   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VIALTO PARTNERS (GALAXY US OPCO INC)                                       | GALAXY US OPCO INC. TERM LOAN                               | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5619640 | PA      | $5134973.75   | 0.22%             | 2030-07-31      | Fixed         | 10.06%                | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                               | BDO USA P C 2024 TERM LOAN A                                | CUSIP: BA000BL33<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |    6772789 | PA      | $6831090.44   | 0.29%             | 2028-08-31      | Floating      | 9.22%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 01/29 5.125                | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2600000 | PA      | $2237625.00   | 0.09%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -6423583 | PA      | $-7556191.33  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1558579 | PA      | $-1565541.17  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT-BASED ASSET SERVC SEC 2005-CB8                                      | CREDIT BASED ASSET SERVICING A CBASS 2005 CB8 AF5           | CUSIP: 12489WQG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         51 | PA      | $50.61        | 0.00%             | 2035-12-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                    | KODIAK GAS SERVICES LLC SR UNSECURED 144A 10/35 6.75        | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1541071.92   | 0.06%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN      | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   24326873 | PA      | $22421227.41  | 0.94%             | 2030-12-31      | Floating      | 9.17%                 | 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      | $-16249.30    | -0.00%            |  |  |  | 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        |   10292506 | PA      | $7462067.16   | 0.31%             | 2028-02-10      | Floating      | 7.84%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.60 8/15/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1659251.09  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-J12                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1           | CUSIP: 12668ASY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1201413 | PA      | $613017.12    | 0.03%             | 2035-08-25      | Floating      | 4.81%                 | 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        |  102737181 | PA      | $13367009.02  | 0.56%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251021                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $15406.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 07/29 5.125                | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2400000 | PA      | $2061720.00   | 0.09%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-WF1                                        | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3A           | CUSIP: 46628SAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92015 | PA      | $24361.15     | 0.00%             | 2036-07-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/3.00 9/19/23-6Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-3966185.13  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75           | CUSIP: ACI2ZHVB7<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       4105 | PA      | $6182.35      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R11                                    | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R11 M5             | CUSIP: 03072SV51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $973055.49    | 0.04%             | 2036-01-25      | Floating      | 5.29%                 | 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      | $-6477.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-A                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A            | CUSIP: 78448P100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3150 | PA      | $728937.79    | 0.03%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| NATURE COAST RE LTD                                                        | NATURE COAST RE LTD UNSECURED 144A 04/33 VAR                | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $313845.00    | 0.01%             | 2033-04-10      | Floating      | 13.68%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/33 6.375                       | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2200000 | PA      | $2712186.18   | 0.11%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4319                                                    | FREDDIE MAC FHR 4319 ES                                     | CUSIP: 3137B8LB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1821656 | PA      | $1412055.66   | 0.06%             | 2044-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.30000 01/17/24-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $92799.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                   | CHORD ENERGY CORP SR UNSECURED 144A 10/30 6                 | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2782254.38   | 0.12%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A3           | CUSIP: 12668BZD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3403831 | PA      | $1558594.67   | 0.07%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 12/29 4.625                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194046.24    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-R11                                                    | BCAP LLC TRUST BCAP 2011 R11 32A7 144A                      | CUSIP: 05533FLT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1086236 | PA      | $1004164.21   | 0.04%             | 2036-02-26      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.00 9/16/23-7Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $201908.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375             | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2443691.14   | 0.10%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRONOX INCORPORATED                                                        | TRONOX INC SR SECURED 144A 09/30 9.125                      | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2156766.24   | 0.09%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                             | ADLER GROUP SA   VTG SHS COMMON STOCK                       | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |    3916182 | NS      | $4.60         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     109766 | PA      | $57736.94     | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.3* 8/09/23-9Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $18025921.78  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP TERM LOAN B                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   37019912 | PA      | $31316623.99  | 1.31%             | 2028-02-01      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                    | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    3391998 | PA      | $33034672.70  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                      | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                  | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2793094 | PA      | $821441.51    | 0.03%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-97                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 97 WS               | CUSIP: 38375GYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     618141 | PA      | $72557.07     | 0.00%             | 2042-01-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-8                                        | BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4              | CUSIP: 05946XZ48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14387 | PA      | $14597.57     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-HE3                 | ACE SECURITIES CORP. ACE 2005 HE3 M3                        | CUSIP: 004421NE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56042 | PA      | $55697.59     | 0.00%             | 2035-05-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| IVANTI SECURITY HOLDINGS LLC                                               | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                    | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3462827 | PA      | $3568875.64   | 0.15%             | 2029-06-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -21319341 | PA      | $-21356987.50 | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                            | PRP ADVISORS, LLC PRPM 2025 2 A1 144A                       | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     931811 | PA      | $935892.24    | 0.04%             | 2030-05-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-1                                          | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 1 1A8             | CUSIP: 93935PAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2170421 | PA      | $1853572.57   | 0.08%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $5083.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                | UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6           | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23466000 | PA      | $21268661.12  | 0.89%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOEING CO/THE SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8280.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | EQUINIX INC SNR S* SP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $74207.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WACHOVIA MTGE LOAN TRUST 2006-AMN1                                         | WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 AMN1 A3             | CUSIP: 92978EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2093670 | PA      | $688913.63    | 0.03%             | 2036-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-HE3                 | ACE SECURITIES CORP. ACE 2005 HE3 M5                        | CUSIP: 004421NG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     295566 | PA      | $238429.85    | 0.01%             | 2035-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-37T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 37T1 A4           | CUSIP: 12667G2W2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2649932 | PA      | $1753258.88   | 0.07%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                        | CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR                | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2299000.00   | 0.10%             | 2027-04-05      | Floating      | 12.64%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $12419.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1227160.00   | 0.05%             | 2026-06-08      | Floating      | 26.76%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE12                       | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE12 M4           | CUSIP: 0738795T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     799246 | PA      | $784623.90    | 0.03%             | 2035-12-25      | Floating      | 5.35%                 | 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        |    4017129 | PA      | $4017128.73   | 0.17%             | 2029-12-23      | Floating      | 7.65%                 | No            |                  3 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $416500.00    | 0.02%             | 2032-06-07      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERTS 2005-WF1                                        | ASSET BACKED FUNDING CERTIFICA ABFC 2005 WF1 M5             | CUSIP: 04542BMC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86892 | PA      | $86695.74     | 0.00%             | 2034-07-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DRYDEN 57 CLO LTD 2018-58A                                                 | DRYDEN SENIOR LOAN FUND DRSLF 2018 58A SUB 144A             | CUSIP: 26245TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14311000 | PA      | $1020977.65   | 0.04%             | 2031-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENE KING FINANCE PLC                                                    | GREENE KING FINANCE PLC SECURED 12/34 VAR                   | CUSIP: B06FKZII2<br>LEI: 213800QIJMYMW6TSBG41 | Long             | DBT              | CORP              | GB        |     350000 | PA      | $435411.20    | 0.02%             | 2034-12-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST                          | BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25         | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43549 | PA      | $42550.51     | 0.00%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                         | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                   | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |    1167686 | NS      | $1844943.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-19                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2            | CUSIP: 02151AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6248243 | PA      | $2940605.39   | 0.12%             | 2037-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2007-6                                               | LEHMAN MORTGAGE TRUST LMT 2007 6 1A11                       | CUSIP: 52521NAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11574 | PA      | $10256.30     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-250775.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                | URSA RE LTD UNSECURED 144A 02/28 VAR                        | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1109955.00   | 0.05%             | 2028-02-22      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                    | J + J VENTURES GAMING LLC 2024 TERM LOAN                    | CUSIP: 46604BAG3<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    3177900 | PA      | $3209679.00   | 0.13%             | 2028-04-26      | Floating      | 9.28%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-18.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA GOVT                                                              | MONGOLIA INTL BOND SR UNSECURED 144A 02/30 6.625            | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    1100000 | PA      | $1119531.01   | 0.05%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI D 144A                            | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3725986.95   | 0.16%             | 2037-07-05      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2541.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST                               | AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25         | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     755252 | PA      | $773231.77    | 0.03%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-B                                             | FREMONT HOME LOAN TRUST FHLT 2005 B M6                      | CUSIP: 35729PKA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1132239.03   | 0.05%             | 2035-04-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2700000 | PA      | $3034643.89   | 0.13%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-29T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 29T1 2A8          | CUSIP: 02147PAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1357887 | PA      | $784669.40    | 0.03%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                         | SW (FINANCE) I PLC SR SECURED REGS 03/27 1.625              | CUSIP: ACI1WPQH7<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    6580000 | PA      | $8307135.00   | 0.35%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR              | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3663087 | PA      | $1996382.42   | 0.08%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-53                                                  | FANNIE MAE FNR 2013 53 MI                                   | CUSIP: 3136AEFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54781 | PA      | $998.33       | 0.00%             | 2042-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPRUCE BIDCO II INC                                                        | SPRUCE BIDCO II INC REVOLVER                                | CUSIP: BA000FL00<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     763761 | PA      | $763761.47    | 0.03%             | 2032-01-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 02/29 8.625       | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    4400000 | PA      | $4714336.00   | 0.20%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 02/32 7.75                        | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   38400000 | PA      | $39760819.20  | 1.67%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $753.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2009-RR14                                                   | BCAP LLC TRUST BCAP 2009 RR14 5A2 144A                      | CUSIP: 05532LAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1629381 | PA      | $973143.69    | 0.04%             | 2036-12-26      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                              | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3         | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      64160 | PA      | $60866.97     | 0.00%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -1260624 | PA      | $-1698022.65  | -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        |   14034670 | PA      | $14047862.26  | 0.59%             | 2030-12-18      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/20/23-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $602275.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                           | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/34 9.75         | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    7120000 | PA      | $7303340.00   | 0.31%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251203                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $5900.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 11/31 4.625                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   15100000 | PA      | $13553027.80  | 0.57%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251014                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $3271.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $107032.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA6                                         | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A1           | CUSIP: 32052FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     941730 | PA      | $238091.30    | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-30.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000            | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      57600 | PA      | $55728.18     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4520                                                           | FREDDIE MAC FHR 4520 AI                                     | CUSIP: 3137BLTL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     634297 | PA      | $54996.97     | 0.00%             | 2035-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC REVOLVER                              | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2209214 | PA      | $2203094.48   | 0.09%             | 2029-12-10      | Floating      | 0.24%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR               | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     871200 | PA      | $850346.86    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2750                                                           | FREDDIE MAC FHR 2750 SG                                     | CUSIP: 31394RFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     593477 | PA      | $61769.74     | 0.00%             | 2034-02-15      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUROPE REAL ESTATE LIMITED                                  | KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25        | CUSIP: ACI0HXJ38<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |     821053 | PA      | $961863.22    | 0.04%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG           | CUSIP: 952NPHII6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    2736000 | PA      | $355680.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                       | INEOS US FINANCE LLC 2024 USD 1ST LIEN TERM LOAN B          | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    2162539 | PA      | $1948988.31   | 0.08%             | 2031-02-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1081256 | PA      | $784991.86    | 0.03%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERT 2006                                   | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11               | CUSIP: 225470P23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     867079 | PA      | $417331.96    | 0.02%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                            | COMISION EJ HI RIO LEMPA GOVT GUARANT REGS 01/33 8.65       | CUSIP: P3012UAA4<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     300000 | PA      | $314070.00    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| RZD CAPITAL PUBLIC LIMITED COMPANY                                         | RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487         | CUSIP: B3SXQ5II3<br>LEI: 635400VKMH1VQDFMW392 | Long             | DBT              | CORP              | IE        |    1500000 | PA      | $1412144.44   | 0.06%             | 2031-03-25      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                                                      | COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR                 | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |    4400000 | NS      | $4303221.56   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOM REP CB NOTES NOTES 144A 01/26 13                        | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |   37960000 | PA      | $615466.25    | 0.03%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN   | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |   57292328 | PA      | $66255134.02  | 2.78%             | 2029-12-31      | Floating      | 7.49%                 | No            |                  3 | On Loan: No      |
| LUCA RE LTD                                                                | LUCA RE LTD UNSECURED 144A 07/31 VAR                        | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $1000200.00   | 0.04%             | 2031-07-22      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                          | QWEST CORP SR UNSECURED 05/30 7.375                         | CUSIP: 624284BD6<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6798949.50   | 0.29%             | 2030-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251010                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1664.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                          | REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/35 5.976        | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1223137.44   | 0.05%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4182                                                    | FREDDIE MAC FHR 4182 HS                                     | CUSIP: 3137B0WN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68775 | PA      | $46365.32     | 0.00%             | 2043-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                          | REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/30 5.204        | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1511534.64   | 0.06%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-C                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 C M1              | CUSIP: 64352VNZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     313819 | PA      | $303371.38    | 0.01%             | 2035-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                      | NEW UNITY COMMON STOCKK                                     | CUSIP: 958WDX907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1416163 | NS      | $7960441.99   | 0.33%             |  |  |  | No            |                  3 | On Loan: No      |
| AMSURG LLC                                                                 | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN      | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   24629462 | PA      | $25368346.26  | 1.06%             | 2028-09-15      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625            | CUSIP: X74344DS2<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    9200000 | PA      | $6440000.00   | 0.27%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251031                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $13520.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                              | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 05/30 7.5          | CUSIP: ACI2FPJG4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   15400000 | PA      | $18750758.39  | 0.79%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                     | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    1895179 | PA      | $1660650.38   | 0.07%             | 2029-05-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                   | TITANIUM 2L BONDCO S.? R.L. EO 01/31 6.25                   | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |   21921600 | PA      | $6763305.90   | 0.28%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECUR TR 2005-OPT1                                      | MASTR ASSET BACKED SECURITIES MABS 2005 OPT1 M6             | CUSIP: 57643LHU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     208123 | PA      | $166679.72    | 0.01%             | 2035-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7            | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3249103.50   | 0.14%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1             | CUSIP: BXC8GV902<br>LEI: 959800U3NGPXSCQHQW54 | Long             | EC               | CORP              | ES        |    1233318 | NS      | $532855.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                       | GSAMP TRUST GSAMP 2007 FM1 A1                               | CUSIP: 3622MAAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1181779 | PA      | $632423.06    | 0.03%             | 2036-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $18.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4102                                                    | FREDDIE MAC FHR 4102 NS                                     | CUSIP: 3137AUN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     711492 | PA      | $402901.38    | 0.02%             | 2042-09-15      | Floating      | 0.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $30.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                   | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                 | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     110000 | NS      | $97625.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25            | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   58400000 | PA      | $1037736.40   | 0.04%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      51920 | NS      | $6230.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QLIK TECHNOLOGIES (PROJECT ALPHA INTERMEDIATE HOLDING INC)                 | PROJECT ALPHA INTMDT HLDNG INC 2024 1ST LIEN TERM LOAN B    | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4726 | PA      | $4744.74      | 0.00%             | 2030-10-26      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| PALM RE LTD                                                                | PALM RE LTD UNSECURED 144A 06/32 VAR                        | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $423420.00    | 0.02%             | 2032-06-07      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1207855.00   | 0.05%             | 2026-06-08      | Floating      | 21.20%                | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 04/29 VAR                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      53657 | PA      | $30048.00     | 0.00%             | 2029-04-22      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2485848.00   | 0.10%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A5           | CUSIP: 02149VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13319096 | PA      | $1096537.23   | 0.05%             | 2037-04-25      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-3A                                                   | CIFC FUNDING LTD CIFC 2014 3A INC 144A                      | CUSIP: 12549TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2441000 | PA      | $1494183.04   | 0.06%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE INTEREST STRIP 368                                              | FANNIEMAE STRIP FNS 368 18                                  | CUSIP: 3136FCJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138883 | PA      | $17359.13     | 0.00%             | 2036-02-25      | Variable      | 5.00%                 | 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      | $26000.00     | 0.00%             | 2060-12-31      | None          | 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        |     -27363 | PA      | $-27410.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2418.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A16                            | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A16 1A3            | CUSIP: 76114GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1475252 | PA      | $566727.04    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 MORTGAGE TRUST                                               | DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A                    | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $992925.20    | 0.04%             | 2036-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                  | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95               | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6881000 | PA      | $2195090.63   | 0.09%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)                                  | AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR            | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1216845.00   | 0.05%             | 2067-01-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                            | ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR                 | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $271637.50    | 0.01%             | 2031-05-07      | Floating      | 14.13%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-16                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV5              | CUSIP: 126670PM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     273448 | PA      | $213570.91    | 0.01%             | 2036-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11         | CUSIP: 02149JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     491072 | PA      | $175230.88    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                       | INTEGRITY RE III UNSECURED 144A 06/28 VAR                   | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $425580.00    | 0.02%             | 2028-06-06      | Floating      | 16.19%                | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2005-WMC1                                        | MASTR ASSET BACKED SECURITIES MABS 2005 WMC1 M5             | CUSIP: 57643LHA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     431215 | PA      | $431500.45    | 0.02%             | 2035-03-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-3                          | FREDDIE MAC   SCRT SCRT 2018 3 BX 144A                      | CUSIP: 35563PGW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9897351 | PA      | $3021726.45   | 0.13%             | 2057-08-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      68635 | NS      | $1487091.69   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-3                                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV6               | CUSIP: 126673B92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     241607 | PA      | $239479.19    | 0.01%             | 2035-08-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                         | SW (FINANCE) I PLC SR SECURED REGS 05/28 2.375              | CUSIP: ACI1ML5J6<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    9960000 | PA      | $12276145.20  | 0.52%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR COMMON STOCK UNIT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       9947 | NS      | $5421115.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG           | CUSIP: 952NPG006<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     600000 | PA      | $78000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                               | FANNIE MAE   CAS CAS 2021 R01 1B2 144A                      | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11510000 | PA      | $11953247.80  | 0.50%             | 2041-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOEING CO/THE SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $11230.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.2* 9/15/23-3Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-351341.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                | INTELSAT EMERGENCE SA COMMON STOCK                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |     460477 | NS      | $0.46         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2005-FM1                                       | NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M4               | CUSIP: 65536HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540111 | PA      | $425045.30    | 0.02%             | 2035-05-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9           | CUSIP: 02149VAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     367148 | PA      | $160159.29    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W5                                              | ARGENT SECURITIES INC. ARSI 2005 W5 M1                      | CUSIP: 040104QQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     332880 | PA      | $357951.52    | 0.02%             | 2036-01-25      | Floating      | 4.96%                 | 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        |    8314574 | PA      | $2643769.76   | 0.11%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 1.75000 03/15/23-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $102025.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-F2                                         | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1             | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6531623 | PA      | $1975224.88   | 0.08%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 12/27 4.25                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     800000 | PA      | $786253.88    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-70.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                  | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4370291.16   | 0.18%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                | STARWOOD PROPERTY TRUST SR UNSECURED 144A 10/28 5.25        | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2101920.68   | 0.09%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7          | CUSIP: 02146XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2347085 | PA      | $949392.07    | 0.04%             | 2036-12-25      | Floating      | 6.25%                 | 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      | $192.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP            | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP B 144A        | CUSIP: 466317AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5857677 | PA      | $5746830.26   | 0.24%             | 2037-04-15      | Floating      | 5.51%                 | 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      | $-56913.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC INC 2005-R10                                       | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R10 M5             | CUSIP: 03072ST21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1028871.03   | 0.04%             | 2036-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                        | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85      | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      45000 | PA      | $41026.55     | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED REGS 07/29 4                    | CUSIP: ACI1X3WT2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $1827384.03   | 0.08%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ESKOM GG LOAN SNR EM SP DUB                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $445639.80    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $6.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A4                                           | JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 3A1                  | CUSIP: 46628LAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     243484 | PA      | $160427.94    | 0.01%             | 2036-06-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -29047841 | PA      | $-29123669.62 | -1.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.00000 12/21/22-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-4031619.44  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A1                                           | JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2                  | CUSIP: 466247F57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     676745 | PA      | $447131.97    | 0.02%             | 2036-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     784582 | PA      | $768538.55    | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                     | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6              | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |    2800557 | PA      | $2702818.92   | 0.11%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                   | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875        | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $3292813.77   | 0.14%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-2RA                                                  | CIFC FUNDING LTD CIFC 2014 2RA INC 144A                     | CUSIP: 125475AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $682062.14    | 0.03%             | 2030-04-24      | Fixed         | 0.00%                 | 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        |   45853740 | PA      | $16711071.59  | 0.70%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $37.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGLEAF PINE RE LTD                                                       | LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR               | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     350000 | PA      | $390932.50    | 0.02%             | 2031-05-27      | Floating      | 21.90%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20260218                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-2789.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25            | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     300000 | PA      | $257915.93    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251105                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $11616.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-89.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PETROLEOS MEXICANOS (PEMEX) LA SP MYC                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-88802.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                         | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2444444.60   | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-2                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M6              | CUSIP: 64352VKY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     365941 | PA      | $364861.58    | 0.02%             | 2035-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                   | CUSIP: BA000K747<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     492727 | PA      | $489899.58    | 0.02%             | 2032-08-26      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.00 12/16/20-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $251994.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                | SES S A COMMON STOCK                                        | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |     460477 | NS      | $5480022.12   | 0.23%             |  |  |  | No            |                  3 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                     | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 09/33 6            | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4798444.27   | 0.20%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                       | CLEVELAND CLIFFS INC SR UNSECURED 144A 01/34 7.625          | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1237272.01   | 0.05%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F+G ANNUITIES + LIFE INC COMPANY GUAR 10/34 6.25            | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $408231.40    | 0.02%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1           | CUSIP: 02150QAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500858 | PA      | $480600.73    | 0.02%             | 2037-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                    | FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A                 | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21368000 | PA      | $22660191.34  | 0.95%             | 2041-11-25      | Floating      | 12.16%                | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                             | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 VAR              | CUSIP: ACI30MW05<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    5200000 | PA      | $6122143.64   | 0.26%             | 2031-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -2235090 | PA      | $-2639118.57  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $5482.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260320                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $5018.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                     | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507        | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1038280 | PA      | $1106749.41   | 0.05%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R5                                     | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M4              | CUSIP: 03072SE50<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23972 | PA      | $23932.26     | 0.00%             | 2035-07-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                                         | BURBERRY GROUP PLC COMPANY GUAR REGS 06/30 5.75             | CUSIP: ACI2PKL89<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |    4529000 | PA      | $6122337.96   | 0.26%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A                           | CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A INC 144A        | CUSIP: 14311CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $866275.86    | 0.04%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM LLC                                                 | BKV UPSTREAM MIDSTREAM L COMPANY GUAR 144A 10/30 7.5        | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1200049.00   | 0.05%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                              | COREWEAVE INC COMPANY GUAR 144A 02/31 9                     | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5335870.80   | 0.22%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3340000 | PA      | $3995952.11   | 0.17%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC 2025-7                                                    | PRP ADVISORS, LLC PRPM 2025 7 A1 144A                       | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2790078 | PA      | $2796221.90   | 0.12%             | 2030-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-636392.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA NEW EQUITY                                           | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     704040 | NS      | $28259572.80  | 1.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR              | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3769379 | PA      | $2116506.31   | 0.09%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2                          | FREDDIE MAC   SCRT SCRT 2019 2 BXS 144A                     | CUSIP: 35563PKX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6710906 | PA      | $2623150.90   | 0.11%             | 2058-08-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -60076036 | PA      | $-60341572.20 | -2.53%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                            | BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1                  | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     435511 | PA      | $221736.86    | 0.01%             | 2036-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-AR1                                           | GSR MORTGAGE LOAN TRUST GSR 2007 AR1 1A1                    | CUSIP: 362290AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1163229 | PA      | $567834.79    | 0.02%             | 2037-03-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $9185.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                        | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/41 FIXED 3.714     | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $78545.65     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2005-WMC1                                        | MASTR ASSET BACKED SECURITIES MABS 2005 WMC1 M6             | CUSIP: 57643LHB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     478961 | PA      | $442265.68    | 0.02%             | 2035-03-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2023 EUR TERM LOAN B14                     | CUSIP: F6628DAP9<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     197980 | PA      | $220429.37    | 0.01%             | 2028-08-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                             | PROOFPOINT INC 2025 FUNGIBLE TERM LOAN                      | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    1100000 | PA      | $1105687.00   | 0.05%             | 2028-08-31      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP SR SECURED 144A 12/28 5.75                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34300000 | PA      | $32910507.00  | 1.38%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-1                                             | HOMEBANC MORTGAGE TRUST HMBT 2005 1 M6                      | CUSIP: 43739EAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50786 | PA      | $32956.37     | 0.00%             | 2035-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-1                                            | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2             | CUSIP: 78473NAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     877157 | PA      | $810117.93    | 0.03%             | 2037-02-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $20300.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2004-1                                       | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1              | CUSIP: 007036AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1515830 | PA      | $1403789.32   | 0.06%             | 2035-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                 | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL             | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     189425 | PA      | $154065.84    | 0.01%             | 2027-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2007-QH4                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2             | CUSIP: 74922TAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147120 | PA      | $126543.87    | 0.01%             | 2037-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                    | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                    | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5124863.70   | 0.22%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WEST MARINE NEW WARRANT WARRWM911                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       1687 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINANCING CO INC) | CNT PRNT/CDK GLO II/FIN SR SECURED 144A 06/29 8             | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1182558.17   | 0.05%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -693895 | PA      | $-699770.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260115                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $105958.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $11065916.28  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                                             | BONANZA RE LTD UNSECURED 144A 01/26 VAR                     | CUSIP: 09785EAN1<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $243500.00    | 0.01%             | 2026-01-08      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA                                | SPIRIT AIR 2017 1 PTT AA PASS THRU CE 08/31 3.375           | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60031 | PA      | $56005.12     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | SCURALPHA 1503 GMBH USD TERM LOAN B1                        | CUSIP: D7001LAC7<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    8289875 | PA      | $7660714.72   | 0.32%             | 2030-03-29      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                       | EUROSAIL PLC ESAIL 2007 3X D1A REGS                         | CUSIP: ACI01VU93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    4487014 | PA      | $4995633.62   | 0.21%             | 2045-06-13      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A G 144A          | CUSIP: 02007G5K5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3299248 | PA      | $3334038.64   | 0.14%             | 2033-06-15      | Fixed         | 10.22%                | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      22387 | NS      | $440177.11    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH C 144A       | CUSIP: 46654EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1015601.73   | 0.04%             | 2038-06-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                      | SYNIVERSE PFD PIK PFDJJZ917                                 | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    6753008 | NS      | $6584087.98   | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-10                                             | COUNTRYWIDE HOME LOANS CWHL 2007 10 A2                      | CUSIP: 12545CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406195 | PA      | $161694.29    | 0.01%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2023 USD TERM LOAN B14                     | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   16375987 | PA      | $15884707.10  | 0.67%             | 2028-08-15      | Floating      | 9.49%                 | No            |                  3 | On Loan: No      |
| INTEGRITY RE III LTD                                                       | INTEGRITY RE III UNSECURED 144A 06/27 VAR                   | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |     350000 | PA      | $392735.00    | 0.02%             | 2027-06-06      | Floating      | 29.46%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | GRAY TELEVISION INC 2024 TERM LOAN B                        | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     148000 | PA      | $148293.04    | 0.01%             | 2029-05-23      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25                | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     600000 | PA      | $624200.20    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                                     | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1            | CUSIP: 45660L4G1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     293013 | PA      | $96809.46     | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                  | BLOCK INC SR UNSECURED 144A 08/33 6                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1229664.00   | 0.05%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2006-A1                                       | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1             | CUSIP: 59020U5W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1629434 | PA      | $801401.52    | 0.03%             | 2036-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC CAD TERM LOAN                           | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     612043 | PA      | $444382.22    | 0.02%             | 2032-01-30      | Floating      | 7.68%                 | No            |                  3 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S5                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10           | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1020665 | PA      | $443129.72    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY                                                  | HAWAIIAN ELEC CO SR UNSECURED 144A 10/33 6                  | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2220497.95   | 0.09%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4          | CUSIP: 12667FJ55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301254 | PA      | $201961.78    | 0.01%             | 2035-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 12/25 0.00000                                 | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2648000 | PA      | $2627919.71   | 0.11%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1680466 | PA      | $-1682006.09  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC 2005-R3                                            | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M5              | CUSIP: 03072SA39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     287250 | PA      | $279480.39    | 0.01%             | 2035-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -7139108 | PA      | $-7149697.18  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT CAD SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-170.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A           | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3150000 | PA      | $2923331.36   | 0.12%             | 2038-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-47096.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $458389.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1462050 | PA      | $-1463797.15  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC OCADO GROUP PLC                             | CUSIP: ACI2QDHC0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    4950000 | PA      | $6652556.41   | 0.28%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2010-RR11                                                   | BCAP LLC TRUST BCAP 2010 RR11 6A2 144A                      | CUSIP: 05533JBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1943771 | PA      | $1337962.60   | 0.06%             | 2036-03-27      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                 | CARVANA CO SR SECURED 144A 06/31 9                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    6600190 | PA      | $7477804.06   | 0.31%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-2                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M5              | CUSIP: 64352VKX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290998 | PA      | $288197.92    | 0.01%             | 2035-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                               | ALAMO RE LTD UNSECURED 144A 06/27 VAR                       | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |     600000 | PA      | $644790.00    | 0.03%             | 2027-06-07      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                            | VERAISON RE LTD UNSECURED 144A 03/33 VAR                    | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $252762.50    | 0.01%             | 2033-03-08      | Floating      | 8.96%                 | 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        |   16496552 | PA      | $16496551.53  | 0.69%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ABX.HE.AAA.06-2 SP BRC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1339407.20  | -0.06%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | PEMEX LCDS SP DUB                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $20358.67     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | ABX.HE.AAA.06-2 SP GST                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-113646.33   | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| INTERNET BRANDS INC (MH SUB I LLC)                                         | MH SUB I LLC 2024 TERM LOAN B4                              | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    5955000 | PA      | $5493487.50   | 0.23%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                            | ARMOR RE II LTD UNSECURED 144A 01/32 VAR                    | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |     350000 | PA      | $373275.00    | 0.02%             | 2032-01-07      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A       | CUSIP: 465981AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1695030.40   | 0.07%             | 2040-10-05      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED REGS 01/28 3.375                | CUSIP: ACI1FL2Y4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $708833.09    | 0.03%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-7N                                                    | LEHMAN XS TRUST LXS 2007 7N 1A1A                            | CUSIP: 52524GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1091970 | PA      | $1030342.69   | 0.04%             | 2047-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A4            | CUSIP: 12668BMX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1110550 | PA      | $478878.62    | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE9                        | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE9 M2            | CUSIP: 073879R59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136082 | PA      | $136213.92    | 0.01%             | 2035-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                     | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3              | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7551238 | PA      | $2974206.05   | 0.12%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                       | EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR               | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     300000 | PA      | $305190.00    | 0.01%             | 2026-03-31      | Floating      | 12.82%                | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                               | DIVERSIFIED HEALTHCARE T SR SECURED 144A 10/30 7.25         | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $915821.59    | 0.04%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81                | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   21100000 | PA      | $19890651.60  | 0.83%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-6A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A        | CUSIP: 87331AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9129440 | PA      | $8216495.86   | 0.34%             | 2036-12-05      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR TRUST 2022-DNA1                                          | FREDDIE MAC   STACR STACR 2022 DNA1 B2 144A                 | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $849077.60    | 0.04%             | 2042-01-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $36231.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2005-HE1                                         | ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M6             | CUSIP: 04542BKX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113210 | PA      | $86508.01     | 0.00%             | 2035-03-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                                    | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A          | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997378.10    | 0.04%             | 2038-11-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                             | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 6.75             | CUSIP: ACI30N7J0<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    3500000 | PA      | $4147994.83   | 0.17%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2             | FREDDIE MAC   STACR STACR 2022 DNA2 B2 144A                 | CUSIP: 35564KSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5899031 | PA      | $6388347.36   | 0.27%             | 2042-02-25      | Floating      | 12.86%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251009                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $372.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)   | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 8.25          | CUSIP: ACI2WX839<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4000000 | PA      | $4484662.20   | 0.19%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI               | CUSIP: 38378HFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98556 | PA      | $10002.33     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX SA COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       7625 | NS      | $165208.34    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GREENGROVE RE LTD                                                          | GREENGROVE RE LTD UNSECURED 144A 04/32 VAR                  | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $400160.00    | 0.02%             | 2032-04-08      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | PANAMA LA SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $26265.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-M1                                             | SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A                | CUSIP: 78447T103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8350 | PA      | $2826918.22   | 0.12%             | 2029-10-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2417915 | PA      | $1178733.56   | 0.05%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                         | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7             | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     151378 | PA      | $139140.34    | 0.01%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                           | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     257000 | PA      | $206467.88    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2004-35T2                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5           | CUSIP: 12667FQ99<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     405501 | PA      | $335978.75    | 0.01%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                | URSA RE LTD UNSECURED 144A 12/28 VAR                        | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    2300000 | PA      | $2401085.00   | 0.10%             | 2028-12-07      | Floating      | 13.18%                | No            |                  2 | On Loan: No      |
| BAYOU RE LTD                                                               | BAYOU RE LTD UNSECURED 144A 04/31 VAR                       | CUSIP: 07304LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $321210.00    | 0.01%             | 2031-04-30      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-SFP                                                  | HILTON USA TRUST HILT 2016 SFP A 144A                       | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $1760830.05   | 0.07%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20300812                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $7138.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2023 TERM LOAN                             | CUSIP: 953PAVII5<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     750000 | PA      | $754998.72    | 0.03%             | 2029-09-13      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2021-B23                                         | BENCHMARK MORTGAGE TRUST BMARK 2021 B23 360C 144A           | CUSIP: 08162RBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8388000 | PA      | $4788745.27   | 0.20%             | 2054-02-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                         | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                   | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   16931000 | PA      | $17895754.28  | 0.75%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5060                                                    | FREDDIE MAC FHR 5060 PI                                     | CUSIP: 3137F8A29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6159125 | PA      | $1136572.31   | 0.05%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES 2005-R7                                     | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R7 M4              | CUSIP: 03072SK38<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389344 | PA      | $385124.46    | 0.02%             | 2035-09-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $130.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR4                                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A           | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     208831 | PA      | $174991.16    | 0.01%             | 2037-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $35227.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A        | CUSIP: 87331BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7116922 | PA      | $6476398.57   | 0.27%             | 2036-08-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $20639.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR              | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3286586 | PA      | $1815838.77   | 0.08%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                     | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                      | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   48109462 | PA      | $47075829.85  | 1.98%             | 2027-05-13      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20251202                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $751.41       | 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        |    3433815 | PA      | $3827510.89   | 0.16%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-BC1                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC1 M6              | CUSIP: 126673YP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135900 | PA      | $133770.70    | 0.01%             | 2035-05-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2005-FR1                                          | SECURITIZED ASSET BACKED RECEI SABR 2005 FR1 M2             | CUSIP: 81375WDT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146025 | PA      | $126431.92    | 0.01%             | 2034-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | EDISON INTERNATIONAL SR UNSECURED 11/28 5.25                | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3531000 | PA      | $3560127.29   | 0.15%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $20341.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                                            | BEAR STEARNS ALT A TRUST BALTA 2006 8 2A1                   | CUSIP: 07387QAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2235564 | PA      | $1520614.42   | 0.06%             | 2046-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-J2                                             | COUNTRYWIDE HOME LOANS CWHL 2006 J2 1A6                     | CUSIP: 126694H68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184634 | PA      | $89181.62     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/32 5.875                       | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    8300000 | PA      | $9985020.29   | 0.42%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    3100000 | PA      | $3338954.20   | 0.14%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA INC COMPANY GUAR 11/95 7.5                              | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4516000 | PA      | $5031809.26   | 0.21%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DBGS MORTGAGE TRUST 2019-1735                                              | DBGS MORTGAGE TRUST DBGS 2019 1735 A 144A                   | CUSIP: 23307EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $944895.30    | 0.04%             | 2037-04-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $43.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/3.50 9/19/23-21Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-14586089.27 | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF DETROIT                                                            | DETROIT MI DET 04/44 ADJUSTABLE VAR                         | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    6423294 | PA      | $5060691.10   | 0.21%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A1            | CUSIP: 93364FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     324833 | PA      | $291761.01    | 0.01%             | 2037-07-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-65.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                               | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                 | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |   17486831 | PA      | $16634347.99  | 0.70%             | 2031-12-19      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL9 LLC                                                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL9 A1 144A       | CUSIP: 740937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3359302 | PA      | $3364361.70   | 0.14%             | 2055-08-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                              | PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375        | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4580532.00   | 0.19%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.50 9/20/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1327576.76  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AC3                        | BEAR STEARNS ASSET BACKED SECU BSABS 2007 AC3 A1            | CUSIP: 07386VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6325035 | PA      | $5415514.98   | 0.23%             | 2037-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                            | UZBEKISTAN INTL BOND SR UNSECURED 144A 02/29 5.1            | CUSIP: ACI2TZTT8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    5400000 | PA      | $6593468.52   | 0.28%             | 2029-02-25      | Fixed         | 5.10%                 | 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      | $-470591.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2023 REVOLVER                              | CUSIP: 953PAWII3<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     281955 | PA      | $283834.12    | 0.01%             | 2029-09-13      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75            | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   70100000 | PA      | $1221386.44   | 0.05%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -2099160 | PA      | $-2468110.12  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                         | THAMES WATER UTIL FIN SR SECURED 02/34 6.5                  | CUSIP: 005048II6<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $95300.60     | 0.00%             | 2034-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                       | INEOS US FINANCE LLC 2023 USD TERM LOAN B                   | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    3644041 | PA      | $3311521.82   | 0.14%             | 2030-02-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $11235092.53  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| MARICOPA COUNTY INDUSTRIAL DEV                                             | MARICOPA CNTY AZ INDL DEV AUTH MAREDU 10/29 FIXED 7.375     | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2100000 | PA      | $2204025.39   | 0.09%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S1                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5             | CUSIP: 16163FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1189688 | PA      | $457016.80    | 0.02%             | 2037-02-25      | 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        |   24092000 | PA      | $23692899.16  | 0.99%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875            | CUSIP: X74359AC8<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     200000 | PA      | $136888.00    | 0.01%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $8132718.47   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIII LTD                                                 | MARBLE POINT CLO XXIII LTD. MP23 2021 4A SUB 144A           | CUSIP: 566068AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5200000 | PA      | $2169684.14   | 0.09%             | 2052-01-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FBR SECURITIZATION TRUST 2005-5                                            | FBR SECURITIZATION TRUST FBRSI 2005 5 M4                    | CUSIP: 30246QCS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $578585.10    | 0.02%             | 2035-11-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                                 | INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR            | CUSIP: 45338XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21653340 | PA      | $21653340.00  | 0.91%             | 2030-01-31      | Fixed         | 12.39%                | No            |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-5                                        | BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3              | CUSIP: 059523AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     284516 | PA      | $241920.64    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                            | MAREX GROUP PLC SR UNSECURED 11/29 6.404                    | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $928445.57    | 0.04%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 10/30 3                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1251827.30   | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3          | CUSIP: 02147RAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     658917 | PA      | $188495.79    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375        | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     800000 | PA      | $902215.67    | 0.04%             | 2031-04-11      | Fixed         | 6.38%                 | 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      | $872.50       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS SPV III LLC                                                | CLOVER HOLDINGS SPV III LLC 2024 USD TERM LOAN              | CUSIP: BA000CCJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     615061 | PA      | $633512.79    | 0.03%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| BFLD TRUST 2020-EYP                                                        | BFLD TRUST BFLD 2020 EYP E 144A                             | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4700000 | PA      | $61692.67     | 0.00%             | 2035-10-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1630.72     | -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        |   25911259 | PA      | $21648856.64  | 0.91%             | 2029-06-01      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 2A6          | CUSIP: 12668BEL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     716761 | PA      | $562981.77    | 0.02%             | 2036-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/20/23-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $648754.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                              | NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875                 | CUSIP: ACI21LG55<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |     600000 | PA      | $478260.00    | 0.02%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                        | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                    | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |    6500000 | PA      | $3586724.77   | 0.15%             | 2030-11-30      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                | SAMMONS FINANCIAL GROUP SAMMONS FINANCIAL GROUP             | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1983702.17   | 0.08%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.00000 12/21/22-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-8044763.86  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251016                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $13828.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                       | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/34 6.625       | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102020.04    | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC5                                      | MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C                | CUSIP: 61749BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5148915 | PA      | $2688278.70   | 0.11%             | 2036-10-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TR 2005-3                                    | AEGIS ASSET BACKED SECURITIES AABST 2005 3 M2               | CUSIP: 00764MFS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38690 | PA      | $38265.91     | 0.00%             | 2035-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2005-HE2                                         | ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE2 M4             | CUSIP: 04542BNM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     993016 | PA      | $943253.64    | 0.04%             | 2035-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-138.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7232.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 SECOND OUT TERM LOAN     | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     388054 | PA      | $171520.07    | 0.01%             | 2028-07-27      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                          | MNSN HOLDINGS INC COMMON STOCK                              | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8724 | NS      | $523440.00    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -43506664 | PA      | $-43535681.25 | -1.83%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING TRUST 2014-R8                                      | BANC OF AMERICA FUNDING CORPOR BAFC 2014 R8 A2 144A         | CUSIP: 05969MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3667460 | PA      | $3170336.27   | 0.13%             | 2036-06-26      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR               | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $1583925.00   | 0.07%             | 2031-05-13      | Floating      | 14.46%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-HE4                      | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE4 M3            | CUSIP: 073879TV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     393198 | PA      | $394566.40    | 0.02%             | 2035-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG           | CUSIP: 952NPG907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     700000 | PA      | $91000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/0.500 06/16/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $877065.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  130500000 | PA      | $2273765.05   | 0.10%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                     | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 C 144A           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     463019 | PA      | $474650.00    | 0.02%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                  | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875         | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8480000 | PA      | $8608276.96   | 0.36%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FBR SECURITIZATION TRUST 2005 2                                            | FBR SECURITIZATION TRUST FBRSI 2005 2 M4                    | CUSIP: 30246QAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1713484.79   | 0.07%             | 2035-09-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SEC INC 2004-R8                                            | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M5              | CUSIP: 03072SUD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2722790 | PA      | $2111135.42   | 0.09%             | 2034-09-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                         | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5             | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2211893.04   | 0.09%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2491030 | PA      | $-2493913.42  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                               | ALAMO RE LTD UNSECURED 144A 06/26 VAR                       | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $315750.00    | 0.01%             | 2026-06-08      | Floating      | 15.84%                | 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      | $2687625.63   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                    | COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7              | CUSIP: ACI1TXND6<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $32528.40     | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4                          | FREDDIE MAC   SCRT SCRT 2019 4 BXS 144A                     | CUSIP: 35563PNE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15820005 | PA      | $7113144.22   | 0.30%             | 2059-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS GROUP AG REG COMMON STOCK USD.1                         | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       4114 | NS      | $168012.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R05                               | FANNIE MAE   CAS CAS 2022 R05 2B2 144A                      | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2600000 | PA      | $2794203.62   | 0.12%             | 2042-04-25      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                                          | UZBEKNEFTEGAZ SR UNSECURED 144A 05/30 8.75                  | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    9450000 | PA      | $10117475.33  | 0.42%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A8           | CUSIP: 02149VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3639557 | PA      | $1587557.84   | 0.07%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4                                | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A5             | CUSIP: 12566VAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     832967 | PA      | $739346.97    | 0.03%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-KS11                                     | RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M5            | CUSIP: 76110W7H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     530069 | PA      | $407001.16    | 0.02%             | 2035-12-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 12/25 0.00000                                 | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     716000 | PA      | $711044.80    | 0.03%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                             | WINSTON RE LTD UNSECURED 144A 02/31 VAR                     | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |     280000 | PA      | $301504.00    | 0.01%             | 2031-02-26      | Floating      | 14.14%                | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                          | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                  | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     450000 | PA      | $450000.00    | 0.02%             | 2031-09-14      | Floating      | 15.19%                | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT INC/CENTRAL MERGER SUB INC)                     | CNTRL PARENT/CDK GLB INC SR SECURED 144A 06/29 7.25         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2499286.45   | 0.10%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $406376.03    | 0.02%             |  |  |  | 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      | $4067.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 E 144A       | CUSIP: 46649JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4772152 | PA      | $4577030.55   | 0.19%             | 2035-02-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-C                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A            | CUSIP: 78448R106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2737 | PA      | $645373.39    | 0.03%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR12                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3           | CUSIP: 93363NAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     487721 | PA      | $431810.70    | 0.02%             | 2036-10-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A           | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4100000 | PA      | $3964267.04   | 0.17%             | 2038-11-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A7                                           | JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M                 | CUSIP: 46629DBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     314136 | PA      | $264675.36    | 0.01%             | 2037-01-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ2                                               | PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M3                 | CUSIP: 70069FHW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32782 | PA      | $32664.33     | 0.00%             | 2035-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S2                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 1A8            | CUSIP: 16163EAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     273763 | PA      | $143888.45    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 01/36 8.375                       | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     620000 | PA      | $640713.05    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                              | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5             | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |    9171829 | PA      | $0.09         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 2ND LIEN TERM LOAN                    | CUSIP: 31772YAB2<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    1200000 | PA      | $1197300.00   | 0.05%             | 2033-09-15      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7            | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $898360.83    | 0.04%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1529789 | PA      | $-1545466.60  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-13642.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ABX.HE.AAA.06-2 SP MEI                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1565888.79  | -0.07%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $6125.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $96294.23     | 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        |   32016348 | PA      | $21130789.68  | 0.89%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                                      | ORAZUL ENERGY PERU SA SR UNSECURED 144A 09/32 6.25          | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    4100000 | PA      | $4168435.89   | 0.17%             | 2032-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG           | CUSIP: 952NPL005<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $169000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ORACLE CORPORATION SNR S* ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $76829.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-NUGS                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS D 144A         | CUSIP: 61692AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8125000 | PA      | $563298.94    | 0.02%             | 2036-12-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $46994.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-C                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 C M2              | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     573319 | PA      | $503312.85    | 0.02%             | 2035-12-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2005-HE1                                         | ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M5             | CUSIP: 04542BKW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67004 | PA      | $59425.75     | 0.00%             | 2035-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2007-WF2                                         | STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A3             | CUSIP: 86364LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2489 | PA      | $2481.35      | 0.00%             | 2037-08-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A         | CUSIP: 87331BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     367413 | PA      | $334345.65    | 0.01%             | 2036-08-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PANAMA LA SP BOA                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $23500.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/4.50000 03/20/24-6Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $17412071.78  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1144.63      | 0.00%             |  |  |  | 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      | $-536913.73   | -0.02%            |  |  |  | No            |                  3 | On Loan: No      |
| GSPA MONETIZATION TRUST                                                    | GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422       | CUSIP: 36298GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3350026 | PA      | $3381527.31   | 0.14%             | 2029-10-09      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-5                                            | BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2                   | CUSIP: 073873AK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1990851 | PA      | $905654.58    | 0.04%             | 2036-08-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 10/29 5.5                  | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3479745.40   | 0.15%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2020-EYP                                                        | BFLD TRUST BFLD 2020 EYP F 144A                             | CUSIP: 05493AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $20420.40     | 0.00%             | 2035-10-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-RR5                                                    | BCAP LLC TRUST BCAP 2011 RR5 12A2 144A                      | CUSIP: 05534AAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1142757 | PA      | $1893392.55   | 0.08%             | 2037-03-26      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2014928 | PA      | $980262.47    | 0.04%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                        | VICI PROPERTIES INC REIT USD.01                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     210228 | NS      | $6855535.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU LNG SRL                                                               | PERU LNG SRL SR UNSECURED REGS 03/30 5.375                  | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |   13873850 | PA      | $13324289.77  | 0.56%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR               | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $1579725.00   | 0.07%             | 2031-05-13      | Floating      | 16.71%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                   | ALTICE FRANCE HOLDING SA SR SECURED REGS 05/27 8            | CUSIP: BL5F4LII6<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   10000000 | PA      | $4261819.17   | 0.18%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -580709 | PA      | $-584403.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2009-6 2009-6                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 6 17A2 144A        | CUSIP: 17315JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8303448 | PA      | $4673104.37   | 0.20%             | 2036-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2020-EYP                                                        | BFLD TRUST BFLD 2020 EYP D 144A                             | CUSIP: 05493AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     930000 | PA      | $19539.77     | 0.00%             | 2035-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                        | BANCA MONTE DEI PASCHI SIENA COMMON STOCK                   | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    2152500 | NS      | $19054666.15  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                          | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA C 144A               | CUSIP: 647622AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2159783.78   | 0.09%             | 2032-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 M1               | CUSIP: 12667LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7854093 | PA      | $6440193.03   | 0.27%             | 2037-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD IDR BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-11.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                        | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214     | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2400000 | PA      | $1781209.20   | 0.07%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                     | FIRST BRANDS GROUP LLC 2022 INCREMENTAL TERM LOAN           | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2963839 | PA      | $1079948.76   | 0.05%             | 2027-03-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-3                                              | MARLETTE FUNDING TRUST MFT 2019 3A CERT 144A                | CUSIP: 57109M101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14553 | PA      | $1289.21      | 0.00%             | 2029-09-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.83000 12/09/42-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $5173810.28   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251027                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1688.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C            | CUSIP: 59021AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1310414 | PA      | $616320.10    | 0.03%             | 2037-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BROOKS AUTOMATION (ALTAR BIDCO INC)                                        | ALTAR BIDCO, INC. 2ND LIEN TL                               | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3450000 | PA      | $3313449.00   | 0.14%             | 2030-02-01      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-26CB                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 26CB A18          | CUSIP: 02147WAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     306625 | PA      | $148611.26    | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                              | STEINHOFF CVR                                               | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |   97336701 | NS      | $114.28       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALTERA (GRYPHON DEBT MERGER SUB INC)                                       | GRYPHON ACQUIRE NEWCO, LLC TERM LOAN B                      | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2800000 | PA      | $2810948.00   | 0.12%             | 2032-09-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ROMANIA EM SP BPS                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1040.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED REGS 11/27 2.125                  | CUSIP: BMVM6ZII7<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   37700000 | PA      | $42435914.44  | 1.78%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                           | CHS/COMMUNITY HEALTH SYS CHS/COMMUNITY HEALTH SYS           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4029318.60   | 0.17%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-124.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS (MOTION FINCO SARL)                                  | MOTION FINCO SARL SR SECURED 144A 02/32 8.375               | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $865617.10    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR             | CUSIP: P01012CF1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1850000 | PA      | $2023437.50   | 0.08%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC SR UNSECURED REGS 06/30 11                  | CUSIP: ACI2WWMJ0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    8650000 | PA      | $11702571.22  | 0.49%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -15280538 | PA      | $-15303204.13 | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                       | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    7599450 | PA      | $3906054.43   | 0.16%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                    | KODIAK GAS SERVICES LLC COMPANY GUAR 144A 10/33 6.5         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2241361.85   | 0.09%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625            | CUSIP: 78307ADE0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    4200000 | PA      | $2940000.00   | 0.12%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TR 2005-3                                    | AEGIS ASSET BACKED SECURITIES AABST 2005 3 M4               | CUSIP: 00764MFU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $110779.69    | 0.00%             | 2035-08-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2005-WCW2                                        | PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4                 | CUSIP: 70069FLK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $345398.52    | 0.01%             | 2035-07-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                 | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL              | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2402717 | PA      | $1721954.85   | 0.07%             | 2027-12-31      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/29 VAR              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3297848 | PA      | $2259025.88   | 0.09%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTOR 2005-HE1                                   | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M2             | CUSIP: 59020UUX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153979 | PA      | $154553.96    | 0.01%             | 2036-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-14                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 M1               | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1952971 | PA      | $2025038.68   | 0.08%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $521375.00    | 0.02%             | 2032-06-07      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC TERM LOAN B                           | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   15760500 | PA      | $15795015.50  | 0.66%             | 2031-12-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-143                          | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 143 IJ              | CUSIP: 38378GRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166666 | PA      | $17712.47     | 0.00%             | 2041-09-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251107                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $31783.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 07/28 2.45                        | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1488052.74   | 0.06%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL5 A1 144A       | CUSIP: 74143LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1263876 | PA      | $1274386.90   | 0.05%             | 2055-05-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                | WAYFAIR LLC SR SECURED 144A 09/30 7.75                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   26350000 | PA      | $27700317.34  | 1.16%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | AT&T INC SNR S* ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $14228.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                    | COUNTRY GARDEN HLDGS SR SECURED REGS 10/25 3.125            | CUSIP: ACI1S6K23<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $21498.24     | 0.00%             | 2025-10-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | FORESEA HLDG S A COMMON STOCK                               | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       3169 | NS      | $68661.67     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.4* 8/24/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $212203.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OA5                                        | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B           | CUSIP: 93936RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27472 | PA      | $43114.18     | 0.00%             | 2047-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HOME EQ 2005-HE8                                     | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M4            | CUSIP: 04541GUR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $682464.72    | 0.03%             | 2035-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-142.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918           | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     800000 | PA      | $813858.58    | 0.03%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-10XS                                        | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2             | CUSIP: 61751MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1995538 | PA      | $1104542.43   | 0.05%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 02/27 8.125                | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1052386.74   | 0.04%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251003                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $198574.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMLTI 2005-HE4                                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M5             | CUSIP: 17307GQ27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     678102 | PA      | $475924.97    | 0.02%             | 2035-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251007                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $46659.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $3837.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HOME EQ 2005-HE4                                     | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M6            | CUSIP: 04541GRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     208467 | PA      | $206238.47    | 0.01%             | 2035-05-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75           | CUSIP: ACI2YYK31<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       1162 | PA      | $1733.49      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260302                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-21073.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -3160047 | PA      | $-3733786.88  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 02/30 3.375                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2513134.10   | 0.11%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP TERM LOAN                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   30149659 | PA      | $29617818.74  | 1.24%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                  | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   13994000 | PA      | $13876842.23  | 0.58%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 03/32 VAR                      | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $259637.50    | 0.01%             | 2032-03-13      | Floating      | 12.21%                | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                      | NEW WINDSTREAM PREFERRED STOCK                              | CUSIP: 990AAJEB9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       9034 | NS      | $9034340.00   | 0.38%             |  |  |  | No            |                  3 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                    | CUSIP: 73110JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2291080.00   | 0.10%             | 2027-01-07      | Floating      | 17.18%                | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2021-3                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2021 3 C 144A           | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1112738 | PA      | $1096242.40   | 0.05%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                     | LUMEN TECHNOLOGIES INC 2024 EXTENDED TERM LOAN B2           | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   15968605 | PA      | $15888841.52  | 0.67%             | 2030-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                      | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP F 144A          | CUSIP: 12651QAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2227000 | PA      | $2216983.18   | 0.09%             | 2032-07-15      | Floating      | 8.79%                 | 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        |   21093833 | PA      | $21082864.44  | 0.88%             | 2030-12-19      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260305                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-44907.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APIDOS CLO 2017-28A                                                        | APIDOS CLO LTD APID 2017 28A SUB 144A                       | CUSIP: 03766YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10135436 | PA      | $3737999.47   | 0.16%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TRU 2005-CTX1                                   | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5            | CUSIP: 83611PBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $396329.16    | 0.02%             | 2035-11-25      | Floating      | 5.25%                 | 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        |   15563712 | PA      | $25179986.95  | 1.06%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                    | FREDDIE MAC   STACR STACR 2021 DNA5 B2 144A                 | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5953022.50   | 0.25%             | 2034-01-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -10462849 | PA      | $-10477950.12 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.00 7/15/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $7111930.77   | 0.30%             |  |  |  | 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      | $2996152.07   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2018-RIVR                                | GS MORTGAGE SECURITIES TRUST GSMS 2018 RIVR A 144A          | CUSIP: 36255WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1297765 | PA      | $882479.99    | 0.04%             | 2035-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                 | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1903000 | PA      | $1882008.50   | 0.08%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                              | SUBCALIDORA 2 2024 EUR TERM LOAN                            | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   18000000 | PA      | $21238576.49  | 0.89%             | 2029-08-14      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R9                                     | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M3              | CUSIP: 03072SQ57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $349464.80    | 0.01%             | 2035-11-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED REGS 02/27 5.875                | CUSIP: ACI13Z7Z8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $743520.61    | 0.03%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                | WAYFAIR LLC SR SECURED 144A 10/29 7.25                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2997267.89   | 0.13%             | 2029-10-31      | Fixed         | 7.25%                 | 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        |   31390557 | PA      | $31390557.29  | 1.32%             | 2029-12-23      | Floating      | 7.65%                 | No            |                  3 | On Loan: No      |
| VALARIS LIMITED                                                            | VALARIS LTD SECURED 144A 04/30 8.375                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   32291000 | PA      | $33535794.48  | 1.41%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-BC1                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC1 M5              | CUSIP: 126673YN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41561 | PA      | $41432.20     | 0.00%             | 2035-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   22690737 | PA      | $12797575.67  | 0.54%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4246                                                    | FREDDIE MAC FHR 4246 SN                                     | CUSIP: 3137B4PY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4464829 | PA      | $4361448.95   | 0.18%             | 2036-02-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF13                                      | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2C            | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2522831 | PA      | $1665070.88   | 0.07%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CALI MORTGAGE TRUST 2019-101C                                              | CALI MORTGAGE TRUST 2019 101C CALI 2019 101C A 144A         | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4799821.50   | 0.20%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875           | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3330254 | PA      | $2930623.52   | 0.12%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL INC 2005-HE2                                        | MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M6                 | CUSIP: 61744CNG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     261419 | PA      | $227919.46    | 0.01%             | 2035-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-1918                            | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 1918 A 144A        | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503867.80    | 0.02%             | 2040-09-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-687.51      | -0.00%            |  |  |  | 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        |       5230 | PA      | $7855.57      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    5760000 | PA      | $6274645.63   | 0.26%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $680362.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-B                                    | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2             | CUSIP: 43710EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2251240 | PA      | $1267279.18   | 0.05%             | 2037-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-19816.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                  | VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625          | CUSIP: ACI2NJDT7<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   10400000 | PA      | $12563453.89  | 0.53%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2333400.09  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS10                                   | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15           | CUSIP: 751155AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     227924 | PA      | $197943.72    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                  | CUSIP: BA000K739<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4927273 | PA      | $4898995.85   | 0.21%             | 2032-08-26      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REV REPO STANDARD CHARTERED BA ZCP                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -6376722 | PA      | $-7533696.30  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| BCP TRUST 2021-330N                                                        | BCP TRUST BCP 2021 330N B 144A                              | CUSIP: 05553BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $372249.99    | 0.02%             | 2038-06-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1118.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-H1                                                        | GSAMP TRUST GSAMP 2007 H1 A2B                               | CUSIP: 36245YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     248451 | PA      | $126387.68    | 0.01%             | 2047-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                        | NEW IMMO HOLDING SA SR UNSECURED REGS 07/27 3.25            | CUSIP: ACI1NZ8Z5<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3474993.44   | 0.15%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                               | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |   15900000 | PA      | $18410728.71  | 0.77%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES TRUST LLC 2006-NC2                    | SECURITIZED ASSET BACKED RECEI SABR 2006 NC2 M1             | CUSIP: 81376EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12202672 | PA      | $11758828.69  | 0.49%             | 2036-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-10537.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-6A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A          | CUSIP: 87331AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      68478 | PA      | $61630.07     | 0.00%             | 2036-12-05      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2005-HE3               | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M6            | CUSIP: 04541GQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $276450.60    | 0.01%             | 2035-04-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                                      | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN                | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |   10300000 | PA      | $10380880.54  | 0.44%             | 2029-12-18      | Floating      | 7.54%                 | No            |                  3 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG           | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $143000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR            | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $1581000.00   | 0.07%             | 2031-05-13      | Floating      | 15.46%                | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI E 144A                            | CUSIP: 92943AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3045135.00   | 0.13%             | 2037-07-05      | Variable      | 10.17%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $726976.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LN TRUST 2005-1CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2           | CUSIP: 12667F2R5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375627 | PA      | $156077.61    | 0.01%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95            | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1085576.12   | 0.05%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 01/28 5.5                  | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $7080000.00   | 0.30%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1          | CUSIP: 12667FYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     157200 | PA      | $156926.85    | 0.01%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $13697.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2011-4                                        | RBSSP RESECURITIZATION TRUST RBSSP 2011 4 3A2 144A          | CUSIP: 74930PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3609000 | PA      | $1149567.55   | 0.05%             | 2036-10-27      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-47                                                  | FANNIE MAE FNR 2020 47 IN                                   | CUSIP: 3136BAQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3484143 | PA      | $811636.99    | 0.03%             | 2050-07-25      | Fixed         | 4.50%                 | 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        |    2928242 | PA      | $1932639.72   | 0.08%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20251001                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1983.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC TERM LOAN                               | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    3380518 | PA      | $3415313.68   | 0.14%             | 2032-01-30      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                   | ENCORE CAPITAL GROUP INC SR SECURED 144A 04/31 6.625        | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5587203.50   | 0.23%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                           | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1                    | CUSIP: 362341XE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     329298 | PA      | $278711.18    | 0.01%             | 2035-11-25      | Floating      | 4.48%                 | 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        |     689298 | PA      | $627940.25    | 0.03%             | 2037-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CROWN CITY CLO 2020-2A                                                     | CROWN CITY CLO CCITY 2020 2A SUB 144A                       | CUSIP: 22823JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $650280.19    | 0.03%             | 2035-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES 2003-2                                      | AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M1               | CUSIP: 03072SES0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24657 | PA      | $23972.19     | 0.00%             | 2033-03-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-1                                            | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1             | CUSIP: 78473NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129800 | PA      | $111781.66    | 0.00%             | 2037-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                    | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN  | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   27000000 | PA      | $27780744.42  | 1.17%             | 2029-05-30      | Floating      | 6.78%                 | No            |                  3 | On Loan: No      |
| X CORPORATION                                                              | X CORP 2025 FIXED TERM LOAN                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4350000 | PA      | $4369640.25   | 0.18%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE                                                           | REDE D OR FINANCE SARL COMPANY GUAR 144A 09/35 6.45         | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |    3500000 | PA      | $3598437.50   | 0.15%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1           | CUSIP: 126694A32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2051411 | PA      | $1918619.51   | 0.08%             | 2046-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2008-2R                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1            | CUSIP: 021482AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1306623 | PA      | $664180.11    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/31 5.125                       | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4180000 | PA      | $4902084.41   | 0.21%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OBOL FRANCE 25                                                             | OBOL FRANCE 3 SAS 2024 EUR TERM LOAN B                      | CUSIP: BA0006XM9<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |   12437313 | PA      | $14383005.12  | 0.60%             | 2028-12-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC2                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A2D           | CUSIP: 59020U6M2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5778380 | PA      | $1134663.50   | 0.05%             | 2037-03-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST-2004-11                                           | BEAR STEARNS ALT A TRUST BALTA 2004 11 2A2                  | CUSIP: 07386HMW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138367 | PA      | $134026.09    | 0.01%             | 2034-11-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65            | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372595.68    | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251027                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1685.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                     | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   98200000 | PA      | $2324173.15   | 0.10%             | 2028-05-17      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -7311138 | PA      | $-7321129.89  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.70 8/01/23-29Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $61004265.73  | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                       | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30400000 | PA      | $31488441.60  | 1.32%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ADAGIO VI CLO DAC VI-A                                                     | ADAGIO CLO ADAGI VI A SUB 144A                              | CUSIP: ACI0YQYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1343393 | PA      | $365282.30    | 0.02%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                             | BOI FINANCE BV 02/27 7.5                                    | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |    7100000 | PA      | $8578190.19   | 0.36%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                                         | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                 | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3241000 | PA      | $2025625.00   | 0.08%             | 2029-04-09      | Floating      | 16.28%                | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 SUPER PRIORITY TERM LOAN | CUSIP: 55909UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     283092 | PA      | $287975.72    | 0.01%             | 2028-07-27      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                       | VASA TRUST VASA 2021 VASA A 144A                            | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $979686.10    | 0.04%             | 2039-07-15      | Floating      | 5.17%                 | 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      | $2936377.33   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.3* 08/24/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $4608945.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75                | CUSIP: ACI309MY1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1200000 | PA      | $1407480.11   | 0.06%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                 | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7        | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2900000 | PA      | $885355.91    | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | 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        |    7980000 | PA      | $8409523.50   | 0.35%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR             | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    8850000 | PA      | $9679687.50   | 0.41%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT AUD SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $2666.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251021                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $15369.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. SR SECURED 144A 12/28 8.5                           | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   68637143 | PA      | $2059114.29   | 0.09%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 THIRD OUT TERM LOAN      | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1378049 | PA      | $283843.63    | 0.01%             | 2028-07-27      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-82.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                   | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   19600000 | PA      | $7108482.14   | 0.30%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                        | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR         | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1098106.47   | 0.05%             | 2027-09-13      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                   | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $1161159.59   | 0.05%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6          | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $2968750.00   | 0.12%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| PROOFPOINT INC                                                             | PROOFPOINT INC 2024 TERM LOAN                               | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     793955 | PA      | $798059.42    | 0.03%             | 2028-08-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                  | VMED O2 UK FINANCING I VMED O2 UK FINANCING I               | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    9800000 | PA      | $10308502.40  | 0.43%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $37.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                         | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15            | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      63446 | PA      | $62050.19     | 0.00%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                    | FANNIE MAE   CAS CAS 2022 R03 1B2 144A                      | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     600000 | PA      | $665052.90    | 0.03%             | 2042-03-25      | Floating      | 14.21%                | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 10                           | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   14700000 | PA      | $15122055.08  | 0.63%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $116.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CYBERSWIFT BV                                                              | CYBERSWIFT US FINCO, LLC TERM LOAN B                        | CUSIP: BA000Q199<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | US        |    2900000 | PA      | $2901812.50   | 0.12%             | 2032-09-23      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED REGS 03/29 10.5                   | CUSIP: ACI2L69P0<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    1600000 | PA      | $2008703.87   | 0.08%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 2A2          | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500664 | PA      | $808883.50    | 0.03%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-E                                             | FREMONT HOME LOAN TRUST FHLT 2006 E 2A3                     | CUSIP: 35729NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4929161 | PA      | $2281681.25   | 0.10%             | 2037-01-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3                          | FREDDIE MAC   SCRT SCRT 2019 3 BXS                          | CUSIP: 35563PMB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3759895 | PA      | $1695119.97   | 0.07%             | 2058-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                           | GRUPO NUTRESA SA COMPANY GUAR 144A 05/30 8                  | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    1730000 | PA      | $1854992.50   | 0.08%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENCORE CREDIT RECEIVABLES TR 2005-1                                        | ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M5                | CUSIP: 126673VT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232417 | PA      | $195163.55    | 0.01%             | 2035-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| COMETE HOLDING                                                             | COMEXPOSIUM 2019 EUR TERM LOAN B                            | CUSIP: 964NDFII9<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   24800000 | PA      | $35522076.85  | 1.49%             | 2026-03-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CI FINANCIAL CORP                                                          | CI FINANCIAL CORP CI FINANCIAL CORP                         | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3198485.49   | 0.13%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                            | UNITI GROUP INC COMMON STOCK USD.0001                       | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     255797 | NS      | $1565477.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR              | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2861200 | PA      | $1190974.50   | 0.05%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENCINA SPV                                                                 | ENCINA PRIVATE CREDIT LLC NOTE                              | CUSIP: 938DREII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4166177 | PA      | $4044883.34   | 0.17%             | 2025-11-30      | Floating      | 6.41%                 | No            |                  3 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                           | WESTMORELAND COAL CO PIK TERM LOAN                          | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1352931 | PA      | $547936.98    | 0.02%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75            | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17385850 | PA      | $17637162.46  | 0.74%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                    | CUSIP: 73110JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     850000 | PA      | $881450.00    | 0.04%             | 2028-01-07      | Floating      | 14.43%                | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4                                | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A13            | CUSIP: 12566VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103344 | PA      | $91731.46     | 0.00%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2007-SA1                                      | RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 2A2            | CUSIP: 74958WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1240640 | PA      | $812288.50    | 0.03%             | 2037-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $6405.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                               | FANNIE MAE   CAS CAS 2022 R04 1B2 144A                      | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $551145.70    | 0.02%             | 2042-03-25      | Floating      | 13.86%                | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-1                                     | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M5              | CUSIP: 64352VKE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221822 | PA      | $219834.00    | 0.01%             | 2035-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QS7                                        | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A3            | CUSIP: 74923WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     856595 | PA      | $717752.09    | 0.03%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 03/32 VAR                      | CUSIP: 42815KAC6<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $255512.50    | 0.01%             | 2032-03-13      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-88.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 11.22 03/25/22-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-33275.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR               | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1252800 | PA      | $1059032.71   | 0.04%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A F 144A          | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1161707 | PA      | $1169356.45   | 0.05%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.25000 06/18/25-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-4989657.80  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| GLACIER FUNDING CDO III LTD 2005-3A                                        | GLACIER FUNDING CDO GLCR 2005 3A A1 144A                    | CUSIP: 37638XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7163741 | PA      | $573421.65    | 0.02%             | 2035-08-04      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ABX.HE.AAA.06-2 SP MYC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1704700.07  | -0.07%            |  |  |  | No            |                  3 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 02/36 5.625               | CUSIP: ACI309M21<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1200000 | PA      | $1364044.93   | 0.06%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                       | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A     | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47400000 | PA      | $47400000.00  | 1.99%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A9                                        | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5              | CUSIP: 761143AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4654135 | PA      | $1728274.05   | 0.07%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                     | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  490700000 | PA      | $11507428.25  | 0.48%             | 2028-09-06      | Fixed         | 46.96%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1698401 | PA      | $-1714570.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2005-2                                     | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 2 M6              | CUSIP: 68383NBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     117091 | PA      | $116844.83    | 0.00%             | 2035-04-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PEOPLE'S CHOICE HOME LN SEC TR 2005-2                                      | PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 2 M5              | CUSIP: 71085PCE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $205319.55    | 0.01%             | 2035-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1                     | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A        | CUSIP: 35563CAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13040562 | PA      | $8656734.41   | 0.36%             | 2055-11-25      | Floating      | 6.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $22200.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                   | SERVICE PROPERTIES TRUST SR SECURED 144A 09/27 0.00000      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1500726.49   | 0.06%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-15                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1             | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     651612 | PA      | $574021.22    | 0.02%             | 2035-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-4                                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 4 MF3               | CUSIP: 126673P48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7025000 | PA      | $5590159.21   | 0.23%             | 2035-07-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $6180.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD IDR BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-21.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251208                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $6595.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                    | FREDDIE MAC   STACR STACR 2021 DNA6 B2 144A                 | CUSIP: 35564KLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14900000 | PA      | $15650486.18  | 0.66%             | 2041-10-25      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 11.715 03/24/22-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-27433.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | INTESA SANPAOLO SPA 144A 11/33 VAR                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   14304000 | PA      | $16886500.37  | 0.71%             | 2033-11-21      | Floating      | 8.25%                 | 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      | $-16394.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-2                                            | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3             | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120760 | PA      | $56718.46     | 0.00%             | 2037-04-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                              | YINSON BERGENIA PRODUCTI SR SECURED 144A 01/45 8.498        | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    3900000 | PA      | $4190534.91   | 0.18%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                              | NPC UKRENERGO GOVT GUARANT 144A 11/28 6.875                 | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |     400000 | PA      | $318840.00    | 0.01%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                              | WEATHERFORD INTERNATIONA SR UNSECURED 144A 10/33 6.75       | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    3700000 | PA      | $3704886.26   | 0.16%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MARINE ONE HOLDCO LLC                                                      | WEST MARINE NEW COMMON STOCK EQTYWM9A9                      | CUSIP: 902LVFII8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13000 | NS      | $82131.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4854.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                    | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    6317088 | PA      | $6052559.88   | 0.25%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| LONG WALK REINSURANCE LTD                                                  | LONG WALK REINSURANCE UNSECURED 144A 01/31 VAR              | CUSIP: 54289CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1900000 | PA      | $1934770.00   | 0.08%             | 2031-01-30      | Floating      | 14.17%                | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-3                                                     | MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2               | CUSIP: 57645DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2814729 | PA      | $941964.04    | 0.04%             | 2036-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251001                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $122237.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260223                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-16542.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-820.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR7                                      | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG           | CUSIP: 86361HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60445 | PA      | $53631.89     | 0.00%             | 2036-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                            | PRP ADVISORS, LLC PRPM 2025 3 A1 144A                       | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     931673 | PA      | $934481.46    | 0.04%             | 2030-05-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N-STAR REL CDO VIII LTD 2006-8A                                            | N STAR REAL ESTATE CDO LTD NSTAR 2006 8A B 144A             | CUSIP: 62940FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     220345 | PA      | $22.25        | 0.00%             | 2041-02-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $171.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                  | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4600000 | PA      | $1386246.74   | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COVE                          | SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE B 144A       | CUSIP: 78397FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3180536.12   | 0.13%             | 2037-03-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20251126                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-55086.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   17490552 | PA      | $8520085.14   | 0.36%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | US RENAL CARE INC SR SECURED 144A 06/28 10.625              | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    3750600 | PA      | $3281775.00   | 0.14%             | 2028-06-28      | Fixed         | 10.62%                | 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        |   57743963 | PA      | $55280894.68  | 2.32%             | 2028-06-28      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-32                                                  | FANNIE MAE FNR 2013 32 HI                                   | CUSIP: 3136ADJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     542723 | PA      | $34498.82     | 0.00%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     765671 | PA      | $403891.45    | 0.02%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LNR CDO LTD 2005-1A                                                        | LNR CDO LTD LNR 2005 1A A 144A                              | CUSIP: 53944PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3114417 | PA      | $19141.20     | 0.00%             | 2043-02-28      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $70.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS LP                                                | STONEPEAK BAYOU HOLDINGS LP TERM LOAN B                     | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6200000 | PA      | $6200000.00   | 0.26%             | 2032-09-24      | Floating      | 6.90%                 | No            |                  3 | 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        |    4500000 | PA      | $4409981.10   | 0.19%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                             | EPR PROPERTIES SR UNSECURED 08/29 3.75                      | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96301.07     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                    | COUNTRY GARDEN HLDGS SR SECURED REGS 08/30 4.8              | CUSIP: ACI1PP9T8<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $21500.00     | 0.00%             | 2030-08-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO TORONTO DOMINIO                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -21371854 | PA      | $-21392893.55 | -0.90%            |  |  |  | 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        |   26614454 | PA      | $23089236.37  | 0.97%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                     | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     700000 | PA      | $17045.40     | 0.00%             | 2026-05-20      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR             | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $408240.00    | 0.02%             | 2031-06-05      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| NGD HOLDINGS BV                                                            | NGD HOLDINGS BV SR SECURED 12/26 6.75                       | CUSIP: ACI1XVPP6<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | NL        |     964079 | PA      | $877311.89    | 0.04%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR5                                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A           | CUSIP: 17311LAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1114901 | PA      | $998211.29    | 0.04%             | 2037-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE TRUST 2005-A7                                               | JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1                  | CUSIP: 466247WT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5217 | PA      | $4923.99      | 0.00%             | 2035-10-25      | Floating      | 5.67%                 | 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        | 1224100000 | PA      | $21083564.78  | 0.88%             | 2037-03-15      | Fixed         | 10.50%                | 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        |     561632 | PA      | $550147.52    | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1533.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A E 144A          | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4368019 | PA      | $4385370.96   | 0.18%             | 2033-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer