# EDGAR Filing Document

**Accession Number:** 0001219360
**File Stem:** 0001099263-26-007296
**Filing Date:** 2026-5
**Character Count:** 538802
**Document Hash:** 2c05ec6f93a91ab1d0f5f27c066a1013
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007296.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007296

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO HIGH INCOME FUND
- **CENTRAL INDEX KEY:** 0001219360

**ORGANIZATION NAME:**
- **EIN:** 383676799
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21311
- **FILM NUMBER:** 261043603

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-739-3000

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

## Nport-Ex

<br> Schedule of Investments PIMCO High Income Fund March 31, 2026 (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 128.3% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 22.2%**  |  |  |
| **Altice France SA**<br>10.547% (TSFR3M + 6.875%) due 05/31/2031 ~ | $11261 | $11306 |
| **AP Core Holdings II LLC**<br>9.428% (TSFR3M + 5.500%) due 09/01/2027 ~ | 8110 | 7925 |
| **Clover Holdings 2 LLC**  |  |  |
| TBD% - 3.500% due 12/10/2029 ~µ | 909 | 838 |
| 7.676% (TSFR1M + 4.000%) due 12/09/2031 ~ | 3656 | 3509 |
| **Coreweave Compute Acquisition Co. IV LLC**<br>9.669% - 9.700% (TSFR3M + 6.000%) due 05/16/2029 «~ | 6288 | 6480 |
| **Envision Healthcare Corp.**<br>11.641% (TSFR3M + 7.875%) due 11/03/2028 «~ | 11933 | 12291 |
| **Finastra USA, Inc.**  |  |  |
| 7.671% (TSFR3M + 4.000%) due 09/15/2032 ~ | 4600 | 4331 |
| 10.674% (TSFR3M + 7.000%) due 09/15/2033 ~ | 400 | 346 |
| **Forward Air Corp.**<br>8.167% (TSFR3M + 4.500%) due 12/19/2030 ~ | 1797 | 1754 |
| **FPS Finance Co. 1 LLC**<br>6.610% (EUR003M + 2.950%) due 05/26/2028 «~ | 200 | 200 |
| **Gateway Casinos & Entertainment Ltd.**<br>9.936% (TSFR3M + 6.250%) due 12/18/2030 ~ | 5429 | 5442 |
| **iHeartCommunications, Inc.**<br>9.557% (TSFR1M + 5.775%) due 05/01/2029 ~ | 460 | 404 |
| **Ineos U.S. Finance LLC**<br>6.918% (TSFR1M + 3.250%) due 02/18/2030 ~ | 4428 | 3882 |
| **J&J Ventures Gaming LLC**<br>8.782% (TSFR1M + 5.000%) due 04/26/2028 «~ | 1251 | 1251 |
| **Lealand Finance Co. BV**<br>6.782% (TSFR1M + 3.000%) due 06/30/2027 ~ | 105 | 88 |
| **Lealand Finance Co. BV (7.782% Cash)**<br>7.782% (TSFR1M + 4.000%) due 12/31/2027 ~ | 593 | 496 |
| **Mercury Aggregator LP**<br>TBD% due 04/03/2027 «~ | 2677 | 0 |
| **MPH Acquisition Holdings LLC**  |  |  |
| 7.417% (TSFR3M + 3.750%) due 12/31/2030 ~ | 762 | 762 |
| 8.528% (TSFR3M + 4.600%) due 12/31/2030 ~ | 7509 | 6686 |
| **Newfold Digital Holdings Group, Inc.**<br>9.419% - 9.442% (TSFR3M + 5.750%) due 04/30/2029 «~ | 72 | 55 |
| **Nscale AS**<br>TBD% - 8.700% (TSFR3M + 5.000%) due 08/11/2032 «~µ | 3000 | 3000 |
| **OCS Group Holdings Ltd.**<br>8.980% due 11/28/2031 ~ | 1900 | 2506 |
| **Peraton Corp.**  |  |  |
| 7.517% (TSFR3M + 3.750%) due 02/01/2028 ~ | $18532 | 15861 |
| 11.523% (TSFR3M + 7.750%) due 02/01/2029 ~ | 532 | 386 |
| **Poseidon Bidco SASU**<br>7.504% (EUR006M + 5.000%) due 03/13/2030 ~ | 3000 | 1040 |
| **Promotora de Informaciones SA**<br>7.499% (EUR003M + 5.470%) due 12/31/2029 «~ | 15537 | 17555 |
| **Steenbok Lux Finco 2 SARL**<br>10.000% due 12/31/2028 ~ | 20920 | 7311 |
| **Stepstone Group Midco 2 GmbH**  |  |  |
| 6.599% (EUR006M + 4.500%) due 04/26/2032 ~ | 8000 | 8123 |
| 8.199% (TSFR6M + 4.500%) due 12/19/2031 ~ | $1489 | 1310 |
| **Subcalidora 2**<br>7.877% (EUR003M + 5.750%) due 08/14/2029 «~ | 7000 | 7908 |
| **Syniverse Holdings, Inc.**<br>10.700% (TSFR3M + 7.000%) due 05/13/2027 «~ | $19143 | 17732 |
| **U.S. Renal Care, Inc.**<br>8.782% (TSFR1M + 5.000%) due 06/28/2028 ~ | 30330 | 28646 |
| **Unicorn Bay**<br>13.000% due 12/31/2026 «~ | 35443 | 4577 |
| **Westmoreland Coal Co.**<br>8.000% due 03/15/2029 «~ | $2474 | 1076 |
| Total Loan Participations and Assignments (Cost $204,492) |  | 185077 |
| **CORPORATE BONDS & NOTES 47.1%**  |  |  |
| **BANKING & FINANCE 11.1%**  |  |  |
| **Alamo Re Ltd.**  |  |  |
| 12.590% (FHMMUSTF + 9.080%) due 06/07/2026 ~  | 5300 | 5372 |
| 15.390% (FHMMUSTF + 11.880%) due 06/08/2026 ~  | 1200 | 1223 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Antares Holdings LP** <br>6.350% due 10/23/2029 (m) | 500 | 495 |
| **Armor Holdco, Inc.** <br>8.500% due 11/15/2029 (m) | 1900 | 1737 |
| **Atlantic Marine Corps Communities LLC** <br>5.383% due 02/15/2048 (m) | 3925 | 3242 |
| **Bayou Re Ltd.** <br>15.950% (JMMMUSTF + 12.390%) due 05/26/2030 ~ | 1200 | 1219 |
| **BOI Finance BV** <br>7.500% due 02/16/2027 (m) | 3000 | 3538 |
| **Cape Lookout Re Ltd.**  |  |  |
| 8.760% (FHMMUSTF + 5.250%) due 03/21/2033 ~  | $250 | 250 |
| 9.510% (FHMMUSTF + 6.000%) due 03/21/2033 ~  | 250 | 250 |
| 10.712% (FHMMUSTF + 7.202%) due 04/28/2030 ~  | 250 | 251 |
| 12.239% (GSMMUSTF + 8.702%) due 04/05/2027 ~  | 900 | 914 |
| **Commonwealth RE Ltd.** <br>7.417% (JMMMUSTF + 3.857%) due 07/08/2030 ~ | 3700 | 3724 |
| **Credicorp Capital Sociedad Titulizadora SA** <br>9.700% due 03/05/2045 | 1000 | 306 |
| **Credit Suisse AG AT1 Claim**  | $600 | 210 |
| **East Lane Re VII Ltd.** <br>12.160% (BRMMUSDF + 8.500%) due 03/31/2032 ~ | 250 | 250 |
| **Everglades Re II Ltd.**  |  |  |
| 14.041% (GSMMUSTI + 10.500%) due 05/13/2027 ~  | 400 | 405 |
| 15.041% (GSMMUSTI + 11.500%) due 05/13/2031 ~  | 400 | 406 |
| 16.291% (GSMMUSTI + 12.750%) due 05/13/2027 ~  | 400 | 407 |
| **Ford Motor Credit Co. LLC** <br>5.676% (SOFRRATE + 2.030%) due 03/20/2028 ~(m) | 900 | 902 |
| **Gateway Re Ltd.** <br>5.560% (BRMMUSDF + 2.000%) due 07/06/2029 ~ | 850 | 850 |
| **GLP Capital LP/GLP Financing II, Inc.** <br>5.625% due 03/01/2036 (m) | 1400 | 1363 |
| **Golden Bear Re Ltd.**  |  |  |
| 13.162% (T-BILL 1MO + 9.500%) due 03/08/2032 ~  | 250 | 250 |
| 13.412% (JMMMUSTF + 9.750%) due 01/08/2029 ~  | 470 | 479 |
| **Greengrove RE Ltd.** <br>11.290% (BNMMDTSC + 7.750%) due 04/08/2032 ~ | 250 | 259 |
| **GSPA Monetization Trust** <br>6.422% due 10/09/2029 (m) | 2668 | 2686 |
| **HA Sustainable Infrastructure Capital, Inc.** <br>6.000% due 03/15/2036 | 100 | 97 |
| **Hestia Re Ltd.** <br>3.640% (BNMMDTSC + 0.100%) due 04/22/2029 ~ | 27 | 15 |
| **Integrity RE III Ltd.** <br>29.010% (FHMMUSTF + 25.500%) due 06/06/2027 ~ | 250 | 275 |
| **Integrity Re Ltd.**  |  |  |
| 14.064% (FHMMUSTF + 10.554%) due 06/06/2026 ~  | 350 | 356 |
| 20.744% (FHMMUSTF + 17.234%) due 06/08/2026 ~  | 450 | 463 |
| 26.306% (FHMMUSTF + 22.796%) due 06/08/2026 ~  | 450 | 467 |
| **ION Platform Finance SARL**  |  |  |
| 6.500% due 09/30/2030 (m)  | 1400 | 1352 |
| 6.500% due 09/30/2030  | 100 | 97 |
| 6.875% due 09/30/2032 (m)  | 1500 | 1386 |
| 7.875% due 05/01/2029  | 3010 | 3247 |
| 7.875% due 05/01/2029 (m)  | 2800 | 3020 |
| **ION Platform Finance U.S., Inc.** <br>7.875% due 09/30/2032 (m) | $1400 | 1085 |
| **ION Platform Finance U.S., Inc./ION Platform Finance SARL**  |  |  |
| 5.000% due 05/01/2028 (m)  | 300 | 281 |
| 8.750% due 05/01/2029 (m)  | 2300 | 2141 |
| 9.000% due 08/01/2029 (m)  | 2490 | 2311 |
| 9.500% due 05/30/2029 (m)  | 4900 | 4618 |
| **Long Point Re IV Ltd.** <br>7.810% (BRMMUSDF + 4.250%) due 06/01/2026 ~(m) | 5700 | 5715 |
| **Lower Ferry Re Ltd.**  |  |  |
| 8.176% (MSMMUSTF + 4.646%) due 07/08/2030 ~  | 600 | 606 |
| 9.034% (MSMMUSTF + 5.504%) due 07/08/2030 ~  | 4400 | 4455 |
| **Luca RE Ltd.** <br>10.810% (JMMMUSTF + 7.250%) due 07/22/2031 ~ | 350 | 361 |
| **Marex Group PLC** <br>6.404% due 11/04/2029 (m) | 300 | 309 |
| **Mayflower Re Ltd.**  |  |  |
| 8.555% (FHMMUSTF + 5.045%) due 07/08/2030 ~  | 1000 | 1010 |
| 10.023% (FHMMUSTF + 6.513%) due 07/08/2030 ~  | 7000 | 7091 |
| **Nature Coast Re Ltd.**  |  |  |
| 11.661% (T-BILL 3MO + 8.000%) due 02/26/2030 ~  | 250 | 249 |
| 13.291% (GSMMUSTI + 9.750%) due 04/10/2033 ~  | 250 | 259 |
| **Polestar Re Ltd.**  |  |  |
| 14.150% (BRMMUSDF + 10.590%) due 01/07/2028 ~  | 300 | 314 |
| 16.810% (BRMMUSDF + 13.250%) due 01/07/2027 ~  | 900 | 931 |
| **PRIO Luxembourg Holding SARL** <br>6.750% due 10/15/2030 (m) | 2000 | 1948 |
| **Purple Re Ltd.**  |  |  |
| 6.060% (JMMMUSTF + 2.500%) due 06/07/2033 ~  | 250 | 250 |
| 14.140% (JMMMUSTF + 10.580%) due 06/05/2026 ~  | 1200 | 1220 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Quercus II Re DAC** <br>13.079% (EUR003M + 11.000%) due 01/07/2028 ~ | 250 | 289 |
| **Sanders Re III Ltd.**  |  |  |
| 11.280% (BRMMUSDF + 7.720%) due 06/05/2029 ~  | $1800 | 1821 |
| 15.880% (BRMMUSDF + 12.320%) due 04/09/2029 ~  | 804 | 523 |
| **Thames Ssnm Unfunded Comm** <br>9.750% due 10/10/2027 | 3 | 4 |
| **Titanium 2l Bondco SARL** <br>6.250% due 01/14/2031 | 8545 | 1605 |
| **Torrey Pines Re Ltd.**  |  |  |
| 9.596% (JMMMUSTF + 6.036%) due 06/07/2027 ~  | $250 | 259 |
| 10.666% (JMMMUSTF + 7.106%) due 06/07/2027 ~  | 250 | 259 |
| **Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC** <br>6.000% due 01/15/2030 (m) | 9263 | 8722 |
| **Ursa Re II Ltd.** <br>11.411% (MSMMUSTF + 7.750%) due 06/07/2028 ~ | 250 | 252 |
| **Ursa Re Ltd.**  |  |  |
| 11.041% (GSMMUSTI + 7.500%) due 02/22/2028 ~  | 400 | 409 |
| 12.810% (JMMMUSTF + 9.250%) due 12/07/2028 ~  | 1000 | 1028 |
| **Voyager Aviation Holdings LLC** <br>8.500% due 05/09/2026 ^«(d) | 3223 | 0 |
| **Winston RE Ltd.** <br>15.230% (BNMMDTSC + 11.690%) due 02/26/2031 ~ | 700 | 731 |
|  |  | 92819 |
| **INDUSTRIALS 30.8%**  |  |  |
| **Altice France Lux 3/Altice Holdings 1** <br>10.000% due 01/15/2033 (m) | 2369 | 2156 |
| **Altice France SA**  |  |  |
| 6.500% due 04/15/2032 (m)  | 401 | 381 |
| 6.875% due 10/15/2030 (m)  | 540 | 517 |
| 9.500% due 11/01/2029 (m)  | 762 | 771 |
| **ams-OSRAM AG**  |  |  |
| 10.500% due 03/30/2029 (m)  | 1400 | 1700 |
| 12.250% due 03/30/2029 (m)  | $500 | 532 |
| **APLD ComputeCo 2 LLC** <br>6.750% due 03/15/2031 (m) | 500 | 497 |
| **Aston Martin Capital Holdings Ltd.** <br>10.000% due 03/31/2029 (m) | 1500 | 1130 |
| **Beignet Investor LLC** <br>6.581% due 05/30/2049 (m) | 16360 | 16833 |
| **Centene Corp.** <br>3.375% due 02/15/2030 | 200 | 181 |
| **Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc.** <br>8.000% due 06/15/2029 (m) | 5700 | 4242 |
| **Central Parent, Inc./CDK Global, Inc.** <br>7.250% due 06/15/2029 (m) | 8150 | 5874 |
| **Cerdia Finanz GmbH** <br>9.375% due 10/03/2031 (m) | 4070 | 4052 |
| **Cheplapharm Arzneimittel GmbH**  |  |  |
| 6.750% due 02/15/2032  | 4200 | 4756 |
| 7.500% due 05/15/2030 (m)  | 5600 | 6539 |
| **Cogent Communications Group LLC/Cogent Finance, Inc.**  |  |  |
| 6.500% due 07/01/2032 (m)  | $6300 | 5500 |
| 7.000% due 06/15/2027 (m)  | 10600 | 10481 |
| **CoreWeave, Inc.** <br>9.000% due 02/01/2031 (m) | 800 | 762 |
| **CVR Energy, Inc.** <br>7.500% due 02/15/2031 (m) | 1000 | 1008 |
| **DISH DBS Corp.**  |  |  |
| 5.250% due 12/01/2026  | 6650 | 6597 |
| 5.750% due 12/01/2028  | 12450 | 12049 |
| 7.750% due 07/01/2026  | 5500 | 5488 |
| **Ecopetrol SA**  |  |  |
| 4.625% due 11/02/2031 (m)  | 3000 | 2668 |
| 7.750% due 02/01/2032 (m)  | 14600 | 14756 |
| **Flora Food Management BV**  |  |  |
| 6.875% due 07/02/2029 (m)  | 1000 | 1086 |
| 7.500% due 10/31/2030  | 600 | 687 |
| **Ford Motor Co.** <br>7.700% due 05/15/2097 (m) | $7745 | 7835 |
| **General Shopping Investments Ltd.** <br>0.000% due 09/20/2026 (j) | 2500 | 160 |
| **GSG Bidco Ltd.** <br>5.375% due 06/15/2036 | 1100 | 1263 |
| **HCA, Inc.** <br>7.500% due 11/15/2095 (m) | $1746 | 1860 |
| **HF Sinclair Corp.** <br>6.250% due 01/15/2035 (m) | 1900 | 1963 |
| **Incora Intermediate II LLC (0.500% PIK)** <br>0.500% due 01/31/2030 «(c) | 10145 | 10145 |
| **Incora Top Holdco LLC** <br>6.000% due 01/30/2033 «(l) | 7153 | 10833 |
| **Intralot Capital Luxembourg SA**  |  |  |
| 6.513% due 10/15/2031 •  | 1800 | 1993 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 6.750% due 10/15/2031 (m)  | 5400 | 5979 |
| **JetBlue Airways Corp./JetBlue Loyalty LP** <br>9.875% due 09/20/2031 (m) | $1613 | 1527 |
| **Kronos International, Inc.** <br>9.500% due 03/15/2029 (m) | 3000 | 3000 |
| **Motion Finco SARL** <br>8.375% due 02/15/2032 (m) | $400 | 331 |
| **MPH Acquisition Holdings LLC** <br>5.750% due 12/31/2030 (m) | 6200 | 4750 |
| **National Mentor Holdings, Inc.** <br>10.500% due 12/15/2030 (m) | 1400 | 1446 |
| **New Albertsons LP** <br>6.570% due 02/23/2028 (m) | 4021 | 4044 |
| **Newfold Digital Holdings Group, Inc.** <br>9.419% due 04/30/2029 | 1403 | 737 |
| **Nexstar Media, Inc.** <br>6.500% due 09/15/2033 (m) | 1100 | 1109 |
| **Nissan Motor Co. Ltd.**  |  |  |
| 4.810% due 09/17/2030 (m)  | 6600 | 5999 |
| 7.500% due 07/17/2030 (m)  | 500 | 504 |
| **Noble Finance II LLC** <br>8.000% due 04/15/2030 (m) | 11725 | 12078 |
| **OAK-Eagle Acquireco, Inc.**  |  |  |
| 6.250% due 07/01/2033 (b)  | 1600 | 1890 |
| 7.250% due 07/01/2033 (b)  | $800 | 829 |
| 8.750% due 07/01/2034 (b)  | 500 | 524 |
| **Ocado Group PLC**  |  |  |
| 10.500% due 08/08/2029 (m)  | 4272 | 5592 |
| 11.000% due 06/15/2030 (m)  | 4250 | 5618 |
| **Petroleos de Venezuela SA**  |  |  |
| 6.000% due 11/15/2026 ^(d)  | $4100 | 1411 |
| 9.750% due 05/17/2035 ^(d)  | 1900 | 794 |
| **Petroleos Mexicanos**  |  |  |
| 6.700% due 02/16/2032 (m)  | 3463 | 3392 |
| 6.750% due 09/21/2047 (m)  | 1098 | 877 |
| 6.840% due 01/23/2030 (m)  | 1100 | 1103 |
| **Prime Healthcare Services, Inc.** <br>9.375% due 09/01/2029 (m) | 1800 | 1868 |
| **Thames Water Super Senior Issuer PLC** <br>9.750% due 10/10/2027 | 14 | 20 |
| **Topaz Solar Farms LLC**  |  |  |
| 4.875% due 09/30/2039 (m)  | $1754 | 1588 |
| 5.750% due 09/30/2039 (m)  | 4574 | 4554 |
| **Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC** <br>8.250% due 05/15/2030 (m) | 1400 | 1403 |
| **U.S. Renal Care, Inc.** <br>10.625% due 06/28/2028 | $1001 | 836 |
| **Ubisoft Entertainment SA** <br>0.878% due 11/24/2027 (m) | 1400 | 1307 |
| **Valaris Ltd.** <br>8.375% due 04/30/2030 (m) | $6811 | 7061 |
| **Vale SA** <br>0.000% due 12/29/2049 ~(j) | 120000 | 10152 |
| **Venture Global LNG, Inc.**  |  |  |
| 8.125% due 06/01/2028 (m)  | $900 | 921 |
| 9.500% due 02/01/2029 (m)  | 4709 | 5094 |
| **Viridien**  |  |  |
| 8.500% due 10/15/2030 (m)  | 1356 | 1650 |
| 10.000% due 10/15/2030 (m)  | $2508 | 2671 |
| **Vmed O2 U.K. Financing I PLC**  |  |  |
| 5.625% due 04/15/2032 (m)  | 1900 | 2024 |
| 6.750% due 01/15/2033 (m)  | $3000 | 2684 |
| **VZ Secured Financing BV** <br>7.500% due 01/15/2033 (m) | 1800 | 1698 |
| **Wayfair LLC** <br>7.750% due 09/15/2030 (m) | 1100 | 1146 |
|  |  | 257506 |
| **UTILITIES 5.2%**  |  |  |
| **Altice Holdings 1 SARL** <br>0.010% due 12/31/2099 « | 11 | 152 |
| **FORESEA Holding SA** <br>7.500% due 06/15/2030 (m) | $3000 | 2949 |
| **Genesis Energy LP/Genesis Energy Finance Corp.** <br>6.750% due 03/15/2034 (m) | 1700 | 1693 |
| **NGD Holdings BV** <br>6.750% due 12/31/2026 | 547 | 510 |
| **Nova Securitisation SARL**  |  |  |
| 5.750% due 02/03/2031 (m)  | 3500 | 3391 |
| 6.500% due 02/03/2036 (m)  | 1700 | 1619 |
| **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)(d) | 14404 | 6986 |
| **OI SA (8.500% PIK)** <br>8.500% due 12/31/2028 ^(c)(d) | 29863 | 317 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Peru LNG SRL** <br>5.375% due 03/22/2030 (m) | 10469 | 10169 |
| **Qwest Corp.** <br>7.375% due 05/01/2030 (m) | 5130 | 5090 |
| **SW Finance I PLC**  |  |  |
| 1.625% due 03/30/2027  | 2300 | 2922 |
| 2.375% due 05/28/2028  | 3500 | 4310 |
| **Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC** <br>6.500% due 02/15/2029 (m) | $3200 | 3111 |
|  |  | 43219 |
| Total Corporate Bonds & Notes (Cost $434,892) |  | 393544 |
| **CONVERTIBLE BONDS & NOTES 3.7%**  |  |  |
| **INDUSTRIALS 3.7%**  |  |  |
| **ams-OSRAM AG** <br>2.125% due 11/03/2027 | 13700 | 15301 |
| **DISH Network Corp.** <br>3.375% due 08/15/2026 | $5100 | 4954 |
| **Ubisoft Entertainment SA** <br>2.375% due 11/15/2028 | 9600 | 10597 |
| Total Convertible Bonds & Notes (Cost $31,553) |  | 30852 |
| **MUNICIPAL BONDS & NOTES 1.9%**  |  |  |
| **MICHIGAN 0.2%**  |  |  |
| **Detroit, Michigan General Obligation Bonds, Series 2014** <br>4.000% due 04/01/2044 | $2287 | 1763 |
| **TEXAS 1.0%**  |  |  |
| **El Paso Downtown Development Corp. Texas Revenue Bonds, Series 2013** <br>7.250% due 08/15/2043 | 7175 | 7869 |
| **WEST VIRGINIA 0.7%**  |  |  |
| **Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007** <br>0.000% due 06/01/2047 (g) | 66200 | 6151 |
| Total Municipal Bonds & Notes (Cost $18,572) |  | 15783 |
| **U.S. GOVERNMENT AGENCIES 3.9%**  |  |  |
| **Federal Home Loan Mortgage Corp. Military Housing Bonds Resecuritization Trust Certificates**<br>6.153% due 11/25/2055 «~ | 12567 | 8186 |
| **Federal Home Loan Mortgage Corp. REMICS**  |  |  |
| 2.313% due 07/15/2035 •(a) | 277 | 20 |
| 2.324% due 06/25/2050 •(a) | 2701 | 311 |
| 2.413% due 02/15/2042 •(a) | 332 | 24 |
| 3.353% due 08/15/2036 •(a) | 166 | 21 |
| 5.000% due 06/15/2033 ~(a) | 290 | 24 |
| 5.427% due 05/15/2033 •  | 15 | 15 |
| **Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust**<br>4.221% due 11/25/2059 ~ | 5844 | 2978 |
| **Federal Home Loan Mortgage Corp. STACR REMICS Trust**  |  |  |
| 11.162% due 10/25/2041 •  | 5350 | 5504 |
| 11.462% due 11/25/2041 •  | 8200 | 8481 |
| 12.162% due 02/25/2042 •  | 2200 | 2317 |
| **Federal National Mortgage Association Connecticut Avenue Securities Trust**  |  |  |
| 9.162% due 12/25/2041 •  | 1200 | 1229 |
| 9.662% due 12/25/2041 •  | 2700 | 2771 |
| **Federal National Mortgage Association REMICS**  |  |  |
| 2.324% due 07/25/2050 •(a) | 2559 | 301 |
| 3.500% due 09/25/2027 (a) | 12 | 0 |
| 4.000% due 06/25/2050 (a) | 1594 | 296 |
| 10.000% due 01/25/2034 •  | 72 | 75 |
| **Government National Mortgage Association REMICS**  |  |  |
| 3.500% due 06/20/2042 - 03/20/2043 (a) | 365 | 51 |
| 4.500% due 07/20/2042 (a) | 46 | 5 |
| 5.000% due 09/20/2042 (a) | 85 | 10 |
| **Uniform Mortgage-Backed Security, TBA**<br>3.000% due 06/01/2040 | 100 | 88 |
| Total U.S. Government Agencies (Cost $34,991) |  | 32707 |
| **U.S. TREASURY OBLIGATIONS 0.1%**  |  |  |
| **U.S. Treasury Bonds**  |  |  |
| 4.875% due 08/15/2045 (q) | 466 | 465 |
| **U.S. Treasury Notes**  |  |  |
| 4.250% due 08/15/2035 (o)(q) | 706 | 703 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Total U.S. Treasury Obligations (Cost $1,202) |  | 1168 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 9.4%**  |  |  |
| **Adjustable Rate Mortgage Trust** <br>4.133% due 05/25/2036 •  | 2761 | 1061 |
| **Atrium Hotel Portfolio Trust** <br>5.470% due 12/15/2036 •(m) | 5500 | 5407 |
| **Banc of America Alternative Loan Trust**  |  |  |
| 1.807% due 06/25/2046 •(a)  | 1824 | 138 |
| 2.847% due 06/25/2037 •(a)  | 1592 | 184 |
| 4.153% due 06/25/2037 •  | 1466 | 1069 |
| **Banc of America Funding Trust**  |  |  |
| 6.000% due 07/25/2037  | 239 | 205 |
| 6.250% due 10/26/2036  | 3353 | 1132 |
| **Banc of America Mortgage Trust** <br>4.309% due 02/25/2036 ~ | 3 | 3 |
| **BCAP LLC Trust**  |  |  |
| 4.447% due 03/26/2037 þ  | 1085 | 1858 |
| 6.000% due 05/26/2037 ~  | 4145 | 1586 |
| **CD Mortgage Trust** <br>5.688% due 10/15/2048 | 95 | 90 |
| **Chase Mortgage Finance Trust**  |  |  |
| 4.452% due 09/25/2036 ~  | 27 | 23 |
| 4.658% due 12/25/2035 ~  | 6 | 5 |
| **CHL Mortgage Pass-Through Trust**  |  |  |
| 1.557% due 12/25/2036 •(a)  | 1600 | 167 |
| 4.096% due 09/20/2036 ~  | 166 | 149 |
| 4.592% due 09/25/2047 ~  | 13 | 12 |
| **Citigroup Mortgage Loan Trust, Inc.**  |  |  |
| 4.871% due 11/25/2035 ~(m)  | 8614 | 4080 |
| 4.972% due 07/25/2037 ~  | 46 | 42 |
| 6.500% due 09/25/2036 (m)  | 2080 | 984 |
| **CLNY Trust**  |  |  |
| 6.059% due 11/15/2038 •(m)  | 1700 | 1630 |
| 6.755% due 11/15/2038 •(m)  | 1050 | 990 |
| **Countrywide Alternative Loan Trust**  |  |  |
| 1.207% due 04/25/2035 •(a)  | 1531 | 78 |
| 4.293% due 12/25/2046 •  | 1138 | 984 |
| 4.474% due 02/25/2037 ~  | 61 | 55 |
| 6.000% due 02/25/2037  | 3992 | 1377 |
| 6.250% due 12/25/2036 •  | 2122 | 842 |
| 6.500% due 06/25/2036  | 591 | 263 |
| **Credit Suisse First Boston Mortgage Securities Corp.** <br>6.000% due 01/25/2036 | 1262 | 742 |
| **CSMC Trust**  |  |  |
| 3.431% due 11/10/2032  | 1200 | 1017 |
| 8.044% due 07/15/2032 •  | 950 | 948 |
| **Eurosail-U.K. PLC**  |  |  |
| 5.215% due 06/13/2045 •  | 3347 | 3771 |
| 7.865% due 06/13/2045 •  | 988 | 1082 |
| **HarborView Mortgage Loan Trust**  |  |  |
| 3.933% due 08/19/2036 ~  | $76 | 65 |
| 5.498% due 08/19/2036 ~  | 1 | 1 |
| **Hilton USA Trust** <br>2.828% due 11/05/2035 | 900 | 772 |
| **IM Pastor 3 FTH** <br>2.248% due 03/22/2043 •  | 1466 | 1497 |
| **JP Morgan Alternative Loan Trust** <br>4.108% due 03/25/2037 ~(m) | $2335 | 2066 |
| **JP Morgan Chase Commercial Mortgage Securities Trust**  |  |  |
| 5.320% due 11/15/2035 •  | 1300 | 986 |
| 5.537% due 03/15/2036 •  | 1750 | 1464 |
| 5.670% due 11/15/2035 •  | 600 | 342 |
| **JP Morgan Mortgage Trust**  |  |  |
| 2.827% due 01/25/2037 •(a)  | 13154 | 1700 |
| 3.942% due 07/27/2037 ~  | 3928 | 3277 |
| **Lehman XS Trust** <br>4.233% due 06/25/2047 •(m) | 929 | 890 |
| **New Orleans Hotel Trust** <br>5.309% due 04/15/2032 •(m) | 1000 | 987 |
| **Nomura Asset Acceptance Corp. Alternative Loan Trust** <br>4.462% due 04/25/2036 ~(m) | 2454 | 2211 |
| **Nomura Resecuritization Trust** <br>3.688% due 07/26/2035 ~(m) | 3626 | 3219 |
| **PRPM LLC**  |  |  |
| 5.089% due 02/25/2031 þ  | 2577 | 2578 |
| 5.185% due 02/25/2031 þ(m)  | 6471 | 6408 |
| 5.503% due 08/25/2030 þ(m)  | 911 | 909 |
| 5.729% due 07/25/2030 þ  | 901 | 899 |
| **Residential Asset Securitization Trust**  |  |  |
| 4.193% due 01/25/2046 •  | 165 | 44 |
| 6.250% due 09/25/2037  | 4542 | 1612 |
| 6.500% due 08/25/2036  | 790 | 206 |
| **SG Commercial Mortgage Securities Trust** <br>2.937% due 03/15/2037 (m) | 1400 | 1337 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Structured Adjustable Rate Mortgage Loan Trust**  |  |  |
| 4.219% due 01/25/2036 ~  | 83 | 44 |
| 4.772% due 04/25/2047 ~  | 258 | 97 |
| **Structured Asset Mortgage Investments II Trust** <br>4.173% due 07/25/2046 •(m) | 3489 | 2890 |
| **WaMu Mortgage Pass-Through Certificates Trust** <br>3.134% due 05/25/2037 ~ | 47 | 39 |
| **Washington Mutual Mortgage Pass-Through Certificates Trust**  |  |  |
| 2.887% due 04/25/2037 •(a)  | 6248 | 1142 |
| 6.500% due 03/25/2036 (m)  | 3757 | 2855 |
| **Worldwide Plaza Trust** <br>3.526% due 11/10/2036 | 1999 | 1598 |
| **WSTN Trust**  |  |  |
| 7.690% due 07/05/2037 ~(m)  | 1600 | 1614 |
| 8.455% due 07/05/2037 ~(m)  | 1600 | 1602 |
| 9.835% due 07/05/2037 ~(m)  | 1300 | 1307 |
| Total Non-Agency Mortgage-Backed Securities (Cost $87,884) |  | 78632 |
| **ASSET-BACKED SECURITIES 13.0%**  |  |  |
| **AUTOMOBILE ABS OTHER 0.3%**  |  |  |
| **Ally Bank Auto Credit-Linked Notes**  |  |  |
| 6.066% due 06/15/2033  | 1255 | 1260 |
| 6.942% due 06/15/2033  | 554 | 553 |
| 10.219% due 06/15/2033  | 960 | 965 |
|  |  | 2778 |
| **HOME EQUITY OTHER 5.2%**  |  |  |
| **ABFC Trust** <br>5.043% due 06/25/2037 •  | 584 | 422 |
| **ACE Securities Corp. Home Equity Loan Trust** <br>4.073% due 07/25/2036 •(m) | 1360 | 1142 |
| **Centex Home Equity Loan Trust** <br>4.868% due 06/25/2034 •(m) | 2501 | 2227 |
| **Countrywide Asset-Backed Certificates Trust** <br>4.198% due 09/25/2046 •  | 12459 | 10357 |
| **Encore Credit Receivables Trust** <br>4.843% due 07/25/2035 •(m) | 7527 | 6757 |
| **Equity One Mortgage Pass-Through Trust** <br>3.711% due 07/25/2034 þ | 457 | 370 |
| **JP Morgan Mortgage Acquisition Trust** <br>4.149% due 03/25/2047 þ | 517 | 335 |
| **Merrill Lynch Mortgage Investors Trust** <br>4.113% due 04/25/2037 •  | 504 | 228 |
| **Morgan Stanley Mortgage Loan Trust**  |  |  |
| 5.299% due 11/25/2036 •  | 925 | 358 |
| 6.465% due 09/25/2046 þ  | 5713 | 1835 |
| **People's Financial Realty Mortgage Securities Trust** <br>3.953% due 09/25/2036 •  | 19108 | 3307 |
| **Renaissance Home Equity Loan Trust**  |  |  |
| 6.998% due 09/25/2037 þ  | 6148 | 2341 |
| 7.238% due 09/25/2037 þ  | 5319 | 2024 |
| **Residential Asset Mortgage Products Trust** <br>4.228% due 12/25/2036 •  | 11152 | 9475 |
| **Truman Capital Mortgage Loan Trust** <br>7.918% due 01/25/2034 •  | 2342 | 2301 |
| **Washington Mutual Asset-Backed Certificates Trust** <br>4.093% due 05/25/2036 •  | 120 | 95 |
|  |  | 43574 |
| **WHOLE LOAN COLLATERAL 5.7%**  |  |  |
| **First Franklin Mortgage Loan Trust** <br>4.663% due 06/25/2036 •  | 3147 | 3100 |
| **Pretium Mortgage Credit Partners LLC**  |  |  |
| 4.968% due 02/25/2056 þ  | 4751 | 4715 |
| 5.180% due 01/25/2056 þ(m)  | 4093 | 4063 |
| 5.184% due 11/25/2055 þ(m)  | 7787 | 7738 |
| 5.193% due 10/25/2055 þ(m)  | 1726 | 1728 |
| 5.265% due 12/25/2055 þ(m)  | 8038 | 7989 |
| 5.342% due 12/25/2055 þ(m)  | 3962 | 3951 |
| 5.510% due 04/25/2056 þ  | 1300 | 1301 |
| **RCO X Mortgage LLC** <br>5.418% due 10/25/2030 þ(m) | 3850 | 3842 |
| **Specialty Underwriting & Residential Finance Trust** <br>4.768% due 06/25/2036 •  | 8070 | 6819 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **VCAT LLC** <br>5.062% due 02/25/2056 þ | 2042 | 2035 |
|  |  | 47281 |
| **OTHER ABS 1.8%**  |  |  |
| **Aqueduct European CLO DAC** <br>1.000% due 01/25/2039 | 1060 | 715 |
| **Avoca CLO XIII DAC** <br>0.000% due 04/15/2034 ~ | 2150 | 834 |
| **Belle Haven ABS CDO Ltd.** <br>7.000% due 07/05/2046 •  | $185947 | 406 |
| **Carlyle Global Market Strategies Euro CLO DAC**  |  |  |
| 0.000% due 01/25/2032 ~  | 2200 | 542 |
| 0.000% due 04/15/2038 ~  | 548 | 373 |
| **Carlyle U.S. CLO Ltd.** <br>0.000% due 10/15/2031 ~ | $4200 | 68 |
| **CIFC Funding Ltd.**  |  |  |
| 0.000% due 04/24/2030 ~  | 4000 | 437 |
| 0.000% due 03/31/2038 ~  | 2441 | 1251 |
| **Cork Street CLO DAC** <br>0.000% due 11/27/2028 ~ | 700 | 99 |
| **CVC Cordatus Loan Fund VI DAC** <br>0.000% due 04/15/2032 ~ | 3120 | 757 |
| **Duke Funding V Ltd.** <br>7.390% due 08/07/2033 •  | $13523 | 1647 |
| **Glacier Funding CDO III Ltd.** <br>7.020% due 08/04/2035 •  | 6310 | 400 |
| **Man GLG Euro CLO I DAC** <br>0.000% due 10/15/2030 ~ | 3371 | 4 |
| **Marlette Funding Trust** <br>0.000% due 07/16/2029 «(g) | $10 | 0 |
| **Sherwood Funding CDO Ltd.** <br>7.110% due 11/06/2039 •  | 31208 | 5849 |
| **SLM Student Loan Trust** <br>0.000% due 01/25/2042 «(g) | 2 | 296 |
| **SMB Private Education Loan Trust** <br>0.000% due 10/15/2048 «(g) | 5 | 1072 |
|  |  | 14750 |
| Total Asset-Backed Securities (Cost $164,785) |  | 108383 |
| **SOVEREIGN ISSUES 11.7%**  |  |  |
| **Angola Government International Bonds**  |  |  |
| 8.000% due 11/26/2029  | 3880 | 3842 |
| 8.250% due 05/09/2028  | 3500 | 3534 |
| 9.375% due 03/31/2033  | 3500 | 3467 |
| 9.875% due 03/31/2037  | 3500 | 3468 |
| **Argentina Bonar Bonds** <br>0.750% due 07/09/2030 þ | 6494 | 5278 |
| **Argentina Republic Government International Bonds**  |  |  |
| 1.000% due 07/09/2029  | 114 | 101 |
| 3.500% due 07/09/2041 þ(m)  | 9486 | 6365 |
| 4.125% due 07/09/2046 þ  | 107 | 74 |
| 5.000% due 01/09/2038 þ(m)  | 1326 | 1003 |
| **Avenir Issuer IV Ireland DAC** <br>6.000% due 10/25/2027 | 815 | 789 |
| **Colombia Government International Bonds**  |  |  |
| 1.000% due 03/26/2031  | 223900 | 47 |
| 3.750% due 09/19/2028 (m)  | 400 | 453 |
| 5.000% due 09/19/2032 (m)  | 400 | 436 |
| 5.375% due 01/21/2029 (m)  | $1400 | 1389 |
| 5.625% due 02/19/2036 (m)  | 400 | 424 |
| 6.125% due 01/21/2031 (m)  | $400 | 394 |
| **Colombia TES**  |  |  |
| 1.000% due 08/22/2029  | 364000 | 92 |
| 9.250% due 05/28/2042  | 100000 | 20 |
| 11.000% due 08/22/2029  | 2003800 | 505 |
| 11.500% due 07/25/2046  | 790300 | 191 |
| 11.750% due 01/24/2035  | 60785900 | 15071 |
| 12.000% due 03/13/2058  | 500 | 0 |
| 12.750% due 11/28/2040  | 1983200 | 526 |
| **Costa Rica Government International Bonds**  |  |  |
| 5.500% due 11/21/2030  | 1250 | 1479 |
| 6.001% due 01/16/2036  | 3000 | 3574 |
| **Development Bank of Kazakhstan JSC** <br>18.400% due 10/16/2028 | 302800 | 651 |
| **Dominican Republic International Bonds**  |  |  |
| 10.500% due 03/15/2037 (m)  | 389400 | 6686 |
| 10.750% due 06/01/2036 (m)  | 25900 | 450 |
| 11.250% due 09/15/2035 (m)  | 53650 | 958 |
| **Egypt Government Bonds** <br>19.698% due 10/14/2030 | 746200 | 13442 |
| **Egypt Government International Bonds** <br>9.450% due 02/04/2033 | $1500 | 1579 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **El Salvador Government International Bonds** <br>8.625% due 02/28/2029 (m) | 1700 | 1775 |
| **Ghana Government International Bonds**  |  |  |
| 0.000% due 07/03/2026 (g)  | 11 | 11 |
| 0.000% due 01/03/2030 (g)  | 59 | 50 |
| 5.000% due 07/03/2029 þ  | 296 | 283 |
| **Hellenic Republic Government Bonds**  |  |  |
| 2.000% due 04/22/2027  | 55 | 63 |
| 3.900% due 01/30/2033  | 122 | 145 |
| 4.000% due 01/30/2037  | 96 | 112 |
| 4.200% due 01/30/2042  | 119 | 138 |
| **Peru Government International Bonds**  |  |  |
| 6.900% due 08/12/2037  | 1800 | 514 |
| 6.950% due 08/12/2031  | 2801 | 873 |
| **Republic of Kenya Government International Bonds**  |  |  |
| 7.875% due 02/26/2034 (m)  | $2300 | 2094 |
| 8.700% due 02/26/2039  | 2300 | 2087 |
| **Romania Government International Bonds**  |  |  |
| 5.125% due 09/24/2031 (m)  | 1100 | 1263 |
| 5.875% due 07/11/2032 (m)  | 2600 | 3048 |
| **Turkiye Government Bonds**  |  |  |
| 39.740% (BISTREFI) due 05/17/2028 ~  | 31100 | 697 |
| 40.299% (BISTREFI) due 09/06/2028 ~  | 268206 | 6011 |
| **Ukraine Government International Bonds**  |  |  |
| 0.000% due 02/01/2030 þ(i)  | $40 | 24 |
| 0.000% due 02/01/2034 þ(i)  | 149 | 64 |
| 0.000% due 02/01/2035 þ(i)  | 126 | 59 |
| 0.000% due 02/01/2036 þ(i)  | 105 | 49 |
| 4.500% due 02/01/2034 þ  | 183 | 98 |
| 4.500% due 02/01/2035 þ  | 256 | 135 |
| 4.500% due 02/01/2036 þ  | 293 | 151 |
| **Venezuela Government International Bonds**  |  |  |
| 6.000% due 12/09/2049 ^(d)  | 365 | 141 |
| 9.250% due 09/15/2027 ^(d)  | 1552 | 745 |
| 9.250% due 05/07/2028 ^(d)  | 900 | 414 |
| 11.950% due 08/05/2031 ^(d)  | 400 | 206 |
| Total Sovereign Issues (Cost $98,904) |  | 97538 |
|  | SHARES |  |
| **COMMON STOCKS 8.1%**  |  |  |
| **COMMUNICATION SERVICES 0.9%**  |  |  |
| **Clear Channel Outdoor Holdings, Inc. (e)** | 754306 | 1788 |
| **iHeartMedia, Inc. Class A (e)** | 178528 | 521 |
| **iHeartMedia, Inc. Class B «(e)** | 138545 | 356 |
| **Promotora de Informaciones SA Class A (e)** | 282619 | 98 |
| **SES SA «(e)** | 222366 | 3336 |
| **Uniti Group, Inc. (e)** | 116865 | 1096 |
|  |  | 7195 |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **Steinhoff International Holdings NV «(e)(l)** | 27368642 | 0 |
| **West Marine «(e)(l)** | 3250 | 21 |
|  |  | 21 |
| **FINANCIALS 1.7%**  |  |  |
| **Banca Monte dei Paschi di Siena SpA** | 886500 | 7735 |
| **Windstream Services LLC (e)** | 644440 | 6045 |
| **XBP Global Holdings, Inc. (e)** | 968 | 4 |
|  |  | 13784 |
| **HEALTH CARE 3.2%**  |  |  |
| **AmSurg Corp. «(e)(l)** | 603876 | 26555 |
| **INDUSTRIALS 2.3%**  |  |  |
| **Drillco Holdings Luxembourg SA «(l)** | 170549 | 3922 |
| **Foresea Holdings SA «** | 70121 | 1613 |
| **Incora New Equity «(e)(l)** | 314058 | 11895 |
| **Luxco Co. Ltd. «(e)(l)** | 51446 | 951 |
| **Westmoreland Mining Holdings «(e)(l)** | 87552 | 52 |
| **Westmoreland Mining LLC «(e)(l)** | 275905 | 1173 |
|  |  | 19606 |
| **REAL ESTATE 0.0%**  |  |  |
| **MNSN Holdings, Inc. «(e)(l)** | 3757 | 233 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Total Common Stocks (Cost $65,720) |  | 67394 |
| **WARRANTS 0.1%**  |  |  |
| **COMMUNICATION SERVICES 0.1%**  |  |  |
| **Windstream Holdings II LLC - Exp. 08/01/2035** | 125540 | 1176 |
| Total Warrants (Cost $765) |  | 1176 |
| **PREFERRED SECURITIES 4.5%**  |  |  |
| **BANKING & FINANCE 3.8%**  |  |  |
| **ADLER Group SA** « | 1524031 | 0 |
| **AGFC Capital Trust I**<br>5.684% (US0003M + 1.750%) due 01/15/2067 ~(m) | 20410000 | 12782 |
| **Brighthouse Holdings LLC**<br>6.500% due 07/27/2037 þ(j) | 70000 | 60 |
| **Compeer Financial ACA**<br>4.875% due 08/15/2026 •(j) | 2100000 | 2077 |
| **OCP CLO Ltd.**<br>0.000% due 04/26/2036 ~ | 15547 | 6002 |
| **WAFC Voussoir** « | 6443107 | 6443 |
| **Windstream Holdings II LLC**<br>11.000% « | 4111 | 4375 |
|  |  | 31739 |
| **INDUSTRIALS 0.7%**  |  |  |
| **Clover Holdings, Inc.**<br>0.000% «(l) | 14886 | 282 |
| **SVB Financial Trust**  |  |  |
| 0.000% due 11/07/2032 (g) | 19520 | 1 |
| 11.000% due 11/07/2032 | 4283 | 2024 |
| **Syniverse Holdings, Inc.**<br>12.500% «(l) | 3356868 | 2824 |
| **Venture Global LNG, Inc.**<br>9.000% due 09/30/2029 •(j) | 530000 | 528 |
|  |  | 5659 |
| Total Preferred Securities (Cost $35,627) |  | 37398 |
| **REAL ESTATE INVESTMENT TRUSTS 0.3%**  |  |  |
| **REAL ESTATE 0.3%**  |  |  |
| **VICI Properties, Inc.** | 95221 | 2601 |
| Total Real Estate Investment Trusts (Cost $272) |  | 2601 |
| **SHORT-TERM INSTRUMENTS 2.3%**  |  |  |
| **MUTUAL FUNDS 0.1%**  |  |  |
| **State Street Institutional U.S. Government Money Market Fund, Premier Class**<br> 3.720% (k) | 659987 | 660 |
|  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **EGYPT TREASURY BILLS 0.0%**  |  |  |
| 24.060% due 10/20/2026 (g)(h) | 12300 | 198 |
| **NIGERIA TREASURY BILLS 2.2%**  |  |  |
| 20.606% due 01/14/2027 - 01/28/2027 (f)(g) | 28613500 | 17985 |
| **TURKEY TREASURY BILLS 0.0%**  |  |  |
| 38.695% due 04/07/2026 (f)(g) | 11000 | 246 |
| **U.S. TREASURY BILLS 0.0%**  |  |  |
| 3.664% due 04/21/2026 - 05/26/2026 (f)(g)(q) | $367 | 365 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Total Short-Term Instruments (Cost $19,124) |  | 19454 |
| Total Investments in Securities (Cost $1,198,783) |  | 1071707 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 7.8%**  |  |  |
| **SHORT-TERM INSTRUMENTS 7.8%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 7.8%**  |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** | 6728254 | 65526 |
| Total Short-Term Instruments (Cost $65,520) |  | 65526 |
| Total Investments in Affiliates (Cost $65,520) |  | 65526 |
| Total Investments 136.1% (Cost $1,264,303) |  | $1137233 |
| **Financial Derivative Instruments (n)(p) 0.4**%(Cost or Premiums, net $57,050) |  | 3604 |
| Other Assets and Liabilities, net (36.5)% |  | (305397) |
| Net Assets Applicable to Common Shareholders 100.0% |  | $835440 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (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:**  |
| **\* 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.** |
| **^** | **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).** |
| **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.** |
| **~** | **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.** |
| **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.** |
| **(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.** |
| **(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.** |
| **(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.** |
| **(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.** |
| **(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.** |
| **(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.** |
| **(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.** |
| **(h)** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** |
| **(i)** | **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.** |
| **(j)** | **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.** |
| **(k)** | **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.** |
| **(l)** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** |
| 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 Applicable to Common Shareholders |
| AmSurg Corp. | AmSurg Corp. | 11/02/2023 - 11/06/2023 | 11/02/2023 - 11/06/2023 | $25233 | 25233 | $26555 | 26555 | 3.18% |
| Clover Holdings, Inc. | Clover Holdings, Inc. | 12/09/2024 | 12/09/2024 | 223 | 223 | 282 | 282 | 0.03 |
| Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | 06/08/2023 | 06/08/2023 | 3411 | 3411 | 3922 | 3922 | 0.47 |
| Incora New Equity | Incora New Equity | 01/31/2025 | 01/31/2025 | 15256 | 15256 | 11895 | 11895 | 1.42 |
| Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | 01/31/2025 - 01/31/2026 | 01/31/2025 - 01/31/2026 | 7153 | 7153 | 10833 | 10833 | 1.30 |
| Luxco Co. Ltd. | Luxco Co. Ltd. | 10/01/2025 | 10/01/2025 | 905 | 905 | 951 | 951 | 0.11 |
| MNSN Holdings, Inc. | MNSN Holdings, Inc. | 03/16/2023 - 03/29/2023 | 03/16/2023 - 03/29/2023 | 42 | 42 | 233 | 233 | 0.03 |
| 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. | Syniverse Holdings, Inc. | 05/12/2022 - 11/30/2025 | 05/12/2022 - 11/30/2025 | 3313 | 3313 | 2824 | 2824 | 0.34 |
| West Marine | West Marine | 09/12/2023 | 09/12/2023 | 47 | 47 | 21 | 21 | 0.00 |
| Westmoreland Mining Holdings | Westmoreland Mining Holdings | 07/11/2016 - 10/19/2016 | 07/11/2016 - 10/19/2016 | 2140 | 2140 | 52 | 52 | 0.01 |
| Westmoreland Mining LLC | Westmoreland Mining LLC | 06/30/2023 - 02/03/2025 | 06/30/2023 - 02/03/2025 | 1148 | 1148 | 1173 | 1173 | 0.14 |
|  |  |  |  | $58871 | 58871 | $58741 | 58741 | 7.03% |
| **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:** |
| 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 | (0.500)%  | 01/26/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (171) | (171) | $(198) | (198) |
|  | 1.600  | 03/30/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (1188) | (1188) | (1374) | (1374) |
|  | 1.750  | 09/01/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (1050) | (1050) | (1226) | (1226) |
|  | 2.250  | 02/26/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (1447) | (1447) | (1676) | (1676) |
|  | 4.173  | 03/26/2026 | 06/26/2026 | 06/26/2026 | (6935) | (6935) | (9185) | (9185) |
| BRC | 1.400  | 02/24/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (1394) | (1394) | (1614) | (1614) |
|  | 1.550  | 02/03/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (185) | (185) | (214) | (214) |
|  | 2.200  | 02/26/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (1129) | (1129) | (1308) | (1308) |
|  | 3.250  | 12/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (400) | (400) | (534) | (534) |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | 3.900  | 02/12/2026 | TBD<sup>(2)</sup> | $ | (2591) | (2604) |
|  |  | 4.000  | 02/12/2026 | TBD<sup>(2)</sup> |  | (18653) | (18752) |
| BYR | BYR | 4.130  | 03/16/2026 | 06/16/2026 |  | (15873) | (15902) |
|  |  | 4.130  | 03/23/2026 | 06/16/2026 |  | (1865) | (1866) |
| CDC | CDC | 4.030  | 03/10/2026 | 07/08/2026 |  | (295) | (296) |
|  |  | 4.030  | 03/23/2026 | 07/21/2026 |  | (1623) | (1624) |
|  |  | 4.070  | 03/02/2026 | 04/02/2026 |  | (2987) | (2998) |
|  |  | 4.130  | 03/06/2026 | 04/02/2026 |  | (173) | (173) |
|  |  | 4.130  | 03/10/2026 | 04/15/2026 |  | (428) | (429) |
|  |  | 4.130  | 03/10/2026 | 07/08/2026 |  | (172) | (173) |
|  |  | 4.130  | 03/19/2026 | 06/01/2026 |  | (4458) | (4465) |
|  |  | 4.130  | 03/23/2026 | 07/21/2026 |  | (8074) | (8083) |
|  |  | 4.130  | 03/25/2026 | 04/02/2026 |  | (938) | (938) |
|  |  | 4.130  | 03/30/2026 | 04/02/2026 |  | (1353) | (1353) |
|  |  | 4.140  | 03/02/2026 | 06/01/2026 |  | (12916) | (12961) |
|  |  | 4.150  | 03/16/2026 | 04/02/2026 |  | (420) | (421) |
|  |  | 4.160  | 03/10/2026 | 04/02/2026 |  | (1184) | (1187) |
|  |  | 4.170  | 03/02/2026 | 04/02/2026 |  | (15543) | (15597) |
|  |  | 4.200  | 03/06/2026 | 04/02/2026 |  | (1512) | (1517) |
| CEW | CEW | 4.120  | 02/26/2026 | 05/27/2026 |  | (16543) | (16608) |
| DBL | DBL | 4.135  | 03/20/2026 | 06/26/2026 |  | (6948) | (6957) |
|  |  | 4.235  | 03/20/2026 | 06/26/2026 |  | (1391) | (1393) |
|  |  | 4.271  | 03/13/2026 | 06/12/2026 |  | (1068) | (1071) |
|  |  | 4.335  | 03/20/2026 | 06/26/2026 |  | (1368) | (1370) |
|  |  | 4.371  | 03/13/2026 | 06/12/2026 |  | (13667) | (13698) |
|  |  | 4.471  | 03/31/2026 | 06/12/2026 |  | (750) | (751) |
| DEU | DEU | 3.960  | 02/12/2026 | TBD<sup>(2)</sup> |  | (4629) | (4653) |
|  |  | 3.960  | 02/20/2026 | 05/14/2026 |  | (2259) | (2269) |
|  |  | 3.970  | 03/05/2026 | TBD<sup>(2)</sup> |  | (1493) | (1497) |
|  |  | 4.010  | 02/12/2026 | TBD<sup>(2)</sup> |  | (1230) | (1237) |
| IND | IND | 4.060  | 03/16/2026 | 06/16/2026 |  | (489) | (490) |
|  |  | 4.110  | 03/17/2026 | 06/16/2026 |  | (3787) | (3793) |
|  |  | 4.160  | 03/16/2026 | 06/16/2026 |  | (753) | (755) |
|  |  | 4.190  | 01/16/2026 | 04/15/2026 |  | (13954) | (14076) |
|  |  | 4.190  | 03/06/2026 | 04/15/2026 |  | (566) | (568) |
|  |  | 4.190  | 03/10/2026 | 04/15/2026 |  | (2358) | (2364) |
| MYI | MYI | 1.000  | 03/26/2026 | TBD<sup>(2)</sup> | EUR | (574) | (663) |
|  |  | 1.200  | 03/18/2026 | TBD<sup>(2)</sup> |  | (2085) | (2411) |
|  |  | 1.350  | 03/26/2026 | TBD<sup>(2)</sup> |  | (1094) | (1265) |
|  |  | 3.300  | 12/29/2025 | TBD<sup>(2)</sup> | GBP | (210) | (280) |
|  |  | 3.600  | 12/12/2025 | TBD<sup>(2)</sup> | $ | (201) | (203) |
| NOM | NOM | 3.950  | 03/05/2026 | TBD<sup>(2)</sup> |  | (1626) | (1630) |
|  |  | 4.000  | 03/05/2026 | TBD<sup>(2)</sup> |  | (7806) | (7830) |
| RDR | RDR | 4.100  | 03/30/2026 | 03/29/2028 |  | (3719) | (3720) |
| RTA | RTA | 4.155  | 02/20/2026 | 08/20/2026 |  | (6339) | (6369) |
|  |  | 4.155  | 03/02/2026 | 09/02/2026 |  | (5423) | (5442) |
|  |  | 4.155  | 03/26/2026 | 08/20/2026 |  | (2362) | (2364) |
|  |  | 4.155  | 03/26/2026 | 09/18/2026 |  | (410) | (411) |
|  |  | 4.380  | 03/05/2026 | 05/04/2026 |  | (4166) | (4180) |
|  |  | 4.430  | 03/05/2026 | 05/04/2026 |  | (1312) | (1316) |
|  |  | 4.430  | 03/13/2026 | 07/10/2026 |  | (31128) | (31201) |
|  |  | 4.480  | 03/13/2026 | 07/10/2026 |  | (4014) | (4023) |
| SCX | SCX | 4.020  | 03/03/2026 | 04/02/2026 |  | (1999) | (2006) |
|  |  | 4.100  | 12/12/2025 | TBD<sup>(2)</sup> |  | (370) | (375) |
|  |  | 4.100  | 12/15/2025 | TBD<sup>(2)</sup> |  | (809) | (819) |
|  |  | 4.100  | 02/10/2026 | TBD<sup>(2)</sup> |  | (5919) | (5952) |
| SOG | SOG | 2.110  | 01/28/2026 | TBD<sup>(2)</sup> | EUR | (525) | (609) |
|  |  | 2.110  | 02/26/2026 | TBD<sup>(2)</sup> |  | (1113) | (1289) |
|  |  | 2.120  | 01/23/2026 | TBD<sup>(2)</sup> |  | (2199) | (2552) |
|  |  | 2.180  | 02/26/2026 | TBD<sup>(2)</sup> |  | (5675) | (6573) |
|  |  | 4.090  | 01/09/2026 | 04/09/2026 | $ | (1849) | (1866) |
|  |  | 4.190  | 01/07/2026 | 04/07/2026 |  | (1051) | (1061) |
|  |  | 4.190  | 01/08/2026 | 04/08/2026 |  | (1629) | (1645) |
|  |  | 4.190  | 01/09/2026 | 04/09/2026 |  | (783) | (790) |
|  |  | 4.190  | 01/14/2026 | 04/09/2026 |  | (1733) | (1749) |
|  |  | 4.190  | 03/06/2026 | 04/09/2026 |  | (1606) | (1611) |
|  |  | 4.190  | 03/17/2026 | 04/08/2026 |  | (499) | (500) |
|  |  | 4.220  | 01/16/2026 | 04/16/2026 |  | (10567) | (10660) |
|  |  | 4.220  | 03/02/2026 | 04/16/2026 |  | (6145) | (6167) |
|  |  | 4.220  | 03/10/2026 | 04/16/2026 |  | (2541) | (2547) |
|  |  | 4.220  | 03/18/2026 | 04/16/2026 |  | (8637) | (8651) |
| UBS | UBS | 2.190  | 02/27/2026 | TBD<sup>(2)</sup> | EUR | (1645) | (1905) |
|  |  | 2.220  | 02/26/2026 | TBD<sup>(2)</sup> |  | (1212) | (1404) |
|  |  | 2.329  | 03/27/2026 | 06/29/2026 |  | (4184) | (4837) |
|  |  | 2.436  | 03/06/2026 | 06/08/2026 |  | (2627) | (3042) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  | **(324136)** |
| **(m)** | **Securities with an aggregate market value of $366,181 and cash of $6,131 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $366,181 and cash of $6,131 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $366,181 and cash of $6,131 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $366,181 and cash of $6,131 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $366,181 and cash of $6,131 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $366,181 and cash of $6,131 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $366,181 and cash of $6,131 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(158252) at a weighted average interest rate of 4.193%. 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 March 31, 2026 was $(158252) at a weighted average interest rate of 4.193%. 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 March 31, 2026 was $(158252) at a weighted average interest rate of 4.193%. 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 March 31, 2026 was $(158252) at a weighted average interest rate of 4.193%. 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 March 31, 2026 was $(158252) at a weighted average interest rate of 4.193%. 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 March 31, 2026 was $(158252) at a weighted average interest rate of 4.193%. 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 March 31, 2026 was $(158252) at a weighted average interest rate of 4.193%. 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. |
| **(n)** | **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** |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (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 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> |
| Reference Entity | Reference Entity | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/<br>(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) |  | Market<br>Value<sup>(4)</sup> | Asset |  | Liability |
| Morgan Stanley  | Morgan Stanley  | 1.000% | Quarterly | 06/20/2026 | 06/20/2026 | 0.303 | 0.303 | % | $500 | 2 | $ | 0 | $ | 2 | 0 | $ | 0 |
| Worldline SA/France  | Worldline SA/France  | 5.000 | Quarterly | 12/20/2027 | 12/20/2027 | 10.088 | 10.088 |  | 400 | (39) |  | 4 |  | (35) | 0 |  | (6) |
| Worldline SA/France  | Worldline SA/France  | 5.000 | Quarterly | 12/20/2028 | 12/20/2028 | 10.418 | 10.418 |  | 100 | (14) |  | 1 |  | (13) | 0 |  | (1) |
|  |  |  |  |  |  |  |  |  |  | (51) | $ | 5 | $ | (46) | 0 | $ | (7) |
| **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> |
| 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 |  | 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 | Asset | Asset | Liability |
| Pay | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 3.500% | Annual | Annual | 03/18/2031 | GBP | 32280 | $(440) | (440) | $(936) | (936) | (1376) | $103 | 103 | $0 |
| 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 |  | 13400 | 1297 | 1297 | 2475 | 2475 | 3772 | 0 | 0 | (39) |
| 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 |  | 6900 | 768 | 768 | 481 | 481 | 1249 | 0 | 0 | (22) |
| 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 |  | 2700 | (7) | (7) | 2245 | 2245 | 2238 | 0 | 0 | (5) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 0.850 | Semi-Annual | Semi-Annual | 02/01/2027 | $ | 43700 | 253 | 253 | 1093 | 1093 | 1346 | 0 | 0 | (3) |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2027 |  | 112200 | (2687) | (2687) | (1983) | (1983) | (4670) | 27 | 27 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | Annual | 06/21/2028 |  | 23400 | (313) | (313) | (16) | (16) | (329) | 10 | 10 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.370 | Semi-Annual | Semi-Annual | 08/25/2028 |  | 27135 | (8) | (8) | 1629 | 1629 | 1621 | 0 | 0 | (13) |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/20/2028 |  | 89500 | 784 | 784 | (392) | (392) | 392 | 61 | 61 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.000 | Semi-Annual | Semi-Annual | 06/19/2029 |  | 79200 | 1112 | 1112 | (2619) | (2619) | (1507) | 56 | 56 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 06/20/2029 |  | 76900 | (969) | (969) | 1170 | 1170 | 201 | 62 | 62 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 06/20/2029 |  | 31000 | (587) | (587) | 507 | 507 | (80) | 0 | 0 | (26) |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | Annual | 12/21/2029 |  | 53300 | (5501) | (5501) | 2322 | 2322 | (3179) | 46 | 46 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | Annual | 06/18/2030 |  | 233400 | (2351) | (2351) | (2299) | (2299) | (4650) | 227 | 227 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.000 | Semi-Annual | Semi-Annual | 12/16/2030 |  | 127 | 1 | 1 | 15 | 15 | 16 | 0 | 0 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 03/18/2031 |  | 24800 | 186 | 186 | (321) | (321) | (135) | 26 | 26 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 0.750 | Semi-Annual | Semi-Annual | 06/16/2031 |  | 7300 | 427 | 427 | 659 | 659 | 1086 | 0 | 0 | (6) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.350 | Semi-Annual | Semi-Annual | 02/09/2032 |  | 139800 | 492 | 492 | 19083 | 19083 | 19575 | 0 | 0 | (134) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.250 | Annual | Annual | 06/15/2032 |  | 87000 | 4224 | 4224 | 9466 | 9466 | 13690 | 0 | 0 | (86) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2032 |  | 59500 | 2570 | 2570 | 4907 | 4907 | 7477 | 0 | 0 | (61) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/17/2035 |  | 9810 | (161) | (161) | 243 | 243 | 82 | 0 | 0 | (8) |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Semi-Annual | Semi-Annual | 06/19/2044 |  | 395600 | 59600 | 59600 | (103079) | (103079) | (43479) | 606 | 606 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/17/2045 |  | 6160 | 119 | 119 | 229 | 229 | 348 | 11 | 11 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Semi-Annual | Semi-Annual | 01/15/2050 |  | 35600 | (247) | (247) | 13684 | 13684 | 13437 | 84 | 84 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | Semi-Annual | 01/22/2050 |  | 55100 | (135) | (135) | 22872 | 22872 | 22737 | 0 | 0 | (26) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.875 | Semi-Annual | Semi-Annual | 02/07/2050 |  | 42480 | (165) | (165) | 16971 | 16971 | 16806 | 100 | 100 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Semi-Annual | Semi-Annual | 12/15/2051 |  | 29200 | 2061 | 2061 | (13284) | (13284) | (11223) | 0 | 0 | (79) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.700 | Semi-Annual | Semi-Annual | 02/01/2052 |  | 223450 | (4208) | (4208) | 101979 | 101979 | 97771 | 0 | 0 | (60) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.750 | Annual | Annual | 06/21/2053 |  | 9700 | 916 | 916 | 1420 | 1420 | 2336 | 32 | 32 | 0 |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 06/20/2054 | 29000 |  | 1270 |  | 2011 |  | 3281 |  | 103 | 103 |  | 0 |
| Pay | Pay | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.650 | Annual | Annual | 02/26/2029 | 65500 |  | 66 |  | (4699) |  | (4633) |  | 150 | 150 |  | 0 |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.150 | Annual | Annual | 06/17/2030 | 24100 |  | (1059) |  | 4183 |  | 3124 |  | 0 | 0 |  | (81) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.250 | Annual | Annual | 09/21/2032 | 3200 |  | 290 |  | 289 |  | 579 |  | 0 | 0 |  | (17) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 1.250 | Annual | Annual | 08/19/2049 | 18200 |  | 76 |  | 6570 |  | 6646 |  | 0 | 0 |  | (139) |
| Pay | Pay | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.500 | Annual | Annual | 06/17/2050 | 7700 |  | 1317 |  | (5388) |  | (4071) |  | 47 | 47 |  | 0 |
| Receive<sup>(5)</sup> | Receive<sup>(5)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.830 | Annual | Annual | 12/09/2052 | 26400 |  | 424 |  | 2836 |  | 3260 |  | 32 | 32 |  | 0 |
| Pay | Pay | Venture Global LNG, Inc. | Venture Global LNG, Inc. | 5.000 | Quarterly | Quarterly | 12/20/2030 | 1000 |  | 31 |  | 73 |  | 104 |  | 4 | 4 |  | 0 |
| Pay | Pay | Worldline SA/France | Worldline SA/France | 5.000 | Quarterly | Quarterly | 12/20/2030 | 12700 |  | (2066) |  | (579) |  | (2645) |  | 0 | 0 |  | (187) |
|  |  |  |  |  |  |  |  | $ | $57380 | 57380 | $83817 | 83817 | $141197 | 141197 | $1787 | 1787 | 1787 | $(992) | (992) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **$** | $**57329** | **57329** | $**83822** | **83822** | $**141151** | **141151** | $**1787** | **1787** | **1787** | $**(999)** | **(999)** |
| **(o)** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $703 and cash of $22,140 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** |
| <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. | 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. | 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. | 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. | 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. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. |
| **(p)** | **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** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |
| **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:** | **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:** | **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> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Settlement<br>Month | Settlement<br>Month |  | Currency to<br>be Delivered | Currency to<br>be Delivered |  | Currency to<br>be Received | Currency to<br>be Received | Currency to<br>be Received | Asset | Asset | Asset | Asset | Liability | Liability | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | 04/2026  | 04/2026  | 04/2026  | $ | $466 | 466 | CAD | 639 | 639 | 639 | 0 | 0 | 0 | 0 | $(7) | (7) | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 04/2026  | 04/2026  | 04/2026  | DOP | 175850 | 175850 | $ | $2877 | 2877 | 2877 | 13 | 13 | 13 | 13 | (14) | (14) | (14) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | EUR | 4000 | 4000 |  | 4636 | 4636 | 4636 | 12 | 12 | 12 | 12 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | GBP | 86 | 86 |  | 116 | 116 | 116 | 2 | 2 | 2 | 2 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | JPY | 84792 | 84792 |  | 532 | 532 | 532 | 0 | 0 | 0 | 0 | (3) | (3) | (3) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $1910 | 1910 | EUR | 1642 | 1642 | 1642 | 0 | 0 | 0 | 0 | (12) | (12) | (12) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | DOP | 3699 | 3699 | $ | $57 | 57 | 57 | 0 | 0 | 0 | 0 | (4) | (4) | (4) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $531 | 531 | JPY | 84537 | 84537 | 84537 | 3 | 3 | 3 | 3 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | 04/2026  | 04/2026  | 04/2026  | CAD | 637 | 637 | $ | $470 | 470 | 470 | 12 | 12 | 12 | 12 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $696 | 696 | EUR | 602 | 602 | 602 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 08/2030  | 08/2030  | 08/2030  | KWD | 58 | 58 | $ | $195 | 195 | 195 | 5 | 5 | 5 | 5 | 0 | 0 | 0 |
|  |  |  | 01/2031  | 01/2031  | 01/2031  |  | 2065 | 2065 |  | 6960 | 6960 | 6960 | 152 | 152 | 152 | 152 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | 04/2026  | 04/2026  | 04/2026  | HKD | 2323 | 2323 |  | 297 | 297 | 297 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | TRY | 335445 | 335445 |  | 7291 | 7291 | 7291 | 0 | 0 | 0 | 0 | (111) | (111) | (111) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $9163 | 9163 | TRY | 412540 | 412540 | 412540 | 51 | 51 | 51 | 51 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | TRY | 88283 | 88283 | $ | $1894 | 1894 | 1894 | 0 | 0 | 0 | 0 | (12) | (12) | (12) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $1062 | 1062 | TRY | 49268 | 49268 | 49268 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | 04/2026  | 04/2026  | 04/2026  | JPY | 468671 | 468671 | $ | $2936 | 2936 | 2936 | 0 | 0 | 0 | 0 | (17) | (17) | (17) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $14524 | 14524 | GBP | 10910 | 10910 | 10910 | 0 | 0 | 0 | 0 | (83) | (83) | (83) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | GBP | 10910 | 10910 | $ | $14523 | 14523 | 14523 | 83 | 83 | 83 | 83 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $2936 | 2936 | JPY | 467259 | 467259 | 467259 | 17 | 17 | 17 | 17 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | 04/2026  | 04/2026  | 04/2026  | EUR | 2310 | 2310 | $ | $2678 | 2678 | 2678 | 8 | 8 | 8 | 8 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | GBP | 83 | 83 |  | 111 | 111 | 111 | 1 | 1 | 1 | 1 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $1157 | 1157 | EUR | 996 | 996 | 996 | 0 | 0 | 0 | 0 | (6) | (6) | (6) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 8725 | 8725 | GBP | 6582 | 6582 | 6582 | 0 | 0 | 0 | 0 | (13) | (13) | (13) |
|  |  |  | 06/2026  | 06/2026  | 06/2026  | COP | 9635835 | 9635835 | $ | $2563 | 2563 | 2563 | 0 | 0 | 0 | 0 | (17) | (17) | (17) |
|  |  |  | 08/2026  | 08/2026  | 08/2026  |  | 51955506 | 51955506 |  | 13648 | 13648 | 13648 | 0 | 0 | 0 | 0 | (65) | (65) | (65) |
|  |  |  | 09/2026  | 09/2026  | 09/2026  |  | 2873824 | 2873824 |  | 742 | 742 | 742 | 0 | 0 | 0 | 0 | (11) | (11) | (11) |
| &nbsp;&nbsp;&nbsp;&nbsp; DUB | &nbsp;&nbsp;&nbsp;&nbsp; DUB | &nbsp;&nbsp;&nbsp;&nbsp; DUB | 04/2026  | 04/2026  | 04/2026  | HKD | 11273 | 11273 |  | 1441 | 1441 | 1441 | 2 | 2 | 2 | 2 | 0 | 0 | 0 |
|  |  |  | 06/2026  | 06/2026  | 06/2026  | KZT | 26270 | 26270 |  | 51 | 51 | 51 | 0 | 0 | 0 | 0 | (3) | (3) | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; FAR | &nbsp;&nbsp;&nbsp;&nbsp; FAR | &nbsp;&nbsp;&nbsp;&nbsp; FAR | 04/2026  | 04/2026  | 04/2026  | GBP | 24110 | 24110 |  | 32582 | 32582 | 32582 | 670 | 670 | 670 | 670 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | JPY | 583538 | 583538 |  | 3656 | 3656 | 3656 | 0 | 0 | 0 | 0 | (21) | (21) | (21) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $9366 | 9366 | GBP | 6924 | 6924 | 6924 | 0 | 0 | 0 | 0 | (201) | (201) | (201) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 1166 | 1166 | JPY | 182193 | 182193 | 182193 | 0 | 0 | 0 | 0 | (18) | (18) | (18) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  |  | 3656 | 3656 |  | 581775 | 581775 | 581775 | 21 | 21 | 21 | 21 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | &nbsp;&nbsp;&nbsp;&nbsp; GLM | &nbsp;&nbsp;&nbsp;&nbsp; GLM | 04/2026  | 04/2026  | 04/2026  | BRL | 6093 | 6093 | $ | $1147 | 1147 | 1147 | 0 | 0 | 0 | 0 | (30) | (30) | (30) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | DOP | 106509 | 106509 |  | 1650 | 1650 | 1650 | 0 | 0 | 0 | 0 | (96) | (96) | (96) |

---

------

<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  | 04/2026  | 04/2026  | KZT | 17692 | 17692 | 17692 |  | 36 | 36 | 36 |  | 0 | 0 |  |  | 0 | 0 |
|  |  |  |  | 04/2026  | 04/2026  | $ | $1131 | 1131 | 1131 | BRL | 6093 | 6093 | 6093 |  | 46 | 46 |  |  | 0 | 0 |
|  |  |  |  | 05/2026  | 05/2026  | DOP | 74311 | 74311 | 74311 | $ | 1144 | 1144 | 1144 |  | 0 | 0 |  |  | (78) | (78) |
|  |  |  |  | 06/2026  | 06/2026  |  | 16692 | 16692 | 16692 |  | 272 | 272 | 272 |  | 0 | 0 |  |  | (1) | (1) |
|  |  |  |  | 06/2026  | 06/2026  | $ | $1147 | 1147 | 1147 | BRL | 6175 | 6175 | 6175 |  | 30 | 30 |  |  | 0 | 0 |
|  |  |  |  | 07/2026  | 07/2026  | DOP | 5894 | 5894 | 5894 | $ | 96 | 96 | 96 |  | 0 | 0 |  |  | 0 | 0 |
|  |  |  |  | 09/2026  | 09/2026  |  | 60157 | 60157 | 60157 |  | 992 | 992 | 992 |  | 23 | 23 |  |  | (6) | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp; IND | &nbsp;&nbsp;&nbsp;&nbsp; IND | &nbsp;&nbsp;&nbsp;&nbsp; IND | &nbsp;&nbsp;&nbsp;&nbsp; IND | 04/2026  | 04/2026  | EUR | 122918 | 122918 | 122918 |  | 145140 | 145140 | 145140 |  | 3065 | 3065 |  |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | 04/2026  | 04/2026  | HKD | 13155 | 13155 | 13155 |  | 1683 | 1683 | 1683 |  | 3 | 3 |  |  | 0 | 0 |
|  |  |  |  | 04/2026  | 04/2026  | $ | $3807 | 3807 | 3807 | EUR | 3277 | 3277 | 3277 |  | 3 | 3 |  |  | (22) | (22) |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | 04/2026  | 04/2026  | GBP | 137 | 137 | 137 | $ | 183 | 183 | 183 |  | 2 | 2 |  |  | 0 | 0 |
|  |  |  |  | 04/2026  | 04/2026  | JPY | 180381 | 180381 | 180381 |  | 1128 | 1128 | 1128 |  | 0 | 0 |  |  | (9) | (9) |
|  |  |  |  | 04/2026  | 04/2026  | $ | $1665 | 1665 | 1665 | EUR | 1440 | 1440 | 1440 |  | 1 | 1 |  |  | (1) | (1) |
|  |  |  |  | 04/2026  | 04/2026  |  | 1291 | 1291 | 1291 | JPY | 200718 | 200718 | 200718 |  | 0 | 0 |  |  | (26) | (26) |
|  |  |  |  | 05/2026  | 05/2026  | JPY | 1310600 | 1310600 | 1310600 | $ | 8238 | 8238 | 8238 |  | 0 | 0 |  |  | (45) | (45) |
|  |  |  |  | 05/2026  | 05/2026  | $ | $1811 | 1811 | 1811 | EUR | 1573 | 1573 | 1573 |  | 10 | 10 |  |  | 0 | 0 |
|  |  |  |  | 05/2026  | 05/2026  |  | 1128 | 1128 | 1128 | JPY | 179836 | 179836 | 179836 |  | 9 | 9 |  |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; NGF | &nbsp;&nbsp;&nbsp;&nbsp; NGF | &nbsp;&nbsp;&nbsp;&nbsp; NGF | &nbsp;&nbsp;&nbsp;&nbsp; NGF | 04/2026  | 04/2026  |  | 2053 | 2053 | 2053 | TRY | 94578 | 94578 | 94578 |  | 4 | 4 |  |  | 0 | 0 |
|  |  |  |  | 05/2026  | 05/2026  |  | 915 | 915 | 915 |  | 42247 | 42247 | 42247 |  | 0 | 0 |  |  | (2) | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | 04/2026  | 04/2026  |  | 919 | 919 | 919 | JPY | 143288 | 143288 | 143288 |  | 0 | 0 |  |  | (16) | (16) |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | 04/2026  | 04/2026  | EUR | 602 | 602 | 602 | $ | 694 | 694 | 694 |  | 0 | 0 |  |  | (1) | (1) |
|  |  |  |  | 04/2026  | 04/2026  | $ | $141204 | 141204 | 141204 | EUR | 121873 | 121873 | 121873 |  | 190 | 190 |  |  | (526) | (526) |
|  |  |  |  | 04/2026  | 04/2026  |  | 5079 | 5079 | 5079 | JPY | 790320 | 790320 | 790320 |  | 0 | 0 |  |  | (100) | (100) |
|  |  |  |  | 05/2026  | 05/2026  | EUR | 102440 | 102440 | 102440 | $ | 118401 | 118401 | 118401 |  | 0 | 0 |  |  | (185) | (185) |
|  |  |  |  | 05/2026  | 05/2026  | $ | $696 | 696 | 696 | EUR | 602 | 602 | 602 |  | 1 | 1 |  |  | 0 | 0 |
|  |  |  |  | 06/2026  | 06/2026  | EGP | 3645 | 3645 | 3645 | $ | 67 | 67 | 67 |  | 4 | 4 |  |  | 0 | 0 |
|  |  |  |  | 06/2026  | 06/2026  | PEN | 5907 | 5907 | 5907 |  | 1753 | 1753 | 1753 |  | 62 | 62 |  |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 04/2026  | 04/2026  | $ | $6 | 6 | 6 | JPY | 926 | 926 | 926 |  | 0 | 0 |  |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | 04/2026  | 04/2026  | TRY | 29117 | 29117 | 29117 | $ | 630 | 630 | 630 |  | 0 | 0 |  |  | (11) | (11) |
|  |  |  |  | 05/2026  | 05/2026  |  | 4655 | 4655 | 4655 |  | 100 | 100 | 100 |  | 0 | 0 |  |  | (1) | (1) |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | $**4505** | **4505** | **4505** | **$** | $**(1774)** | **(1774)** | **(1774)** |
| **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** |
| **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** |
| Counterparty | Counterparty | Counterparty | Description | Description | Description | Description | Description | Description |  | Strike<br>Price | Strike<br>Price | Expiration<br>Date | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Premiums<br>(Received) | Premiums<br>(Received) |  | Market<br>Value | Market<br>Value |
| UAG | UAG | UAG | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | TRY | 49.510 | 49.510 | 04/15/2026 | 1900 | 1900 | 1900 | (30) | (30) | $ | $(5) | (5) |
|  |  |  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  |  | 49.650 | 49.650 | 04/17/2026 | 2900 | 2900 | 2900 | (45) | (45) |  | (10) | (10) |
|  |  |  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  |  | 49.650 | 49.650 | 04/21/2026 | 1000 | 1000 | 1000 | (15) | (15) |  | (4) | (4) |
|  |  |  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  |  | 49.600 | 49.600 | 04/24/2026 | 500 | 500 | 500 | (7) | (7) |  | (3) | (3) |
|  |  |  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  | Call - OTC USD versus TRY  |  | 49.990 | 49.990 | 05/01/2026 | 1000 | 1000 | 1000 | (15) | (15) |  | (8) | (8) |
| **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **(112)** | **(112)** | **$** | $**(30)** | **(30)** |
| **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 AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(2)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(5)</sup> | <u>Swap Agreements, at Value</u><sup>(5)</sup> | <u>Swap Agreements, at Value</u><sup>(5)</sup> | <u>Swap Agreements, at Value</u><sup>(5)</sup> |
| Counterparty | Counterparty | Reference Entity | Reference Entity | Reference Entity | Fixed <br>Receive Rate | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(3)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(3)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(3)</sup> | Notional<br>Amount<sup>(4)</sup> |  | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Asset | Liability |
| BRC | BRC | Argentine Republic Government International Bonds  | Argentine Republic Government International Bonds  | Argentine Republic Government International Bonds  | 5.000% | 5.000% | Quarterly | 12/20/2026 | 2.754% | 2.754% | 2.754% | $1900 | $ | 44 | 44 | $(11) | $33 | 33 | 33 | $0 |
| CBK | CBK | Petroleos Mexicanos  | Petroleos Mexicanos  | Petroleos Mexicanos  | 1.000 | 1.000 | Quarterly | 12/20/2026 | 2.033 | 2.033 | 2.033 | 300 |  | (3) | (3) | 1 | 0 | 0 | 0 | (2) |
| DUB | DUB | Eskom « | Eskom « | Eskom « | 4.650 | 4.650 | Quarterly | 06/30/2029 | —◆ | —◆ | —◆ | 3300 |  | 0 | 0 | 142 | 142 | 142 | 142 | 0 |
|  |  | Petroleos Mexicanos « | Petroleos Mexicanos « | Petroleos Mexicanos « | 4.750 | 4.750 | Monthly | 07/06/2026 | —◆ | —◆ | —◆ | 94 |  | 0 | 0 | 1 | 1 | 1 | 1 | 0 |
| GST | GST | Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  | 1.000 | 1.000 | Quarterly | 12/20/2030 | 2.738 | 2.738 | 2.738 | 20000 |  | (10) | (10) | 0 | 0 | 0 | 0 | (10) |
|  |  | Soft Bank Group,Inc.  | Soft Bank Group,Inc.  | Soft Bank Group,Inc.  | 1.000 | 1.000 | Quarterly | 06/20/2026 | 1.662 | 1.662 | 1.662 | $1400 |  | (12) | (12) | 10 | 0 | 0 | 0 | (2) |
| JPM | JPM | Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  | 1.000 | 1.000 | Quarterly | 12/20/2030 | 2.738 | 2.738 | 2.738 | 20000 |  | (10) | (10) | 1 | 0 | 0 | 0 | (9) |
| MYC | MYC | Petroleos Mexicanos  | Petroleos Mexicanos  | Petroleos Mexicanos  | 1.000 | 1.000 | Quarterly | 12/20/2028 | 2.711 | 2.711 | 2.711 | $900 |  | (176) | (176) | 138 | 0 | 0 | 0 | (38) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **$** | **(167)** | **(167)** | $**282** | $**176** | **176** | **176** | $**(61)** |
| **(q)** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $721 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** |
| ◆ | **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.** | **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> | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. |
| <sup>(2)</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. | 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>(3)</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. | 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. |

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<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| <sup>(4)</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. |
| <sup>(5)</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. |
| **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 March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: |
| Category and Subcategory | Category and Subcategory | Level 1 | Level 2 | Level 3 | Fair Value<br>at 03/31/2026 |
| **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 | $0 | $112952 | $72125 | $185077 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | Banking & Finance | 0 | 92819 | 0 | 92819 |
| Industrials | Industrials | 0 | 236528 | 20978 | 257506 |
| Utilities | Utilities | 0 | 43067 | 152 | 43219 |
| Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes |
| Industrials | Industrials | 0 | 30852 | 0 | 30852 |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |
| Michigan | Michigan | 0 | 1763 | 0 | 1763 |
| Texas | Texas | 0 | 7869 | 0 | 7869 |
| West Virginia | West Virginia | 0 | 6151 | 0 | 6151 |
| U.S. Government Agencies | U.S. Government Agencies | 0 | 24521 | 8186 | 32707 |
| U.S. Treasury Obligations | U.S. Treasury Obligations | 0 | 1168 | 0 | 1168 |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 78632 | 0 | 78632 |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| Automobile ABS Other | Automobile ABS Other | 0 | 2778 | 0 | 2778 |
| Home Equity Other | Home Equity Other | 0 | 43574 | 0 | 43574 |
| Whole Loan Collateral | Whole Loan Collateral | 0 | 47281 | 0 | 47281 |
| Other ABS | Other ABS | 0 | 13382 | 1368 | 14750 |
| Sovereign Issues | Sovereign Issues | 0 | 97538 | 0 | 97538 |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |
| Communication Services | Communication Services | 3405 | 98 | 3692 | 7195 |
| Consumer Discretionary | Consumer Discretionary | 0 | 0 | 21 | 21 |
| Financials | Financials | 4 | 13780 | 0 | 13784 |
| Health Care | Health Care | 0 | 0 | 26555 | 26555 |
| Industrials | Industrials | 0 | 0 | 19606 | 19606 |
| Real Estate | Real Estate | 0 | 0 | 233 | 233 |
| Warrants | Warrants | Warrants | Warrants | Warrants | Warrants |
| Communication Services | Communication Services | 0 | 1176 | 0 | 1176 |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |
| Banking & Finance | Banking & Finance | 0 | 20921 | 10818 | 31739 |
| Industrials | Industrials | 0 | 2553 | 3106 | 5659 |
| 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 | 2601 | 0 | 0 | 2601 |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Mutual Funds | Mutual Funds | 0 | 660 | 0 | 660 |
| Egypt Treasury Bills | Egypt Treasury Bills | 0 | 198 | 0 | 198 |
| Nigeria Treasury Bills | Nigeria Treasury Bills | 0 | 17985 | 0 | 17985 |
| Turkey Treasury Bills | Turkey Treasury Bills | 0 | 246 | 0 | 246 |
| U.S. Treasury Bills | U.S. Treasury Bills | 0 | 365 | 0 | 365 |
|  |  | $6010 | $898857 | $166840 | $1071707 |
| **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** |
| 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 | $65526 | $0 | $0 | $65526 |
| Total Investments | Total Investments | $71536 | $898857 | $166840 | $1137233 |
| **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 | 0 | 1787 | 0 | 1787 |
| Over the counter | Over the counter | 0 | 4538 | 143 | 4681 |
|  |  | $0 | $6325 | $143 | $6468 |
| **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 | 0 | (999) | 0 | (999) |
| Over the counter | Over the counter | 0 | (1865) | 0 | (1865) |
|  |  | $0 | $(2864) | $0 | $(2864) |
| Total Financial Derivative Instruments | Total Financial Derivative Instruments | $0 | $3461 | $143 | $3604 |
| Totals | Totals | $71536 | $902318 | $166983 | $1140837 |

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<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** |
| Category and Subcategory | Beginning<br>Balance<br>at 06/30/2025 | Beginning<br>Balance<br>at 06/30/2025 | Net<br>Purchases<sup>(1)</sup> | Net<br>Purchases<sup>(1)</sup> | Net<br>Sales/Settlements<sup>(1)</sup> | Net<br>Sales/Settlements<sup>(1)</sup> | 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 out<br>of Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 03/31/2026 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(2)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<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** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | $41013 | 41013 | $ | 3668 | $ | $(8283) | $105 | $0 | $ | $335 | $35287 | $0 | 0 | 72125 | $ | (350) |
| Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance |  | 302 |  | 0 |  | (37) | 0 | 2 |  | 43 | 0 | (310) | (310) | 0 |  | 0 |
| Industrials |  | 19641 |  | 1339 |  | (1502) | 22 | 0 |  | 1478 | 0 | 0 | 0 | 20978 |  | 1077 |
| Utilities |  | 0 |  | 129 |  | 0 | (2) | 0 |  | 25 | 0 | 0 | 0 | 152 |  | 25 |
| U.S. Government Agencies | 8262 | 8262 |  | 0 |  | (161) | 27 | 53 |  | 5 | 0 | 0 | 0 | 8186 |  | 2 |
| Asset-Backed Securities |  |  |  | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 |  | 0 |
| Other ABS | 1468 | 1468 |  | 0 |  | (22) | 0 | (14261) |  | (14183) | 0 | 0 | 0 | 1368 |  | (97) |
| Common Stocks |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services |  | 10752 |  | 0 |  | (9497) | 0 | 5042 |  | (2605) | 0 | 0 | 0 | 3692 |  | 3476 |
| Consumer Discretionary |  | 20 |  | 0 |  | 0 | 0 | 0 |  | 1 | 0 | 0 | 0 | 21 |  | 0 |
| Financials |  | 7671 |  | 0 |  | (7860) | 0 | (8060) |  | 8249 | 0 | 0 | 0 | 0 |  | 0 |
| Health Care |  | 27263 |  | 0 |  | 0 | 0 | 0 |  | (708) | 0 | 0 | 0 | 26555 |  | (708) |
| Industrials |  | 16246 |  | 3202 |  | (2333) | 0 | 36 |  | 2455 | 0 | 0 | 0 | 19606 |  | 2455 |
| Real Estate<sup>(4)</sup> |  | 15 |  | 0 |  | 0 | 0 | 0 |  | 218 | 0 | 0 | 0 | 233 |  | 218 |
| Warrants |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services |  | 2095 |  | 0 |  | (1888) | 0 | 499 |  | (706) | 0 | 0 | 0 | 0 |  | 0 |
| Financials |  | 1 |  | 0 |  | (3) | 0 | (8989) |  | 8991 | 0 | 0 | 0 | 0 |  | 0 |
| Preferred Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance |  | 0 |  | 10554 |  | 0 | 0 | 0 |  | 264 | 0 | 0 | 0 | 10818 |  | 264 |
| Industrials |  | 3254 |  | 197 |  | 0 | 0 | 0 |  | (345) | 0 | 0 | 0 | 3106 |  | (344) |
|  | $138003 | 138003 | $ | 19089 | $ | $(31586) | $152 | $(25678) | $ | $31883 | $35287 | $(310) | (310) | 166840 | $ | 6018 |
| **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** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | $197 | 197 | $ | 0 | $ | $(1) | $0 | $0 | $ | $(53) | $0 | $0 | 0 | 143 | $ | (54) |
| Totals | $138200 | 138200 | $ | 19089 | $ | $(31587) | $152 | $(25678) | $ | $31830 | $35287 | $(310) | (310) | 166983 | $ | 5964 |
| <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:** | <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:** | <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) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Ending<br>Balance<br>at 03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &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 | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | Input Value(s) | Input Value(s) | 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** | **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 | Loan Participations and Assignments | $12291 | 12291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.360 | 16.360 | 16.360 |  |
|  |  |  |  | 15839 | 15839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 6.790 - 9745 | 6.790 - 9745 | 6.790 - 9745 | 8.477 |
|  |  |  |  | 4577 | 4577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 101.250 | 101.250 | 101.250 |  |
|  |  |  |  | 3000 | 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 | 100.000 | 100.000 |  |
|  |  |  |  | 36417 | 36417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 43.500 - 97.750 | 43.500 - 97.750 | 43.500 - 97.750 | 93.619 |
| 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 | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Industrials | Industrials | Industrials | Industrials | 20978 | 20978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | 12.500/10.000 | 12.500/10.000 | 12.500/10.000 |  |
| Utilities | Utilities | Utilities | Utilities | 152 | 152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 12.000 | 12.000 | 12.000 |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 8186 | 8186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 11.670 | 11.670 | 11.670 |  |
| 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 | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| &nbsp;&nbsp;&nbsp;&nbsp;Other ABS | &nbsp;&nbsp;&nbsp;&nbsp;Other ABS | &nbsp;&nbsp;&nbsp;&nbsp;Other ABS | &nbsp;&nbsp;&nbsp;&nbsp;Other ABS | 1368 | 1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 12.000 - 20.000 | 12.000 - 20.000 | 12.000 - 20.000 | 15.101 |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | 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 | Communication Services | 3335 | 3335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | $15.000 | 15.000 | 15.000 |  |
|  |  |  |  | 356 | 356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Discount | 12.000 | 12.000 | 12.000 |  |
| Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | 21 | 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple / Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple / Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple / Discount Rate | 0.500/20.750 | 0.500/20.750 | 0.500/20.750 |  |
| Health Care | Health Care | Health Care | Health Care | 26555 | 26555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.360 | 16.360 | 16.360 |  |
| Industrials | Industrials | Industrials | Industrials | 11895 | 11895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | 12.500/10.000 | 12.500/10.000 | 12.500/10.000 |  |
|  |  |  |  | 6760 | 6760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | $0.594 - 23.000 | 0.594 - 23.000 | 0.594 - 23.000 | 19.575 |
| Real Estate | Real Estate | Real Estate | Real Estate | 233 | 233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |  |  |  |  |
|  |  |  |  | 951 | 951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 16.000 | 16.000 | 16.000 |  |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | 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 | Banking & Finance | 4375 | 4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 11.900 | 11.900 | 11.900 |  |
|  |  |  |  | 6443 | 6443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | $0.000 | 0.000 | 0.000 |  |
| Industrials | Industrials | Industrials | Industrials | 281 | 281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; Revenue/ EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; Revenue/ EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; Revenue/ EBITDA Multiple | 4.625/18.000 | 4.625/18.000 | 4.625/18.000 |  |

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<br> Schedule of Investments PIMCO High Income Fund (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | 2824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 19.155 |  |
| **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 | Over the counter | 143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 0.191 - 4.267 | 4.252 |
| Total | Total | $166983 |  |  |  |  |
| <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 March 31, 2026 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 March 31, 2026 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 March 31, 2026 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 March 31, 2026 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 March 31, 2026 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 March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. |
| <sup>(3)</sup> | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. |
| <sup>(4)</sup> | Sector type updated from Common Stocks Financials to Preferred Securities Industrials since prior fiscal year end. | Sector type updated from Common Stocks Financials to Preferred Securities Industrials since prior fiscal year end. | Sector type updated from Common Stocks Financials to Preferred Securities Industrials since prior fiscal year end. | Sector type updated from Common Stocks Financials to Preferred Securities Industrials since prior fiscal year end. | Sector type updated from Common Stocks Financials to Preferred Securities Industrials since prior fiscal year end. | Sector type updated from Common Stocks Financials to Preferred Securities Industrials since prior fiscal year end. |

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------

Notes to Financial Statements

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

**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 thanETFs), 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 services (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). Transfers from Level 3 to Level 2 are a result of the availability of current and reliable market-based data provided by pricing services or other valuation techniques which utilize significant observable inputs. 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 each respective 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.

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

------

Notes to Financial Statements(Cont.)

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.

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 March 31, 2026, 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 March 31, 2026 (amounts in thousands<sup>†</sup>):

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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>03/31/2026** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| $73274 | $481145 | $(488900) | $23 | $(16) | $65526 | $1046 | $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.

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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 | **DEU** | Deutsche Bank Securities, Inc. | **NGF** | Nomura Global Financial Products, Inc. |
| **BOA** | Bank of America N.A. | **DUB** | Deutsche Bank AG | **NOM** | Nomura Securities International, Inc. |
| **BPS** | BNP Paribas S.A. | **FAR** | Wells Fargo Bank National Association | **RDR** | RBC Capital Markets LLC |
| **BRC** | Barclays Bank PLC | **GLM** | Goldman Sachs Bank USA | **RTA** | RBC (Barbados) Trading Bank Corp. |
| **BSH** | Banco Santander S.A. - New York Branch | **GST** | Goldman Sachs International | **SCX** | Standard Chartered Bank, London |
| **BYR** | The Bank of Nova Scotia - Toronto | **IND** | Crédit Agricole Corporate and Investment Bank <br> S.A. | **SOG** | Societe Generale Paris |
| **CBK** | Citibank N.A. | **JPM** | JP Morgan Chase Bank N.A. | **SSB** | State Street Bank and Trust Co. |
| **CDC** | Natixis Securities Americas LLC | **MBC** | HSBC Bank Plc | **UAG** | UBS AG Stamford |
| **CEW** | Canadian Imperial Bank of Commerce World Markets | **MYC** | Morgan Stanley Bank, N.A. | **UBS** | UBS Securities LLC |
| **DBL** | Deutsche Bank AG London | **MYI** | Morgan Stanley & Co. International PLC |  |  |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **BRL** | Brazilian Real | **EUR** | Euro | **KZT** | Kazakhstani Tenge |
| **CAD** | Canadian Dollar | **GBP** | British Pound | **NGN** | Nigerian Naira |
| **COP** | Colombian Peso | **HKD** | Hong Kong Dollar | **PEN** | Peruvian New Sol |
| **DOP** | Dominican Peso | **JPY** | Japanese Yen | **TRY** | Turkish New Lira |
| **EGP** | Egyptian Pound | **KWD** | Kuwaiti Dinar | **USD (or $)** | United States Dollar |
| **Exchange Abbreviations:** | **Exchange Abbreviations:** |  |  |  |  |
| **OTC** | Over the Counter |  |  |  |  |
| **Index/Spread Abbreviations:** | **Index/Spread Abbreviations:** |  |  |  |  |
| **BISTREFI** | Turkish Lira Overnight Reference Rate | **GSMMUSTF** | Goldman Sachs Money Market US Treasury Fund <br> Index | **SONIO** | Sterling Overnight Interbank Average Rate |
| **BNMMDTSC** | Dreyfus Treasury Securites Cash Management Fund Yield | **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 |
| **EUR003M** | 3 Month EUR Swap Rate | **MSMMUSTF** | MSILF Money Market US Treasury Fund Index | **TSFR6M** | Term SOFR 6-Month |
| **EUR006M** | 6 Month EUR Swap Rate | **SOFR** | Secured Overnight Financing Rate | **US0003M** | ICE 3-Month USD LIBOR |
| **FHMMUSTF** | Federated Hermes US Treasury Cash Reserves Fund Yield |  |  |  |  |
| **Municipal Bond or Agency Abbreviations:** | **Municipal Bond or Agency Abbreviations:** |  |  |  |  |
| **ACA** | American Capital Access Holding Ltd. |  |  |  |  |
| **Other Abbreviations:** | **Other Abbreviations:** |  |  |  |  |
| **ABS** | Asset-Backed Security | **EURIBOR** | Euro Interbank Offered Rate | **REMIC** | Real Estate Mortgage Investment Conduit |
| **CDO** | Collateralized Debt Obligation | **JSC** | Joint Stock Company | **TBA** | To-Be-Announced |
| **CLO** | Collateralized Loan Obligation | **OIS** | Overnight Index Swap | **TBD** | To-Be-Determined |
| **DAC** | Designated Activity Company | **PIK** | Payment-in-Kind | **TBD%** | Interest rate to be determined when loan <br> settles or at the time of funding |
| **EBITDA** | Earnings before Interest, Taxes, Depreciation and Amoritization |  |  |  |  |

---

## 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 High Income Fund

- **b. Investment Company Act file number:** 811-21311

- **c. CIK number of Registrant:** 0001219360

- **d. LEI of Registrant:** TYNS8LL5KA936NJZN198

- **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:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1325838816.50

**Total Liabilities:** $491148522.18

**Net Assets:** $834690294.32

**Delayed Delivery Securities:** $5863485.96

**Cash Not Reported:** $15213892.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 998.393900 | **1-Year:** 7559.055000 | **5-Year:** 28574.511200 | **10-Year:** 19159.739900 | **30-Year:** -4848.156700

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

- **3-Month:** 43370.771300 | **1-Year:** 57953.211700 | **5-Year:** 105532.898800 | **10-Year:** 34767.801600 | **30-Year:** 3136.198400

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.10%                | -0.40%               | -4.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1503389.46              | $-210715.49                                |
| Month 2  | $1691357.28              | $-9023189.94                               |
| Month 3  | $1469695.21              | $-20424380.38                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR               | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1326304 | PA      | $1002685.82   | 0.12%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/3.00 06/19/19-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-51293.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                      | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                 | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1740124 | PA      | $0.02         | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD KZT BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-430.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REPU BNYMELLON/RE RBC BARBADO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6339090 | PA      | $-6369059.82  | -0.76%            |  |  |  | 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        |      754306 | NS      | $1787705.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NIGERIA GOVT                                                               | YI4360438 NIGERIA OMO BILL                                 | CUSIP: 990ACHTT6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  9781600000 | PA      | $6166631.49   | 0.74%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELLE HAVEN ABS CDO LTD 2006-1A                                            | BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A               | CUSIP: 078452AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   185946964 | PA      | $406294.12    | 0.05%             | 2046-07-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                  | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95              | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2801000 | PA      | $872979.27    | 0.10%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | US TREASURY N/B 08/35 4.25                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      706000 | PA      | $703462.81    | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR             | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      256023 | PA      | $134668.10    | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1345.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                            | NEW WINDSTREAM PREFERRED STOCK                             | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |        4111 | NS      | $4374932.60   | 0.52%             |  |  |  | No            |                  3 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25              | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1552000 | PA      | $744960.00    | 0.09%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $29766.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                            | VALARIS LTD SECURED 144A 04/30 8.375                       | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     6811000 | PA      | $7061004.57   | 0.85%             | 2030-04-30      | Fixed         | 8.38%                 | 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        |     4600000 | PA      | $4330716.00   | 0.52%             | 2032-09-15      | Floating      | 7.67%                 | 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        |    66200000 | PA      | $6150920.04   | 0.74%             | 2047-06-01      | None          | 0.00%                 | 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        |      400000 | PA      | $407000.00    | 0.05%             | 2031-05-13      | Floating      | 16.28%                | 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        |     2300000 | PA      | $2922158.71   | 0.35%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                    | VALE SA SUBORDINATED 12/49 VAR                             | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   120000000 | PA      | $10152803.65  | 1.22%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| MAYFLOWER RE LTD                                                           | MAYFLOWER RE LTD UNSECURED 144A 07/30 VAR                  | CUSIP: 57839MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     7000000 | PA      | $7091000.00   | 0.85%             | 2030-07-08      | Floating      | 10.02%                | 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      | $1251008.28   | 0.15%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT CAD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-7118.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                                | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5               | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1736917.68   | 0.21%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -489274 | PA      | $-490157.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP COMPANY GUAR 07/26 7.75                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5487967.10   | 0.66%             | 2026-07-01      | Fixed         | 7.75%                 | 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        |      900000 | PA      | $771655.95    | 0.09%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 1.25000 08/19/19-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $6644227.78   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                    | XBP GLOBAL HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |         968 | NS      | $4259.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP ADVISORS LLC 2025-7                                                    | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 7 A1 144A         | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910981 | PA      | $908639.69    | 0.11%             | 2030-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6787.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA INC COMPANY GUAR 11/95 7.5                             | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1746000 | PA      | $1860539.82   | 0.22%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-J2                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A6           | CUSIP: 12667F6B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1530803 | PA      | $78167.07     | 0.01%             | 2035-04-25      | Floating      | 1.21%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-5                                        | BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3             | CUSIP: 059523AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      239293 | PA      | $205274.19    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | 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      | $3775076.63   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2611                                                           | FREDDIE MAC FHR 2611 SQ                                    | CUSIP: 31393QYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14928 | PA      | $15157.45     | 0.00%             | 2033-05-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 11/40 12.75                     | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1983200000 | PA      | $525646.66    | 0.06%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| GSPA MONETIZATION TRUST                                                    | GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422      | CUSIP: 36298GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2667675 | PA      | $2685715.96   | 0.32%             | 2029-10-09      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -16543433 | PA      | $-16607805.57 | -1.99%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-155.03      | -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        |     3000000 | PA      | $3537595.01   | 0.42%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      153495 | NS      | $3530385.00   | 0.42%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-21466.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE CENTR BANK BILL BILLS 04/26 0.00000                | CUSIP: ACI38VBK6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    11000000 | PA      | $245690.28    | 0.03%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017                                                            | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A         | CUSIP: 12652FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1016973.00   | 0.12%             | 2032-11-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3205.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED 03/33 9.375                | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3500000 | PA      | $3466855.32   | 0.42%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SABESP (NOVA SECURITISATION SARL)                                          | NOVA SECURITISATION SARL SR SECURED 144A 02/31 5.75        | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |     3500000 | PA      | $3390557.10   | 0.41%             | 2031-02-03      | Fixed         | 5.75%                 | 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        |     5500000 | PA      | $5406500.00   | 0.65%             | 2036-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.15000 06/17/20-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $3125963.39   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 31750SG74 PIMCO FXVAN CALL USD TRY 49.99000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1000000 | NC      | $-7903.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3003                                                           | FREDDIE MAC FHR 3006 SU                                    | CUSIP: 31395WSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      276930 | PA      | $20044.06     | 0.00%             | 2035-07-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                        | NATURE COAST RE LTD UNSECURED 144A 02/30 VAR               | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $249300.00    | 0.03%             | 2030-02-26      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-25724.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                    | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7152500 | PA      | $10832611.85  | 1.30%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 08/29 9               | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2311137.32   | 0.28%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7407.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                    | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                   | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1962951.37   | 0.24%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3535.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA RESECURITIZATION TRUST 2014-3R                                      | NOMURA RESECURITIZATION TRUST NMRR 2014 3R 2A8 144A        | CUSIP: 65540LAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3626214 | PA      | $3219218.53   | 0.39%             | 2035-07-26      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.50000 06/20/24-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $3280953.78   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 01/31 6.125              | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $394000.00    | 0.05%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-93                                                  | FANNIE MAE FNR 2012 93 DI                                  | CUSIP: 3136A8JY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11670 | PA      | $160.50       | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR             | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      105152 | PA      | $48685.38     | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-34373.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -399872 | PA      | $-534213.44   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY5                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1           | CUSIP: 92990GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46973 | PA      | $39038.50     | 0.00%             | 2037-05-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                               | PERU LNG SRL SR UNSECURED REGS 03/30 5.375                 | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    10468760 | PA      | $10169168.17  | 1.22%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $45804.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -809024 | PA      | $-818882.86   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2                          | FREDDIE MAC   SCRT SCRT 2020 2 BXS 144A                    | CUSIP: 35563PRM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5843572 | PA      | $2977717.27   | 0.36%             | 2059-11-25      | Variable      | 4.22%                 | 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        |     2122353 | PA      | $841620.73    | 0.10%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-1 LLC                                                            | PRESTON RIDGE PARTNERS MORTGAG PRPM 2026 1 A1 144A         | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6471206 | PA      | $6407827.27   | 0.77%             | 2031-02-25      | Fixed         | 5.18%                 | 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        |     6300000 | PA      | $5500148.22   | 0.66%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                               | YI4360529 NIGERIA OMO BILL                                 | CUSIP: 990ACHUB3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |  9432000000 | PA      | $5910206.88   | 0.71%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-2RA                                                  | CIFC FUNDING LTD CIFC 2014 2RA INC 144A                    | CUSIP: 125475AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $437331.52    | 0.05%             | 2030-04-24      | Fixed         | 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        |     1800000 | PA      | $514354.44    | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                        | VICI PROPERTIES INC REIT USD.01                            | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       95221 | NS      | $2601437.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.50000 03/18/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-135410.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                 | HELLENIC REPUBLIC BONDS REGS 01/33 3.9                     | CUSIP: ACI0Z3H77<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      122226 | PA      | $145216.53    | 0.02%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4990                                                    | FREDDIE MAC FHR 4990 KS                                    | CUSIP: 3137FUS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2700878 | PA      | $310842.14    | 0.04%             | 2050-06-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $10721.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260521                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-34708.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 01/29 5.375              | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1400000 | PA      | $1388800.00   | 0.17%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                             | INTRALOT CAPITAL LUX SR SECURED REGS 10/31 6.75            | CUSIP: ACI30N7H4<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |     4100000 | PA      | $4539553.65   | 0.54%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-4653.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS INVESTMENTS LIMITED                                                     | GENERAL SHOPPING INVEST COMPANY GUAR REGS 12/49 VAR        | CUSIP: G3812TAA9<br>LEI: 2221002OQ5WL5CL13X65 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $95625.00     | 0.01%             | 2026-09-20      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1379.91      | 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        |     -753294 | PA      | $-754686.76   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-8564.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1068275 | PA      | $-1070682.83  | -0.13%            |  |  |  | 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        |     3655835 | PA      | $3509601.21   | 0.42%             | 2031-12-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $10056.73     | 0.00%             |  |  |  | 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        |     3347180 | PA      | $3771483.60   | 0.45%             | 2045-06-13      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.83000 12/09/42-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $3259992.51   | 0.39%             |  |  |  | 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        |    11725000 | PA      | $12078059.80  | 1.45%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH RE LTD                                                        | COMMONWEALTH RE LTD UNSECURED 144A 07/30 VAR               | CUSIP: 203235AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3700000 | PA      | $3724420.00   | 0.45%             | 2030-07-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $62225.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR               | CUSIP: 45833UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      350000 | PA      | $355775.00    | 0.04%             | 2026-06-06      | Floating      | 14.06%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-16AX                                    | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1           | CUSIP: 617487AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      925017 | PA      | $357643.62    | 0.04%             | 2036-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-17005.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260521                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1635.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                        | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR               | CUSIP: 13947LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.03%             | 2033-03-21      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-134                          | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 134 KI             | CUSIP: 38378GBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85377 | PA      | $9859.76      | 0.00%             | 2042-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP BRC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $33512.85     | 0.00%             |  |  |  | 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        |     7526703 | PA      | $6757411.92   | 0.81%             | 2035-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6396.37     | -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        |      400000 | PA      | $330957.96    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                           | WESTMORELAND MINING HOLDINGS L COMMON                      | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       87552 | NS      | $51984.10     | 0.01%             |  |  |  | Yes           |                  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        |      250000 | PA      | $258800.00    | 0.03%             | 2033-04-10      | Floating      | 13.28%                | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/29 8.75            | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2141358.12   | 0.26%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |    -1112738 | PA      | $-1288730.01  | -0.15%            |  |  |  | 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        |     1084784 | PA      | $1857785.92   | 0.22%             | 2037-03-26      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWER FERRY RE LTD                                                         | LOWER FERRY RE LTD UNSECURED 144A 07/30 VAR                | CUSIP: 547915AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     4400000 | PA      | $4455440.00   | 0.53%             | 2030-07-08      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $87700.76     | 0.01%             | 2056-06-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2005-BC3                                    | SPECIALTY UNDERWRITING + RESID SURF 2005 BC3 M4            | CUSIP: 84751PHB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8070000 | PA      | $6819354.17   | 0.82%             | 2036-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 02/29 8.625      | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1700000 | PA      | $1774783.00   | 0.21%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-44702.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EGP BOUGHT USD 20260618                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $3954.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2290284 | PA      | $-2291347.27  | -0.27%            |  |  |  | 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        |     1488750 | PA      | $1310100.00   | 0.16%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -18652543 | PA      | $-18752023.23 | -2.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.3* 08/25/23-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $1621097.59   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                            | NEW UNITY COMMON STOCKK                                    | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      644440 | NS      | $6044847.20   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                             | WINSTON RE LTD UNSECURED 144A 02/31 VAR                    | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |      700000 | PA      | $730660.00    | 0.09%             | 2031-02-26      | Floating      | 15.21%                | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED 144A 03/37 9.875           | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3500000 | PA      | $3467602.53   | 0.42%             | 2037-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $3064937.23   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1999094 | PA      | $-2005568.16  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REPU BNYMELLON/RE RBC BARBADO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -31128056 | PA      | $-31200999.76 | -3.74%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                   | FLORA FOOD MANAGEMENT BV SR SECURED 144A 10/30 7.5         | CUSIP: ACI386PJ9<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $687349.39    | 0.08%             | 2030-10-31      | Fixed         | 7.50%                 | 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        |     1400000 | PA      | $1700427.86   | 0.20%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2007-2                                      | BANC OF AMERICA ALTERNATIVE LO BOAA 2007 2 3A1             | CUSIP: 059475AQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1591897 | PA      | $184210.97    | 0.02%             | 2037-06-25      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 2ND LIEN TERM LOAN                   | CUSIP: 31772YAB2<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      400000 | PA      | $346000.00    | 0.04%             | 2033-09-15      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1622582 | PA      | $-1624212.75  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2009-9                                       | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 9 3A2 144A        | CUSIP: 17315XAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2080377 | PA      | $983863.96    | 0.12%             | 2036-09-25      | Fixed         | 6.50%                 | 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        |      503885 | PA      | $227672.51    | 0.03%             | 2037-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6947775 | PA      | $-6957351.96  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 04/32 6.5                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      401271 | PA      | $380563.00    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       31000 | PA      | $30937.60     | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                            | MAREX GROUP PLC SR UNSECURED 11/29 6.404                   | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $309094.76    | 0.04%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $7371.39      | 0.00%             |  |  |  | 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        |      900000 | PA      | $914085.00    | 0.11%             | 2027-04-05      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A13        | CUSIP: 02149JAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2730674 | PA      | $909675.09    | 0.11%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3437.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                       | INEOS US FINANCE LLC 2023 USD TERM LOAN B                  | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     4427525 | PA      | $3882386.21   | 0.47%             | 2030-02-18      | Floating      | 6.92%                 | 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        |      500000 | PA      | $495192.47    | 0.06%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-243023.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1098000 | PA      | $877022.28    | 0.11%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     6711915 | PA      | $65367339.43  | 7.83%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORPORATION                                                   | DISH NETWORK CORP SR UNSECURED 08/26 3.375                 | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4954650.00   | 0.59%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                 | OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5               | CUSIP: BA000XG23<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |     1900000 | PA      | $2506038.93   | 0.30%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                       | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16360000 | PA      | $16833302.16  | 2.02%             | 2049-05-30      | Fixed         | 6.58%                 | 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      | $1249236.94   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-201367.52   | -0.02%            |  |  |  | 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        |      400000 | PA      | $405400.00    | 0.05%             | 2031-05-13      | Floating      | 14.03%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -420100 | PA      | $-420874.85   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1230434 | PA      | $-1237012.68  | -0.15%            |  |  |  | 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      | $98994.36     | 0.01%             | 2028-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75           | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    25900000 | PA      | $450484.04    | 0.05%             | 2036-06-01      | Fixed         | 10.75%                | 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        |     2700000 | PA      | $2771278.11   | 0.33%             | 2041-12-25      | Floating      | 9.66%                 | 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        |      886500 | NS      | $7735177.80   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 11/31 4.625                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3000000 | PA      | $2668064.40   | 0.32%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                         | CERDIA FINANZ GMBH SR SECURED 144A 10/31 9.375             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     4070000 | PA      | $4051807.10   | 0.49%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -2627520 | PA      | $-3042359.10  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                               | ALAMO RE LTD SR UNSECURED 144A 06/26 VAR                   | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |     5300000 | PA      | $5371550.00   | 0.64%             | 2026-06-07      | Floating      | 12.59%                | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                   | CUSIP: 73110JAB8<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |      900000 | PA      | $930600.00    | 0.11%             | 2027-01-07      | Floating      | 16.79%                | No            |                  2 | On Loan: No      |
| CITY OF DETROIT                                                            | DETROIT MI DET 04/44 ADJUSTABLE VAR                        | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     2286931 | PA      | $1763282.80   | 0.21%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 05/42 9.25                      | CUSIP: ACI22YPY3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   100000000 | PA      | $20432.54     | 0.00%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4875.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICORN BAY (HONG KONG) INVESTMENTS LIMITED                                | UNICORN BAY HKD FIXED TERM LOAN A                          | CUSIP: BA00077Z7<br>LEI: N/A                  | Long             | LON              | CORP              | HK        |    35443168 | PA      | $4576621.95   | 0.55%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES 2018-2A                                   | CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A SUB 144A       | CUSIP: 14317QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4200000 | PA      | $68040.00     | 0.01%             | 2031-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -16877872 | PA      | $-17007428.36 | -2.04%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1         | CUSIP: 02149DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61314 | PA      | $55190.12     | 0.01%             | 2037-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                       | INTEGRITY RE III UNSECURED 144A 06/27 VAR                  | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $274725.00    | 0.03%             | 2027-06-06      | Floating      | 29.01%                | No            |                  2 | On Loan: No      |
| BAYOU RE LTD                                                               | BAYOU RE LTD UNSECURED 144A 05/30 VAR                      | CUSIP: 07304LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1200000 | PA      | $1218600.00   | 0.15%             | 2030-05-26      | Floating      | 15.94%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REPU BNYMELLON/RE RBC BARBADO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5423096 | PA      | $-5442054.49  | -0.65%            |  |  |  | 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        |     6500000 | PA      | $6422799.50   | 0.77%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO GBP ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -6934880 | PA      | $-9185334.89  | -1.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-A                                           | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1            | CUSIP: 05949CRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3495 | PA      | $3190.58      | 0.00%             | 2036-02-25      | Floating      | 4.31%                 | 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        |     1255346 | PA      | $1259527.48   | 0.15%             | 2033-06-15      | Fixed         | 6.07%                 | 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        |     1100000 | PA      | $1146097.70   | 0.14%             | 2030-09-15      | Fixed         | 7.75%                 | 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        |    14404225 | PA      | $6986049.13   | 0.84%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS A COMMON STOCK                     | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      178528 | NS      | $521301.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -13666580 | PA      | $-13698104.88 | -1.64%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                           | GOLDEN BEAR RE LTD UNSECURED 144A 03/32 VAR                | CUSIP: 38090EAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.03%             | 2032-03-08      | Floating      | 9.50%                 | 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        |       70000 | NS      | $59588.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REPU BNYMELLON/RE RBC BARBADO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4013926 | PA      | $-4023437.49  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2007-WMC1                                        | ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A1A          | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      584021 | PA      | $421549.91    | 0.05%             | 2037-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                                                             | GATEWAY RE LTD UNSECURED 144A 07/29 VAR                    | CUSIP: 36779CBA3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |      850000 | PA      | $850000.00    | 0.10%             | 2029-07-06      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3486.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REPU BNYMELLON/RE RBC BARBADO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4165985 | PA      | $-4179888.74  | -0.50%            |  |  |  | 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        |     1400000 | PA      | $1337079.10   | 0.16%             | 2037-03-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP 2ND LIEN TERM LOAN B1                         | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      532373 | PA      | $385970.43    | 0.05%             | 2029-02-01      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| VCAT 2026-NPL2 LLC                                                         | VCAT ASSET SECURITIZATION, LLC VCAT 2026 NPL2 A1 144A      | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2042263 | PA      | $2034597.45   | 0.24%             | 2056-02-25      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-CW1                                               | ACE SECURITIES CORP. ACE 2006 CW1 A2C                      | CUSIP: 00441QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1359599 | PA      | $1142424.23   | 0.14%             | 2036-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| DUKE FUNDING LTD 2003-5A                                                   | DUKE FUNDING LTD DUKEF 2003 5A 1A2 144A                    | CUSIP: 264402AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13522518 | PA      | $1646623.55   | 0.20%             | 2033-08-07      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $7168.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 31750SD28 PIMCO FXVAN CALL USD TRY 49.51000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1900000 | NC      | $-4941.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                    | ALTICE FRAN LUX 3/HOLD 1 SR UNSECURED 144A 01/33 10        | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2369048 | PA      | $2155805.01   | 0.26%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/29 8               | CUSIP: ACI1H0020<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3880000 | PA      | $3841926.49   | 0.46%             | 2029-11-26      | Fixed         | 8.00%                 | 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        |    13700000 | PA      | $15300653.34  | 1.83%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REPU BNYMELLON/RE RBC BARBADO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2362034 | PA      | $-2363669.71  | -0.28%            |  |  |  | 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        |     1000000 | PA      | $1028350.00   | 0.12%             | 2028-12-07      | Floating      | 12.80%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -4183700 | PA      | $-4837288.05  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                      | SYNIVERSE PFD PIK PFDJJZ917                                | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     3356868 | NS      | $2824337.60   | 0.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2591004 | PA      | $-2604477.00  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                 | HELLENIC REPUBLIC BONDS REGS 01/42 4.2                     | CUSIP: ACI0Z3HC6<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      119485 | PA      | $138133.00    | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25         | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      900000 | PA      | $414000.00    | 0.05%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                              | PURPLE RE LTD UNSECURED 144A 06/33 VAR                     | CUSIP: 74639NAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.03%             | 2033-06-07      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2020-38                                                         | FANNIE MAE FNR 2020 38 QI                                  | CUSIP: 3136BADX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1594089 | PA      | $296274.57    | 0.04%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                         | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                  | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     7745000 | PA      | $7835373.93   | 0.94%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3213.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81               | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     6600000 | PA      | $5998985.45   | 0.72%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 07/46 11.5                      | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   790300000 | PA      | $190655.99    | 0.02%             | 2046-07-25      | Fixed         | 11.50%                | 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        |     5350000 | PA      | $5503594.22   | 0.66%             | 2041-10-25      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 5.75        | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $4749854.29   | 0.57%             | 2030-12-31      | Fixed         | 5.75%                 | 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        |      500000 | PA      | $504273.18    | 0.06%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3820.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1183642 | PA      | $-1186643.85  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $141.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2987495 | PA      | $-2997627.59  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -750500 | PA      | $-750593.20   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1575.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                      | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878     | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1307217.34   | 0.16%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | EGYPT GOVERNMENT BOND BONDS 10/30 19.698                   | CUSIP: ACI350557<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   746200000 | PA      | $13441589.47  | 1.61%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4150                                                    | FREDDIE MAC FHR 4150 AS                                    | CUSIP: 3137AXYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      331674 | PA      | $23978.32     | 0.00%             | 2042-02-15      | Floating      | 2.41%                 | 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        |     1756154 | PA      | $1725749.88   | 0.21%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-2644673.00  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-594.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-18073.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75       | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |      412222 | PA      | $333050.64    | 0.04%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| VOUSSOIR RE LTD                                                            | WAFC VOUSSOIR WAFC VOUSSOIR                                | CUSIP: 957IQY903<br>LEI: 549300XW5WDY1508DB60 | Long             | EP               | CORP              | US        |     6443107 | NS      | $6443107.00   | 0.77%             |  |  |  | No            |                  3 | 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        |     3500000 | PA      | $4310341.03   | 0.52%             | 2028-05-28      | Fixed         | 2.38%                 | 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        |    10145188 | PA      | $10145188.00  | 1.22%             | 2030-01-31      | Fixed         | 11.68%                | No            |                  3 | 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        |      959971 | PA      | $965414.69    | 0.12%             | 2033-06-15      | Fixed         | 10.22%                | 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        |      959713 | PA      | $937260.08    | 0.11%             | 2027-09-01      | Floating      | 9.43%                 | 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        |     1000000 | PA      | $305755.91    | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO STANDARD CHARTERE VAR 1                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5918632 | PA      | $-5952335.38  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-15702.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                     | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |    19143484 | PA      | $17731651.91  | 2.12%             | 2027-05-13      | Floating      | 10.70%                | No            |                  3 | 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        |      900000 | PA      | $920894.40    | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                        | CAPE LOOKOUT RE LTD UNSECURED 144A 04/30 VAR               | CUSIP: 13947LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $251000.00    | 0.03%             | 2030-04-28      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-20619.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1037.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1071.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.75000 06/21/23-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2335837.22   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                    | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   268206000 | PA      | $6011271.35   | 0.72%             | 2028-09-06      | Fixed         | 39.28%                | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | FWD0104H8 COLOMBIA GOVT FWD 04 24 2026                     | CUSIP: 958QWGII7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   364000000 | PA      | $91745.42     | 0.01%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                              | STEINHOFF CVR                                              | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |    27368642 | NS      | $31.64        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4117.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | NISSAN MOTOR CO LTD SNR JP SP JPM                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $-9322.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC9                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC9 A3           | CUSIP: 23245GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1138485 | PA      | $984163.69    | 0.12%             | 2046-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.00 9/15/23-28Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-11222974.64 | -1.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4457933 | PA      | $-4464565.82  | -0.53%            |  |  |  | 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        |     2200000 | PA      | $2317011.40   | 0.28%             | 2042-02-25      | Floating      | 12.16%                | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                              | PURPLE RE LTD UNSECURED 144A 06/26 VAR                     | CUSIP: 74639NAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1200000 | PA      | $1219800.00   | 0.15%             | 2026-06-05      | Floating      | 14.14%                | 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        |      400000 | PA      | $140000.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7939.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                          | MNSN HOLDINGS INC COMMON STOCK                             | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3757 | NS      | $232934.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                      | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6493536 | PA      | $5289451.37   | 0.63%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  3 | On Loan: No      |
| COSTA RICA GOVT                                                            | COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001               | CUSIP: ACI3859N0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     3000000 | PA      | $3573519.01   | 0.43%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | 31750SDE2 PIMCO FXVAN CALL USD TRY 49.65000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1900000 | NC      | $-6505.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 04/29 VAR                     | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |       26829 | PA      | $15024.00     | 0.00%             | 2029-04-22      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR             | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      126183 | PA      | $58548.91     | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -170866 | PA      | $-197314.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REPU BNYMELLON/RE RBC BARBADO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -410479 | PA      | $-410763.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                            | GENESIS ENERGY LP/FIN COMPANY GUAR 03/34 6.75              | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1693133.02   | 0.20%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FUNDING CDO LTD 2004-1A                                           | SHERWOOD FUNDING CDO LTD SHERW 2004 1A A1 144A             | CUSIP: 82437RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    31208115 | PA      | $5848556.88   | 0.70%             | 2039-11-06      | Floating      | 7.11%                 | 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        |     1900000 | PA      | $2024045.28   | 0.24%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/17/25-20Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $347894.34    | 0.04%             |  |  |  | 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        |      950000 | PA      | $948158.52    | 0.11%             | 2032-07-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX SA COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       17054 | NS      | $392242.00    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-108.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-S1                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A2            | CUSIP: 16162WQY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          46 | PA      | $12.43        | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | 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        |     1796960 | PA      | $1626248.80   | 0.19%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260917                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $22716.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1658.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2016-11A                                                       | OCP CLO LTD OCP 2016 11A PREF 144A                         | CUSIP: 67092H209<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       15547 | PA      | $6002423.23   | 0.72%             | 2036-04-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -200969 | PA      | $-203179.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 LTD 14-1A                 | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 1A SUBR 144A     | CUSIP: ACI2VLBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      548000 | PA      | $372965.11    | 0.04%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 01/35 11.75                     | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 60785900000 | PA      | $15071011.47  | 1.81%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PRET 2025-NPL13 LLC                                                        | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL13 A1 144A     | CUSIP: 74143UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3962260 | PA      | $3950556.58   | 0.47%             | 2055-12-25      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2006-AR2                                      | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR2 2A2            | CUSIP: 65535VUK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2454292 | PA      | $2211151.87   | 0.26%             | 2036-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS B COMMON STOCK                     | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      138545 | NS      | $356005.23    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-5                                      | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB12            | CUSIP: 05950BAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1824416 | PA      | $137660.79    | 0.02%             | 2046-06-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO SAS)                                    | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                   | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |     3000000 | PA      | $1040265.20   | 0.12%             | 2030-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1644944 | PA      | $-1905136.38  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| IM PASTOR FTH 3                                                            | PASTOR IM FTH/FTA IMPAS 3 A REGS                           | CUSIP: B0BL9JII2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | ES        |     1466404 | PA      | $1497077.40   | 0.18%             | 2043-03-22      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                 | EQTYWM927 WESTMORELAND MINING                              | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      275905 | NS      | $1172597.19   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1            | CUSIP: BXC8GV902<br>LEI: 959800U3NGPXSCQHQW54 | Long             | EC               | CORP              | ES        |      282619 | NS      | $98143.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KZT BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-2655.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 05/26 0.00000                                | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      336000 | PA      | $334133.16    | 0.04%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAYFLOWER RE LTD                                                           | MAYFLOWER RE LTD UNSECURED 144A 07/30 VAR                  | CUSIP: 57839MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1009700.00   | 0.12%             | 2030-07-08      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                           | GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR                | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      470000 | PA      | $478530.50    | 0.06%             | 2029-01-08      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -12916148 | PA      | $-12960708.29 | -1.55%            |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2009-RR4                                                    | BCAP LLC TRUST BCAP 2009 RR4 5A2 144A                      | CUSIP: 05531RAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4145064 | PA      | $1586229.51   | 0.19%             | 2037-05-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4673696 | PA      | $4652874.68   | 0.56%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       63110 | NS      | $1451530.00   | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| CVR ENERGY INC                                                             | CVR ENERGY INC COMPANY GUAR 144A 02/31 7.5                 | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1008317.00   | 0.12%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQ CORP 2007-HE1                                       | JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 HE1 AF6          | CUSIP: 46630KAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      516933 | PA      | $335372.19    | 0.04%             | 2047-03-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-11                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 MV1             | CUSIP: 12666TAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12458542 | PA      | $10357197.18  | 1.24%             | 2046-09-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-13299.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUERCUS II RE DESIGNATED ACTIVITY COMPANY                                  | QUERCUS II RE DAC UNSECURED 144A 01/31 VAR                 | CUSIP: ACI37KKF2<br>LEI: 635400PTO1PTKKKHEA32 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $288933.66    | 0.03%             | 2031-01-07      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $1273.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOCA CLO XIII  13X                                                        | AVOCA CLO AVOCA 13X SUB REGS                               | CUSIP: ACI0B8BB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     2150000 | PA      | $833657.68    | 0.10%             | 2034-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $1903.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                  | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $436453.67    | 0.05%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-95890.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 31750SFJ9 PIMCO FXVAN CALL USD TRY 49.60000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -500000 | NC      | $-2801.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED 144A 09/32 6.875       | CUSIP: ACI30SL12<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $184825.46    | 0.02%             | 2032-09-30      | Fixed         | 6.88%                 | 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        |     6310380 | PA      | $400197.99    | 0.05%             | 2035-08-04      | Floating      | 7.02%                 | 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      | $4703.36      | 0.00%             |  |  |  | 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        |    12566903 | PA      | $8185985.76   | 0.98%             | 2055-11-25      | Floating      | 6.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1864581 | PA      | $-1866501.52  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |     -524995 | PA      | $-609086.07   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $9.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC REVOLVER                             | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      909055 | PA      | $838016.90    | 0.10%             | 2029-12-10      | Floating      | 0.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7134.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2007-2                                      | BANC OF AMERICA ALTERNATIVE LO BOAA 2007 2 3A2             | CUSIP: 059475AS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1465781 | PA      | $1068622.39   | 0.13%             | 2037-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1447005 | PA      | $-1676086.99  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | NEW WINDSTREAM WARRANTS                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      125540 | NC      | $1176309.80   | 0.14%             |  |  |  | No            |                  3 | 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        |    30329707 | PA      | $28645802.12  | 3.43%             | 2028-06-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-S4                                           | JP MORGAN MORTGAGE TRUST JPMMT 2006 S4 A9                  | CUSIP: 46629SAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13154067 | PA      | $1699510.68   | 0.20%             | 2037-01-25      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                          | QWEST CORP SR UNSECURED 05/30 7.375                        | CUSIP: 624284BD6<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5089652.55   | 0.61%             | 2030-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LONG POINT RE IV LTD                                                       | LONG POINT RE IV LTD UNSECURED 144A 06/26 VAR              | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     5700000 | PA      | $5714820.00   | 0.68%             | 2026-06-01      | Floating      | 7.79%                 | 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        |      928905 | PA      | $890399.52    | 0.11%             | 2047-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                  | VMED O2 UK FINANCING I SR SECURED 144A 01/33 6.75          | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $2684370.90   | 0.32%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND VI DAC 6A                                           | CORDATUS CLO PLC CORDA 6A SUB 144A                         | CUSIP: ACI17ZRB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     3120000 | PA      | $757025.65    | 0.09%             | 2032-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI E 144A                           | CUSIP: 92943AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1306487.91   | 0.16%             | 2037-07-05      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                        | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR               | CUSIP: 13947LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.03%             | 2033-03-21      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.25000 06/21/23-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-328973.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CMO PLACEHOLDER                                                            | PROJECT NOVA TERM LOAN                                     | CUSIP: BA000QBV9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      200000 | PA      | $200000.00    | 0.02%             | 2026-08-31      | Floating      | 6.59%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4628654 | PA      | $-4653093.17  | -0.56%            |  |  |  | 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        |     9263000 | PA      | $8722426.23   | 1.04%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/17/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $81593.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-2   | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 2 1A10           | CUSIP: 93936HAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6248064 | PA      | $1142403.48   | 0.14%             | 2037-04-25      | Floating      | 2.89%                 | 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        |       10497 | PA      | $15153.99     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | 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      | $160843.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR             | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      292598 | PA      | $150980.57    | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $2067.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FFH1                        | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH1 M3            | CUSIP: 32027NTC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3146638 | PA      | $3100034.63   | 0.37%             | 2036-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1849053 | PA      | $-1866278.73  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED REGS 09/32 6.875       | CUSIP: ACI30SM29<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1201365.48   | 0.14%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS 2026-NPL4 LLC                             | PRETIUM MORTGAGE CREDIT PARTNE PRET 2026 NPL4 A1 144A      | CUSIP: 74144EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1300932.36   | 0.16%             | 2056-04-25      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8074494 | PA      | $-8082810.72  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-10420.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | VENTURE GLOBAL LNG INC SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $103602.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS (OAK-EAGLE ACQUIRECO INC)                                  | OAK EAGLE ACQUIRECO INC SR SECURED 144A 07/33 6.25         | CUSIP: ACI395FW2<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1890177.28   | 0.23%             | 2033-07-01      | Fixed         | 6.25%                 | 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        |       11200 | PA      | $11010.69     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN     | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     7508618 | PA      | $6685823.53   | 0.80%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR             | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       39957 | PA      | $23534.67     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                            | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                   | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12666 | PA      | $11518.96     | 0.00%             | 2047-09-25      | Floating      | 4.59%                 | 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        |    12450000 | PA      | $12049079.37  | 1.44%             | 2028-12-01      | Fixed         | 5.75%                 | 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        |      988083 | PA      | $1081747.07   | 0.13%             | 2045-06-13      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 JI              | CUSIP: 38378HFA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45852 | PA      | $4648.14      | 0.00%             | 2042-07-20      | Fixed         | 4.50%                 | 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      | $22893254.36  | 2.74%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $416.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                          | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA C 144A              | CUSIP: 647622AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $986748.20    | 0.12%             | 2032-04-15      | Floating      | 5.31%                 | 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        |     3200000 | PA      | $3110731.33   | 0.37%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-8653.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS (OAK-EAGLE ACQUIRECO INC)                                  | OAK EAGLE ACQUIRECO INC SR UNSECURED 144A 07/34 8.75       | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      500000 | PA      | $523773.34    | 0.06%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                       | APLD COMPUTECO 2 LLC SR SECURED 144A 03/31 6.75            | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $496669.55    | 0.06%             | 2031-03-15      | Fixed         | 6.75%                 | 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        |      547456 | PA      | $510502.72    | 0.06%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2006-HE2                                    | WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE2 A3           | CUSIP: 93934JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120462 | PA      | $95312.04     | 0.01%             | 2036-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1502.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $12753.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4122274 | PA      | $-4150141.28  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                 | REPUBLIC OF KENYA SR UNSECURED 144A 02/34 7.875            | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2300000 | PA      | $2093607.36   | 0.25%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2276.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 DAC                       | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 3A SUB 144A      | CUSIP: ACI18FBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     2200000 | PA      | $541904.52    | 0.06%             | 2032-01-25      | Variable      | 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        |        4508 | PA      | $1072416.63   | 0.13%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7811.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLG EURO CLO 1A                                                            | MAN GLG EURO CLO GLGE 1A SUBR 144A                         | CUSIP: ACI11ZRZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     3370720 | PA      | $3896.05      | 0.00%             | 2030-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUMAN CAPITAL MTGE LOAN TR 2004-1                                         | TRUMAN CAPITAL MORTGAGE LOAN T TRUMN 2004 1 M3 144A        | CUSIP: 897896AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2342410 | PA      | $2301210.75   | 0.28%             | 2034-01-25      | Floating      | 7.92%                 | 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        |    15537363 | PA      | $17554789.80  | 2.10%             | 2029-12-31      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| SANDERS RE III LTD                                                         | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1545000 | PA      | $1004250.00   | 0.12%             | 2029-04-09      | Floating      | 15.86%                | 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        |     1000000 | PA      | $1086315.66   | 0.13%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                 | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN     | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    11933167 | PA      | $12291162.02  | 1.47%             | 2028-09-15      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20310114                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $152336.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                            | COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995              | CUSIP: ACI3721X4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1250000 | PA      | $1479011.49   | 0.18%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -295468 | PA      | $-296199.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $12404.72     | 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        |     7000000 | PA      | $7908343.30   | 0.95%             | 2029-08-14      | Floating      | 7.88%                 | No            |                  3 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN C 144A      | CUSIP: 46650GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $341916.24    | 0.04%             | 2035-11-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-2829.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS                                | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1            | CUSIP: 61752JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5712505 | PA      | $1834842.76   | 0.22%             | 2046-09-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $4130.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR6                                      | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3           | CUSIP: 86360UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3489072 | PA      | $2889807.18   | 0.35%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260618                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1433.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR               | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $258487.50    | 0.03%             | 2032-06-07      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | FORESEA HLDG S A COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        7011 | NS      | $161253.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST 26-2                                 | PRESTON RIDGE PARTNERS MORTGAG PRPM 2026 2 A1 144A         | CUSIP: 74390XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2576618 | PA      | $2578360.97   | 0.31%             | 2031-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-A1                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1           | CUSIP: 16163CAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26873 | PA      | $22979.76     | 0.00%             | 2036-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A9                                        | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A6             | CUSIP: 761143AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4542180 | PA      | $1612087.88   | 0.19%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25           | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    53650000 | PA      | $958357.02    | 0.11%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2811.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE SA                                                                  | ALTICE HOLDINGS 1 12/99 0                                  | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |       10972 | NS      | $152183.86    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ATLANTIC MARINE CORPS COMMUNITIES LLC                                      | ATLANTIC MARINE CORP COM SECURED 02/48 5.383               | CUSIP: 048677AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3924921 | PA      | $3241760.73   | 0.39%             | 2048-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                          | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75      | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1900000 | PA      | $793820.00    | 0.10%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -172413 | PA      | $-172850.26   | -0.02%            |  |  |  | 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        |       82680 | PA      | $43687.34     | 0.01%             | 2036-01-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75          | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |      990667 | PA      | $403944.93    | 0.05%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2006-3                                          | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 3 4CB            | CUSIP: 93934FNT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3757276 | PA      | $2854704.55   | 0.34%             | 2036-03-25      | Fixed         | 6.50%                 | 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        |     8150000 | PA      | $5874339.89   | 0.70%             | 2029-06-15      | Fixed         | 7.25%                 | 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        |     1800000 | PA      | $1993057.49   | 0.24%             | 2031-10-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| EL PASO DOWNTOWN DEVELOPMENT CORP                                          | EL PASO TX DOWNTOWN DEV CORP S ELPDEV 08/43 FIXED 7.25     | CUSIP: 283738AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7175000 | PA      | $7868661.78   | 0.94%             | 2043-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260723                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-149.96      | -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        |    31100000 | PA      | $697390.76    | 0.08%             | 2028-05-17      | Floating      | 39.64%                | 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        |     8200000 | PA      | $8480547.42   | 1.02%             | 2041-11-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINANCING CO INC) | CNT PRNT/CDK GLO II/FIN SR SECURED 144A 06/29 8            | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4242242.33   | 0.51%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                                                      | COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR                | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |     2100000 | NS      | $2077212.69   | 0.25%             |  |  |  | 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        |     4100000 | PA      | $4058395.66   | 0.49%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3203                                                           | FREDDIE MAC FHR 3203 SH                                    | CUSIP: 31397AR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      165830 | PA      | $20664.61     | 0.00%             | 2036-08-15      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                            | UNITI GROUP INC COMMON STOCK USD.0001                      | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      116865 | NS      | $1096193.70   | 0.13%             |  |  |  | No            |                  1 | 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      | $15661.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                 | REPUBLIC OF KENYA SR UNSECURED 144A 02/39 8.7              | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2300000 | PA      | $2087442.86   | 0.25%             | 2039-02-26      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-13236.34    | -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      | $-38289.51    | -0.00%            |  |  |  | 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        |      500000 | PA      | $532233.00    | 0.06%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | 31750SE92 PIMCO FXVAN CALL USD TRY 49.65000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1000000 | NC      | $-4673.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95        | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      400000 | PA      | $206000.00    | 0.02%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $4254.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPL SCHOELLER (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        |     1400000 | PA      | $1402622.96   | 0.17%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -428188 | PA      | $-429273.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED               | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |        8803 | NS      | $166493.89    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR               | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      107153 | PA      | $73774.54     | 0.01%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-5 LLC                                                            | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 5 A1 144A         | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900540 | PA      | $899339.50    | 0.11%             | 2030-07-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-47                                                  | FANNIE MAE FNR 2020 47 SA                                  | CUSIP: 3136BATP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2558514 | PA      | $300708.49    | 0.04%             | 2050-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/28 5               | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $280527.63    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $736.20       | 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        |     4709000 | PA      | $5094193.37   | 0.61%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                        | LUXCO3 SHARES COMMON STOCK                                 | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       51446 | NS      | $951421.93    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $5949.37      | 0.00%             |  |  |  | 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        |     1613000 | PA      | $1526572.78   | 0.18%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2026.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC COMPANY GUAR REGS 08/29 10.5               | CUSIP: ACI2QDHC0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |     4272000 | PA      | $5591823.55   | 0.67%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GS INVESTMENTS LIMITED                                                     | GENERAL SHOPPING INVEST COMPANY GUAR 144A 12/49 VAR        | CUSIP: 370837AA4<br>LEI: 2221002OQ5WL5CL13X65 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $63750.00     | 0.01%             | 2026-09-20      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $82935.26     | 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        |      400000 | PA      | $409000.00    | 0.05%             | 2028-02-22      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED 144A 09/30 6.5         | CUSIP: ACI30SHJ8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1351649.24   | 0.16%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $12130.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                               | ALAMO RE LTD UNSECURED 144A 06/26 VAR                      | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |     1200000 | PA      | $1223400.00   | 0.15%             | 2026-06-08      | Floating      | 15.39%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/0.8* 8/01/23-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $1346163.30   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5178.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.25000 06/15/22-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $13690305.00  | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6790.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED REGS 10/30 8.5                         | CUSIP: ACI2VMKZ9<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      271263 | PA      | $330015.88    | 0.04%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                  | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |        3134 | PA      | $4567.36      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $296.19       | 0.00%             |  |  |  | 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        |       94805 | PA      | $89599.96     | 0.01%             | 2048-10-15      | Fixed         | 5.69%                 | 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        |      296450 | PA      | $283391.62    | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      114265 | PA      | $100539.09    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -209714 | PA      | $-279954.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $20461.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 03/58 12                        | CUSIP: ACI2Z8HT4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      500000 | PA      | $122.88       | 0.00%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2006-EFC2                                      | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC2 M2           | CUSIP: 749238AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11151716 | PA      | $9475069.86   | 1.14%             | 2036-12-25      | Floating      | 4.23%                 | 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        |       59481 | PA      | $50277.81     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.50000 06/17/20-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-4071015.56  | -0.49%            |  |  |  | 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        |     8614165 | PA      | $4080242.46   | 0.49%             | 2035-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                             | URSA RE II LTD UNSECURED 144A 06/28 VAR                    | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $252412.50    | 0.03%             | 2028-06-07      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                  | STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN PIK TERM LOAN A2    | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    18542543 | PA      | $6569031.37   | 0.79%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-7212.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      762196 | PA      | $770740.98    | 0.09%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LOWER FERRY RE LTD                                                         | LOWER FERRY RE LTD UNSECURED 144A 07/30 VAR                | CUSIP: 547915AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      600000 | PA      | $606300.00    | 0.07%             | 2030-07-08      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-427.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-438.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1094015 | PA      | $-1264800.99  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1367650 | PA      | $-1369626.37  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3926.87     | -0.00%            |  |  |  | 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        |     2377372 | PA      | $741929.26    | 0.09%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3353.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2112.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 03/36 6                | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97092.73     | 0.01%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                              | CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 02/32 6.75        | CUSIP: ACI389V23<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     4200000 | PA      | $4755778.07   | 0.57%             | 2032-02-15      | Fixed         | 6.75%                 | 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        |     3000000 | PA      | $2999818.86   | 0.36%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3786544 | PA      | $-3793028.71  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -2085182 | PA      | $-2411281.44  | -0.29%            |  |  |  | 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      | $-44589545.22 | -5.34%            |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA NEW EQUITY                                          | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      314058 | NS      | $11894626.41  | 1.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-42                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 42 I               | CUSIP: 38378JJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      339600 | PA      | $49538.84     | 0.01%             | 2043-03-20      | Fixed         | 3.50%                 | 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        |     1800000 | PA      | $1867851.00   | 0.22%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/32 5.875                      | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2600000 | PA      | $3048515.66   | 0.37%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                                         | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 4A1A           | CUSIP: 41161UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76472 | PA      | $65355.40     | 0.01%             | 2036-08-19      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 25-NPL14                              | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL14 A1 144A     | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8037648 | PA      | $7989306.83   | 0.96%             | 2055-12-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1625662 | PA      | $-1630478.52  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                         | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4      | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   302800000 | PA      | $651030.80    | 0.08%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2008-R2                                           | JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A2 144A            | CUSIP: 46632TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3928307 | PA      | $3277359.92   | 0.39%             | 2037-07-27      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.00000 12/21/22-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-3178505.23  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN B 144A      | CUSIP: 46650GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $986447.67    | 0.12%             | 2035-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 06/20/24-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $200965.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 06/15/22-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $7477093.60   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5            | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   389400000 | PA      | $6686065.75   | 0.80%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3281.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |    -2199015 | PA      | $-2552050.66  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/33 9.45        | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1579510.76   | 0.19%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260911                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-5969.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2128204 | PA      | $-2144812.11  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3687.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                 | HELLENIC REPUBLIC BONDS REGS 01/37 4                       | CUSIP: ACI0Z3HB8<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       95790 | PA      | $111722.01    | 0.01%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                               | YI4360503 NIGERIA OMO BILL                                 | CUSIP: 990ACHTR0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  9399900000 | PA      | $5907981.97   | 0.71%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2026-NPL1                             | PRETIUM MORTGAGE CREDIT PARTNE PRET 2026 NPL1 A1 144A      | CUSIP: 69383TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4093085 | PA      | $4062998.37   | 0.49%             | 2056-01-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2009-R5                                       | BANC OF AMERICA FUNDING CORPOR BAFC 2009 R5 4A2 144A       | CUSIP: 05952BAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3353051 | PA      | $1131586.06   | 0.14%             | 2036-10-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | MORGAN STANLEY SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $943.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1414.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED             | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |        6083 | NS      | $115049.68    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $7636.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1211790 | PA      | $-1403594.25  | -0.17%            |  |  |  | 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        |     1200000 | PA      | $1229271.84   | 0.15%             | 2041-12-25      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                               | PRIO LUX HLD SARL COMPANY GUAR 144A 10/30 6.75             | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     2000000 | PA      | $1948000.00   | 0.23%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 10/30 6.875               | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      539680 | PA      | $516713.11    | 0.06%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REPU BNYMELLON/RE RBC BARBADO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1311939 | PA      | $-1316366.54  | -0.16%            |  |  |  | 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        |      400000 | PA      | $453416.92    | 0.05%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4966.94     | -0.00%            |  |  |  | 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        |      450000 | PA      | $463275.00    | 0.06%             | 2026-06-08      | Floating      | 20.74%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS MORTGAGE PASS-THROUGH TRUST 2006-18                 | COUNTRYWIDE HOME LOANS CWHL 2006 18 2A2                    | CUSIP: 12543WAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1599553 | PA      | $167237.90    | 0.02%             | 2036-12-25      | Floating      | 1.56%                 | 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        |     5319362 | PA      | $2023922.44   | 0.24%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| GREENGROVE RE LTD                                                          | GREENGROVE RE LTD UNSECURED 144A 04/32 VAR                 | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $259125.00    | 0.03%             | 2032-04-08      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO STANDARD CHARTERE VAR 1                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -370278 | PA      | $-374916.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -573702 | PA      | $-663223.71   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                      | ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     1500000 | PA      | $1130032.50   | 0.14%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |    -5675200 | PA      | $-6573231.80  | -0.79%            |  |  |  | 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        |    29862537 | PA      | $317289.46    | 0.04%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                   | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $314460.00    | 0.04%             | 2028-01-07      | Floating      | 14.13%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/31 5.125                      | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $1262713.20   | 0.15%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-10115.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 02/30 3.375                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      200000 | PA      | $180791.58    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2259470 | PA      | $-2269411.67  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1188228 | PA      | $-1373534.95  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                    | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |      459681 | PA      | $404303.45    | 0.05%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $166.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260818                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-64985.99    | -0.01%            |  |  |  | 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      | $19574955.72  | 2.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 02/32 7.75                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    14600000 | PA      | $14756139.55  | 1.77%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1050561 | PA      | $-1060832.40  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS (OAK-EAGLE ACQUIRECO INC)                                  | OAK EAGLE ACQUIRECO INC SR SECURED 144A 07/33 7.25         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      800000 | PA      | $829395.54    | 0.10%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $669894.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                     | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF2             | CUSIP: 75971FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6148239 | PA      | $2340528.39   | 0.28%             | 2037-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | US RENAL CARE INC SR SECURED 144A 06/28 10.625             | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $835835.00    | 0.10%             | 2028-06-28      | Fixed         | 10.62%                | 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      | $2238190.66   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $537.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 08/29 11                        | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2003800000 | PA      | $505219.53    | 0.06%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                      | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375     | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     9600000 | PA      | $10596840.59  | 1.27%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1413.43     | -0.00%            |  |  |  | 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        |     1600000 | PA      | $1601763.84   | 0.19%             | 2037-07-05      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-5                                                  | RCO MORTGAGE LLC RCO 2025 5 A1 144A                        | CUSIP: 75523YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3849527 | PA      | $3842177.13   | 0.46%             | 2030-10-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                | ION PLATFORM FINANCE US SR SECURED 144A 09/32 7.875        | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1085386.06   | 0.13%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SABESP (NOVA SECURITISATION SARL)                                          | NOVA SECURITISATION SARL SR SECURED 144A 02/36 6.5         | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |     1700000 | PA      | $1619258.84   | 0.19%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED 144A 05/29 7.875       | CUSIP: ACI30ZWV8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     3010000 | PA      | $3246966.54   | 0.39%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1492696 | PA      | $-1497012.65  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1129044 | PA      | $-1307688.98  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-35                                                         | FANNIE MAE FNR 2004 35 ST                                  | CUSIP: 31393XU96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71740 | PA      | $74950.98     | 0.01%             | 2034-01-25      | Floating      | 10.00%                | 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      | $231441.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7140.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                    | GSG BIDCO LTD SR SECURED 144A 06/36 5.375                  | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     1100000 | PA      | $1262700.48   | 0.15%             | 2036-06-15      | Fixed         | 5.38%                 | 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        |    20410000 | PA      | $12781762.50  | 1.53%             | 2067-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 10                          | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     2508000 | PA      | $2670957.30   | 0.32%             | 2030-10-15      | Fixed         | 10.00%                | 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        |     3463000 | PA      | $3392044.10   | 0.41%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7125.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NSCALE SERVICES UK LIMITED                                                 | NSCALE DELAYED DRAW TERM LOAN                              | CUSIP: BA000WQD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3000000 | PA      | $3000000.00   | 0.36%             | 2032-08-11      | Floating      | 0.36%                 | No            |                  3 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI              | CUSIP: 38378HFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25427 | PA      | $2264.17      | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $8514.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 02/36 5.625              | CUSIP: ACI309M21<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $423697.70    | 0.05%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       19520 | NS      | $1268.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL11 LLC                                                        | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL11 A1 144A     | CUSIP: 69383AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1726261 | PA      | $1727569.37   | 0.21%             | 2055-10-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-11059.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GRP INC. 2025 NEW MONEY TRANCHE A TL | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |       72046 | PA      | $54754.82     | 0.01%             | 2029-04-30      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $337.83       | 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        |     1050000 | PA      | $989920.37    | 0.12%             | 2038-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-3                                    | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 3 3A1             | CUSIP: 86363GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      258172 | PA      | $97153.72     | 0.01%             | 2047-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-6139.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      182874 | PA      | $98020.46     | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | 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        |      937364 | PA      | $0.01         | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 8.5                         | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     1085053 | PA      | $1320063.51   | 0.16%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A8                                        | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4            | CUSIP: 761119AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      790173 | PA      | $206322.37    | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | 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        |      553829 | PA      | $553346.31    | 0.07%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | 31750SDX0 PIMCO FXVAN CALL USD TRY 49.65000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1000000 | NC      | $-3424.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1589.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $1788.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | NISSAN MOTOR CO LTD SNR JP SP GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $-9322.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                              | COREWEAVE INC COMPANY GUAR 144A 02/31 9                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      800000 | PA      | $762215.12    | 0.09%             | 2031-02-01      | Fixed         | 9.00%                 | 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      | $70000.00     | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                             | ADLER GROUP SA   VTG SHS COMMON STOCK                      | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |     1524031 | NS      | $1.76         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      149316 | PA      | $64355.20     | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO (VZ SECURED FINANCING BV)                                            | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $1698298.02   | 0.20%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                                    | GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B             | CUSIP: BA000DCX3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |     5428530 | PA      | $5442100.98   | 0.65%             | 2030-12-18      | Floating      | 9.94%                 | 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        |     8000000 | PA      | $8122714.31   | 0.97%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC COMPANY GUAR REGS 06/30 11                 | CUSIP: ACI2WWMJ0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |     4250000 | PA      | $5617887.12   | 0.67%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $3249.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $1086439.55   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY 2004-C                                                  | CENTEX HOME EQUITY CXHE 2004 C M5                          | CUSIP: 152314KV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500583 | PA      | $2227257.70   | 0.27%             | 2034-06-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2820                                                           | FREDDIE MAC FHR 2820 PI                                    | CUSIP: 31395CFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      290044 | PA      | $24293.42     | 0.00%             | 2033-06-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-2                                              | MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A               | CUSIP: 57109H102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9700 | PA      | $0.00         | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR COMMON STOCK UNIT                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4283 | NS      | $2023717.50   | 0.24%             |  |  |  | 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        |        3250 | NS      | $20532.75     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-22045.38    | -0.00%            |  |  |  | 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        |        1595 | PA      | $295706.31    | 0.04%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | 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        |      105274 | PA      | $88167.08     | 0.01%             | 2027-06-30      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -15872873 | PA      | $-15902079.48 | -1.91%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-12818.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-1376152.07  | -0.16%            |  |  |  | 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        |      814707 | PA      | $789374.47    | 0.09%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                                         | SANDERS RE III LTD UNSECURED 144A 06/29 VAR                | CUSIP: 799925AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1800000 | PA      | $1820700.00   | 0.22%             | 2029-06-05      | Floating      | 11.26%                | 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      | $98435690.37  | 11.79%            |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                | SES S A COMMON STOCK                                       | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      222366 | NS      | $3335490.00   | 0.40%             |  |  |  | No            |                  3 | 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        |      400000 | PA      | $406200.00    | 0.05%             | 2031-05-13      | Floating      | 15.03%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1049580 | PA      | $-1225791.62  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1424.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                 | HELLENIC REPUBLIC SR UNSECURED 144A REGS 04/27 2           | CUSIP: ACI1LSSZ1<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       55000 | PA      | $63337.18     | 0.01%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL12 LLC                                                        | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL12 A1 144A     | CUSIP: 69383CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7786631 | PA      | $7738476.43   | 0.93%             | 2055-11-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-99476.53    | -0.01%            |  |  |  | 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        |     1796812 | PA      | $1753688.51   | 0.21%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     9486055 | PA      | $6365142.91   | 0.76%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-82913.44    | -0.01%            |  |  |  | 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        |      450000 | PA      | $467325.00    | 0.06%             | 2026-06-08      | Floating      | 26.31%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3532.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AQUEDUCT EUROPEAN CLO 25-15A                                               | AQUEDUCT EUROPEAN C VAR                                    | CUSIP: 958QCWII4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     1060000 | PA      | $715350.72    | 0.09%             | 2039-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB5                                           | COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1                  | CUSIP: 170256AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      166018 | PA      | $149399.82    | 0.02%             | 2036-09-20      | Floating      | 4.10%                 | 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        |     1700000 | PA      | $1629662.50   | 0.20%             | 2038-11-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3876.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEOPLE'S FINANCE REALTY MTGE SEC 2006-1                                    | PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 1A3            | CUSIP: 71103XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19107710 | PA      | $3306537.57   | 0.40%             | 2036-09-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-15CB                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1          | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      590756 | PA      | $263042.20    | 0.03%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUCA RE LTD                                                                | LUCA RE LTD UNSECURED 144A 07/31 VAR                       | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |      350000 | PA      | $360692.50    | 0.04%             | 2031-07-22      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | US TREASURY N/B 08/45 4.875                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      466000 | PA      | $464580.15    | 0.06%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $189536.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                              | AMSURG EQUITY EQTYAS910                                    | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      603876 | NS      | $26555403.02  | 3.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                   | TITANIUM 2L BONDCO SARL SR SECURED 01/31 6.25              | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |     8544900 | PA      | $1604949.91   | 0.19%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP SR SECURED 144A 12/26 5.25                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6650000 | PA      | $6596789.09   | 0.79%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.65000 02/26/19-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-4633195.72  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-283030.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | EGYPT TREASURY BILL BILLS 10/26 0.00000                    | CUSIP: ACI3187G8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    12300000 | PA      | $197776.69    | 0.02%             | 2026-10-20      | 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        |     7150000 | PA      | $6988016.75   | 0.84%             | 2027-09-01      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 B 144A      | CUSIP: 46653DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1464393.88   | 0.18%             | 2036-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2958.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                      | GLP CAPITAL LP / FIN II COMPANY GUAR 03/36 5.625           | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1362932.48   | 0.16%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                          | NEXSTAR MEDIA INC SR SECURED 144A 09/33 6.5                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1109046.40   | 0.13%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SECURED REGS 05/29 7.875          | CUSIP: ACI30YBC6<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     2800000 | PA      | $3020434.00   | 0.36%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                           | WESTMORELAND COAL CO PIK TERM LOAN                         | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2473761 | PA      | $1076086.02   | 0.13%             | 2029-03-15      | Fixed         | 7.92%                 | No            |                  3 | 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        |      593027 | PA      | $495919.07    | 0.06%             | 2027-12-31      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/28 8.25            | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3500000 | PA      | $3533876.78   | 0.42%             | 2028-05-09      | Fixed         | 8.25%                 | 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      | $-4649939.80  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR8                                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR8 2A1A          | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46435 | PA      | $41577.61     | 0.00%             | 2037-07-25      | Floating      | 4.97%                 | 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      | $-1456030.66  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 VAR            | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      900000 | PA      | $901619.29    | 0.11%             | 2028-03-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -184626 | PA      | $-213922.28   | -0.03%            |  |  |  | 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      | $-1711.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                    | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    11261248 | PA      | $11305842.56  | 1.35%             | 2031-05-31      | Floating      | 10.55%                | 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        |     3222520 | PA      | $0.03         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-185029.53   | -0.02%            |  |  |  | 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        |     1300000 | PA      | $1439370.66   | 0.17%             | 2031-10-15      | Fixed         | 6.75%                 | 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        |     1250950 | PA      | $1250950.00   | 0.15%             | 2028-04-26      | Floating      | 8.78%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7806350 | PA      | $-7829769.05  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A1                                     | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 3A1           | CUSIP: 466287AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2334532 | PA      | $2066279.03   | 0.25%             | 2037-03-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                          | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6         | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2300000 | PA      | $791430.00    | 0.09%             | 2026-11-15      | Fixed         | 6.00%                 | 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        |     1600000 | PA      | $1614038.40   | 0.19%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-29696.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-R1                                        | RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2             | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      164773 | PA      | $43742.49     | 0.01%             | 2046-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-12                                      | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1            | CUSIP: 225470RY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1261825 | PA      | $741815.15    | 0.09%             | 2036-01-25      | Fixed         | 6.00%                 | 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      | $141657.96    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1391480 | PA      | $-1393444.43  | -0.17%            |  |  |  | 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      | $-80501.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX LCDS SP DUB                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $515.51       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | PEMEX SNR LA SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-2109.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |      530000 | NS      | $528086.70    | 0.06%             |  |  |  | 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        |      762138 | PA      | $761947.11    | 0.09%             | 2030-12-31      | Floating      | 7.42%                 | 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        |     1100000 | PA      | $1103116.30   | 0.13%             | 2030-01-23      | Fixed         | 6.84%                 | 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        |     5600000 | PA      | $6539325.69   | 0.78%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/29 9.5             | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4617900.14   | 0.55%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-15655.85    | -0.00%            |  |  |  | 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        |     1244242 | PA      | $1222700.56   | 0.15%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 26-NPL3                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2026 NPL3 A1 144A      | CUSIP: 69383QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4750662 | PA      | $4715278.93   | 0.56%             | 2056-02-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                       | EAST LANE RE VII LTD SR UNSECURED 144A 03/32 VAR           | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      250000 | PA      | $250425.00    | 0.03%             | 2032-03-31      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5519.10     | -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      | $16806460.49  | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $3114.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | FWD0M1442 COLOMBIA GOVT                                    | CUSIP: 990ADDTQ0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   223900000 | PA      | $46929.29     | 0.01%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                    | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6288306 | PA      | $6480348.08   | 0.78%             | 2029-05-30      | Floating      | 9.70%                 | No            |                  3 | On Loan: No      |
| NEW ALBERTSONS LP                                                          | NEW ALBERTSONS LP SR UNSECURED 02/28 6.57                  | CUSIP: 01310QCW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4021000 | PA      | $4044221.28   | 0.48%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| EQUITY ONE ABS INC 2004-3                                                  | EQUITY ONE ABS INC EQABS 2004 3 M3                         | CUSIP: 294751FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      457005 | PA      | $369769.91    | 0.04%             | 2034-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 06/15/22-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-4669678.57  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -27890234 | PA      | $-28025476.09 | -3.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1394370 | PA      | $-1613917.74  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                                         | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A           | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1300 | PA      | $1240.57      | 0.00%             | 2036-08-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-9150.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED REGS 09/30 6.5         | CUSIP: ACI30SMJ2<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $96546.38     | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | 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        |        5687 | PA      | $5448.06      | 0.00%             | 2035-12-25      | Floating      | 4.66%                 | 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        |     2761009 | PA      | $1060971.47   | 0.13%             | 2036-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| SEVITA (NATIONAL MENTOR HOLDINGS INC)                                      | NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5        | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1446125.80   | 0.17%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4            | CUSIP: 23245LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1261316 | PA      | $466829.75    | 0.06%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1512146 | PA      | $-1516700.08  | -0.18%            |  |  |  | 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      | $13436934.53  | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP TERM LOAN B                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    18532312 | PA      | $15860601.43  | 1.90%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -15715983 | PA      | $-15770516.09 | -1.89%            |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR               | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $259150.00    | 0.03%             | 2032-06-07      | Floating      | 10.66%                | 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      | $579432.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** PIMCO High Income Fund

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer