# EDGAR Filing Document

**Accession Number:** 0001219360
**File Stem:** 0001219360-23-000009
**Filing Date:** 2023-3
**Character Count:** 173970
**Document Hash:** 657af9f726287170b220c405696525a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001219360-23-000009.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001219360-23-000009

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO HIGH INCOME FUND
- **CENTRAL INDEX KEY:** 0001219360
- **IRS NUMBER:** 383676799
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21311
- **FILM NUMBER:** 23688743

**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

## 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:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1235729379.04

**Total Liabilities:** $589038894.30

**Net Assets:** $646690484.74

**Cash Not Reported:** $23475260.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 251.577000 | **1-Year:** 39209.570300 | **5-Year:** 64243.627000 | **10-Year:** 117733.197300 | **30-Year:** -113307.865600

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

- **3-Month:** 40167.791100 | **1-Year:** 39105.747100 | **5-Year:** 91344.651400 | **10-Year:** 32599.169400 | **30-Year:** 4466.385900

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 4.30%                | 3.55%                | -2.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1911733.36             | $348949.77                                 |
| Month 2  | $32017109.81             | $-15921577.08                              |
| Month 3  | $3096967.89              | $-9732246.32                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |   2627325 | PA      | $136354.74    | 0.02%             | 2046-06-25      | Floating      | 1.21%                 | 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        |   2186491 | PA      | $196009.26    | 0.03%             | 2037-06-25      | Floating      | 2.25%                 | 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        |   2013269 | PA      | $1499319.88   | 0.23%             | 2037-06-25      | Floating      | 4.75%                 | 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      | $5163468.76   | 0.80%             |  |  |  | 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      | $851219.22    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS EUR 0.27000 09/11/19-5Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1454008.18   | 0.22%             |  |  |  | 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      | $-3283115.28  | -0.51%            |  |  |  | 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      | $-9661640.38  | -1.49%            |  |  |  | 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      | $318062.33    | 0.05%             |  |  |  | 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      | $4957480.70   | 0.77%             |  |  |  | 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        |    280595 | PA      | $219955.51    | 0.03%             | 2037-07-25      | Fixed         | 6.00%                 | 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        |   4060070 | PA      | $1968182.43   | 0.30%             | 2036-10-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875      | CUSIP: ACI1T7K79<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1289023.50   | 0.20%             | 2026-01-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 0.25000 06/16/21-3Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $976652.10    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 0.40000 12/18/20-4Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5948221.70   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 0.75000 06/16/21-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1647556.55   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625      | CUSIP: ACI1J7WJ1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   9492000 | PA      | $9220353.51   | 1.43%             | 2025-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 0.85000 02/01/22-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5507758.29   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 1.00000 06/17/20-3Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $349817.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 1.00000 12/16/20-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $25127.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 1.35000 02/09/22-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $26988882.99  | 4.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625      | CUSIP: BJSF9FII4<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   2131000 | PA      | $2170953.95   | 0.34%             | 2024-09-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 1.37000 08/25/21-7Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3561420.45   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR        | CUSIP: ACI0ZY1X9<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   1700000 | PA      | $1471337.54   | 0.23%             | 2028-01-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 1.70000 02/01/22-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $74448706.71  | 11.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 1.75000 01/22/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $17521024.42  | 2.71%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR        | CUSIP: ACI1J42S1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   2230000 | PA      | $2094562.97   | 0.32%             | 2030-01-22      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 1.87500 02/07/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12548694.06  | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 2.00000 01/15/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $9721359.76   | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 2.00000 12/15/21-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8159255.91  | -1.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5       | CUSIP: ACI1DBG64<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   2067000 | PA      | $2054969.99   | 0.32%             | 2029-07-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 3.00000 06/19/19-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4110664.71  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 3.00000 06/19/19-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-144743.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 3.00000 06/19/19-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $54629.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS USD 3.50000 06/19/13-31Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-12826750.33 | -1.98%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR        | CUSIP: ACI1R35P7<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   3500000 | PA      | $3304777.31   | 0.51%             | 2030-09-10      | Floating      | 8.50%                 | 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      | $3963057.00   | 0.61%             |  |  |  | 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      | $1617980.76   | 0.25%             |  |  |  | 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      | $1175381.74   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                             | BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65       | CUSIP: 05971U2B2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $245999.87    | 0.04%             | 2024-09-17      | Fixed         | 4.65%                 | 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      | $16745557.82  | 2.59%             |  |  |  | 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      | $8923982.02   | 1.38%             |  |  |  | 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      | $-10014547.92 | -1.55%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/2.00000 12/21/22-2Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-17528434.94 | -2.71%            |  |  |  | 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      | $-5339228.31  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/2.30000 01/17/24-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $52442.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/2.35000 01/17/24-1Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $203013.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/2.45000 12/20/23-1Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $404904.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | WINDSTREAM HOLDINGS II, LLC 8725909B2                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    537548 | NC      | $10882049.14  | 1.68%             |  |  |  | No            |                  3 | 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        |      5619 | PA      | $5019.19      | 0.00%             | 2036-02-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                       | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                   | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    754306 | NS      | $792021.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 11/33 VAR                         | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2112000 | PA      | $2219416.36   | 0.34%             | 2033-11-02      | Floating      | 7.44%                 | 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        |   4233367 | PA      | $1895101.50   | 0.29%             | 2037-05-26      | Fixed         | 6.00%                 | 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        |   1215390 | PA      | $1647668.10   | 0.25%             | 2037-03-26      | Floating      | 4.61%                 | 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      | $2087925.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 14A1            | CUSIP: 07384M2D3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7275 | PA      | $7172.82      | 0.00%             | 2034-11-25      | Floating      | 3.73%                 | 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      | $1373218.33   | 0.21%             | 2046-07-05      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                              | BNP PARIBAS SR UNSECURED 144A 01/33 VAR                     | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1861000 | PA      | $1474013.57   | 0.23%             | 2033-01-20      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 02/33 6.125                          | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1946316.02   | 0.30%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 05/60 5.93                           | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $922736.69    | 0.14%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                           | BOI FINANCE BV 02/27 7.5                                    | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |   3300000 | PA      | $2852833.53   | 0.44%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES 2018-2A                                 | CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A SUB 144A        | CUSIP: 14317QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $1909482.83   | 0.30%             | 2031-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 LTD 14-1A               | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 1A SUB 144A       | CUSIP: ACI18MPH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    800000 | PA      | $253607.56    | 0.04%             | 2027-04-15      | Variable      | 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      | $740802.87    | 0.11%             | 2032-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                     | CARNIVAL CORPORATION EUR TERM LOAN B                        | CUSIP: P2121YAP3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   2462121 | PA      | $2540458.46   | 0.39%             | 2025-06-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                                   | CGG SA SR SECURED 144A 04/27 7.75                           | CUSIP: ACI1WM066<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $878437.61    | 0.14%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                                   | CGG SA SR SECURED 144A 04/27 8.75                           | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   7789000 | PA      | $6239032.70   | 0.96%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                                   | CGG SA SR SECURED REGS 04/27 7.75                           | CUSIP: ACI1WLTT7<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $351375.05    | 0.05%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS LIMITED                                           | CHAMPION PATH HOLDINGS COMPANY GUAR REGS 01/26 4.5          | CUSIP: ACI1V8V80<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |   1700000 | PA      | $1484355.00   | 0.23%             | 2026-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS LIMITED                                           | CHAMPION PATH HOLDINGS COMPANY GUAR REGS 01/28 4.85         | CUSIP: ACI1V8M31<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |   1400000 | PA      | $1181180.00   | 0.18%             | 2028-01-27      | Fixed         | 4.85%                 | 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        |      7831 | PA      | $7206.28      | 0.00%             | 2035-12-25      | Floating      | 3.95%                 | 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        |     41542 | PA      | $34415.25     | 0.01%             | 2036-09-25      | Floating      | 3.71%                 | 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        |       879 | PA      | $573.81       | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                         | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8            | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  11838000 | PA      | $10802175.00  | 1.67%             | 2026-03-15      | Fixed         | 8.00%                 | 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      | $918741.36    | 0.14%             | 2030-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-3A                                                 | CIFC FUNDING LTD CIFC 2014 3A INC 144A                      | CUSIP: 12549TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $629720.94    | 0.10%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MTGE TRUST 2007-C6                                  | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ              | CUSIP: 17311QBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122608 | PA      | $1047506.99   | 0.16%             | 2049-12-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MTGE TRUST 2007-C6                                  | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJFX 144A       | CUSIP: 17311QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    724793 | PA      | $357685.31    | 0.06%             | 2049-12-10      | Variable      | 5.45%                 | 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        |   2367528 | PA      | $1400742.13   | 0.22%             | 2036-09-25      | Fixed         | 6.50%                 | 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        |   9923467 | PA      | $5730043.97   | 0.89%             | 2035-11-25      | Variable      | 3.76%                 | 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        |     37032 | PA      | $31993.26     | 0.00%             | 2037-07-25      | Floating      | 3.59%                 | 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        |    138144 | PA      | $121817.92    | 0.02%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                                     | CITY OF BUENOS AIRES UNSECURED 02/28 VAR                    | CUSIP: ACI0Z1129<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | MUN               | AR        |  34625919 | PA      | $107398.96    | 0.02%             | 2028-02-22      | Floating      | 53.21%                | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                                     | CITY OF BUENOS AIRES UNSECURED 03/24 VAR                    | CUSIP: BD8QV0II3<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | MUN               | AR        |  47730490 | PA      | $150407.60    | 0.02%             | 2024-03-29      | Floating      | 59.45%                | No            |                  2 | On Loan: No      |
| CITY OF CHICAGO                                                          | CHICAGO IL CHI 01/40 FIXED 6.257                            | CUSIP: 167486HN2<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |  11000000 | PA      | $10316314.80  | 1.60%             | 2040-01-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CITY OF CHICAGO                                                          | CHICAGO IL CHI 01/40 FIXED 7.517                            | CUSIP: 167486MK2<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   2805000 | PA      | $2960813.82   | 0.46%             | 2040-01-01      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| CLAVEAU RE LTD                                                           | CLAVEAU RE LTD UNSECURED 144A 07/28 VAR                     | CUSIP: 182896AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1175280.00   | 0.18%             | 2028-07-08      | Floating      | 17.25%                | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1                                  | COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM             | CUSIP: 20173WAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2620077 | PA      | $419539.77    | 0.06%             | 2049-12-10      | Variable      | 6.48%                 | 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        |    799634 | PA      | $250812.21    | 0.04%             | 2028-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CORSAIR INTERNATIONAL LIMITED                                            | CORSAIR INTERNATIONAL UNSECURED 144A 01/27 VAR              | CUSIP: ACI236343<br>LEI: 213800F3PS68ENYG4O41 | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1062421.12   | 0.16%             | 2027-01-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| COSAINT RE PTE LTD                                                       | COSAINT RE PTE LTD BONDS 144A 04/28 VAR                     | CUSIP: 22112CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $810000.00    | 0.13%             | 2028-04-03      | Floating      | 9.51%                 | 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        |   2139697 | PA      | $989152.74    | 0.15%             | 2036-12-25      | Floating      | 6.25%                 | 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        |   2054091 | PA      | $52993.69     | 0.01%             | 2035-04-25      | Floating      | 0.61%                 | 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        |    609382 | PA      | $305658.98    | 0.05%             | 2036-06-25      | Fixed         | 6.50%                 | 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        |   2758520 | PA      | $1068362.11   | 0.17%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |     95671 | PA      | $81390.29     | 0.01%             | 2037-02-25      | Floating      | 3.44%                 | 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        |   1347507 | PA      | $615623.96    | 0.10%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |   1704523 | PA      | $1375247.44   | 0.21%             | 2046-12-25      | Floating      | 4.89%                 | 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        |  12388725 | PA      | $10077870.77  | 1.56%             | 2046-09-25      | Floating      | 4.66%                 | 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        |    235699 | PA      | $204155.25    | 0.03%             | 2036-09-20      | Floating      | 3.50%                 | 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        |     16796 | PA      | $14609.44     | 0.00%             | 2047-09-25      | Floating      | 3.63%                 | 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        |   1660952 | PA      | $74691.34     | 0.01%             | 2036-12-25      | Floating      | 0.96%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/49 VAR              | CUSIP: F22797RT7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248514.00    | 0.04%             | 2024-01-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                   | CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR          | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $320647.87    | 0.05%             | 2023-07-17      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                   | CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR          | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $143801.69    | 0.02%             | 2025-09-12      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                   | CREDIT SUISSE GROUP AG SR UNSECURED 144A 07/26 VAR          | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $469869.32    | 0.07%             | 2026-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                   | CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/28 VAR          | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $638514.47    | 0.10%             | 2028-08-11      | Floating      | 6.44%                 | 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      | $1094376.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA INC                                                          | IHEARTMEDIA INC   CLASS B COMMON STOCK                      | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138545 | NS      | $764352.77    | 0.12%             |  |  |  | No            |                  3 | 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        |   1263065 | PA      | $781403.07    | 0.12%             | 2036-01-25      | Fixed         | 6.00%                 | 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        |   2500000 | PA      | $619144.91    | 0.10%             | 2032-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                              | INTELSAT EMERGENCE SA COMMON STOCK                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |    221868 | NS      | $5324832.00   | 0.82%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                 | DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN           | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |  13923804 | PA      | $13230537.46  | 2.05%             | 2026-05-25      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                    | DIRECTV FINANCING LLC TERM LOAN                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2642393 | PA      | $2578262.26   | 0.40%             | 2027-08-02      | Floating      | 9.38%                 | 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        |   4800000 | PA      | $4052208.00   | 0.63%             | 2026-12-01      | Fixed         | 5.25%                 | 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        |   7850000 | PA      | $6280000.00   | 0.97%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                 | DISH NETWORK CORP SR UNSECURED 08/26 3.375                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $3207900.00   | 0.50%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISTRICT OF COLUMBIA                                                     | DIST OF COLUMBIA REVENUE DISREV 10/35 FIXED OID 7.625       | CUSIP: 25483VEC4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   9740000 | PA      | $10803004.12  | 1.67%             | 2035-10-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DTEK ENERGY BV (AKA: DTEK HOLDINGS BV)                                   | DTEK ENERGY BV COMPANY GUAR REGS 12/27 7                    | CUSIP: ACI1XVP76<br>LEI: 9845009A70B44Q680820 | Long             | DBT              | CORP              | NL        |   2214863 | PA      | $610471.61    | 0.09%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                             | DUFRY ONE BV COMPANY GUAR REGS 04/26 3.625                  | CUSIP: ACI1X5JS4<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |   3691000 | PA      | $3514543.34   | 0.54%             | 2026-04-15      | Fixed         | 3.62%                 | 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        |  13845098 | PA      | $2275331.08   | 0.35%             | 2033-08-07      | Floating      | 5.17%                 | 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        |   7425000 | PA      | $8085792.33   | 1.25%             | 2043-08-15      | Fixed         | 7.25%                 | 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      | $1429432.40   | 0.22%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                   | ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/23 6.75         | CUSIP: S25221AC6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1000000 | PA      | $965426.00    | 0.15%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                     | EUROSAIL PLC ESAIL 2007 3X D1A REGS                         | CUSIP: ACI01VU93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   3347180 | PA      | $2881988.26   | 0.45%             | 2045-06-13      | Floating      | 4.73%                 | 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      | $981163.59    | 0.15%             | 2045-06-13      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| EXELA INTERMEDIATE LLC / EXELA FINANCE INC                               | EXELA INTERMED/EXELA FIN SR SECURED 144A 07/26 11.5         | CUSIP: 30162RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $21875.00     | 0.00%             | 2026-07-15      | Fixed         | 11.50%                | 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        |    162428 | PA      | $171562.71    | 0.03%             | 2034-01-25      | Floating      | 10.00%                | 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        |     87345 | PA      | $4898.76      | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-34                                                | FANNIE MAE FNR 2020 34 IB                                   | CUSIP: 3136BAHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3521772 | PA      | $755429.66    | 0.12%             | 2050-06-25      | Fixed         | 5.00%                 | 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        |   3449309 | PA      | $344207.54    | 0.05%             | 2050-07-25      | Floating      | 1.71%                 | 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        |   2179000 | PA      | $407928.13    | 0.06%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NMG PARENT                                                               | NEIMAN MARCUS USD COMMON STOCK EQUITY                       | CUSIP: 967DUC905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90604 | NS      | $15951210.93  | 2.47%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOBLE CORPORATION PLC                                                    | NOBLE CORP PLC COMMON STOCK                                 | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     75624 | NS      | $2851781.04   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO LTD 2016-11A                                                     | OCP CLO 2016 11 LTD PREFERRED STOCK 04/28 0.00000           | CUSIP: 67092H209<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |      8700 | NS      | $3957041.45   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                               | FORBES ENERGY SERVICES LLC 2018 PIK FIIXED TERM LOAN        | CUSIP: 943UMZII5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13230 | PA      | $0.00         | 0.00%             | 2023-06-30      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                               | FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN               | CUSIP: 962XCSII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    953991 | PA      | $0.01         | 0.00%             | 2023-06-30      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR COMPANY                                                       | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                   | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  13830000 | PA      | $13113744.30  | 2.03%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2611                                                         | FREDDIE MAC FHR 2611 SQ                                     | CUSIP: 31393QYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23099 | PA      | $21080.30     | 0.00%             | 2033-05-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2820                                                         | FREDDIE MAC FHR 2820 PI                                     | CUSIP: 31395CFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    584156 | PA      | $83808.36     | 0.01%             | 2033-06-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3003                                                         | FREDDIE MAC FHR 3006 SU                                     | CUSIP: 31395WSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    471588 | PA      | $30552.98     | 0.00%             | 2035-07-15      | Floating      | 1.78%                 | 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        |  13287282 | PA      | $8166932.78   | 1.26%             | 2055-11-25      | Floating      | 5.99%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC REMICS 4150                                                  | FREDDIE MAC FHR 4150 AS                                     | CUSIP: 3137AXYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    739391 | PA      | $41477.03     | 0.01%             | 2042-02-15      | Floating      | 1.88%                 | 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        |   3787952 | PA      | $396328.13    | 0.06%             | 2050-06-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES-DNA1                | FREDDIE MAC   STACR STACR 2015 DNA1 B                       | CUSIP: 3137G0EZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4295582 | PA      | $4382955.48   | 0.68%             | 2027-10-25      | Floating      | 13.59%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3203                                                         | FREDDIE MAC FHR 3203 SH                                     | CUSIP: 31397AR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280048 | PA      | $33736.26     | 0.01%             | 2036-08-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| AXIS ENERGY SERVICES HOLDINGS LLC                                        | AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES | CUSIP: 942WZK900<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6207 | NS      | $216712.71    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                                  | GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN             | CUSIP: 943ZHKII3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   1613398 | PA      | $1176684.06   | 0.18%             | 2027-10-18      | Fixed         | 12.56%                | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                                  | GTWY CASINO+ENTERTAINMNT LTD 2021 TERM LOAN                 | CUSIP: 943ZERII1<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   7395102 | PA      | $7302663.23   | 1.13%             | 2027-10-15      | Fixed         | 12.14%                | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375             | CUSIP: 37443GAG6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    600000 | PA      | $232518.00    | 0.04%             | 2027-02-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875             | CUSIP: 37443GAH4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    600000 | PA      | $217506.00    | 0.03%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75              | CUSIP: 37443GAJ0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $70848.00     | 0.01%             | 2061-03-11      | Fixed         | 8.75%                 | 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      | $818980.07    | 0.13%             | 2035-08-04      | Floating      | 4.78%                 | 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        |   4150000 | PA      | $1289191.05   | 0.20%             | 2030-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STICHTING AK RABOBANK CERTIFICATEN                                       | STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR           | CUSIP: BJBQCWII7<br>LEI: N/A                  | Long             | EP               | CORP              | NL        |  12890000 | NS      | $13269585.56  | 2.05%             |  |  |  | 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      | $1826355.86   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNIVERSE CORPORATION                                                    | SYNIVERSE PFD PIK PFDJJZ917                                 | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2333246 | NS      | $2242249.75   | 0.35%             |  |  |  | Yes           |                  3 | 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        |    161503 | PA      | $24998.45     | 0.00%             | 2042-09-20      | Fixed         | 5.00%                 | 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        |     88210 | PA      | $11365.84     | 0.00%             | 2042-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI               | CUSIP: 38378HFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38990 | PA      | $6946.31      | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | 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        |    518855 | PA      | $109291.20    | 0.02%             | 2043-03-20      | Fixed         | 3.50%                 | 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      | $125108.08    | 0.02%             | 2033-01-30      | Fixed         | 3.90%                 | 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      | $96223.23     | 0.01%             | 2037-01-30      | Fixed         | 4.00%                 | 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      | $127479.12    | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | 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      | $55163.38     | 0.01%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO BV 2015-1A                                           | GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A               | CUSIP: 39927WAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |   1000000 | PA      | $188385.27    | 0.03%             | 2029-04-30      | Variable      | 0.00%                 | 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      | $107500.00    | 0.02%             | 2023-03-20      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| GS INVESTMENTS LIMITED                                                   | GENERAL SHOPPING INVEST COMPANY GUAR REGS 12/49 VAR         | CUSIP: 000000000<br>LEI: 2221002OQ5WL5CL13X65 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $161250.00    | 0.02%             | 2023-03-20      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II 2022-GTWY                                 | GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A          | CUSIP: 36266DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1210945.68   | 0.19%             | 2039-08-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)                | UNITI GROUP INC REIT USD.0001                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    261443 | NS      | $1445779.79   | 0.22%             |  |  |  | No            |                  1 | 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        |   4384474 | PA      | $4212608.59   | 0.65%             | 2029-10-09      | Fixed         | 6.42%                 | 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        |    151048 | PA      | $130085.31    | 0.02%             | 2036-08-19      | Floating      | 3.51%                 | 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        |      3319 | PA      | $2961.17      | 0.00%             | 2036-08-19      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 11/95 7.5                              | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3462000 | PA      | $3727092.02   | 0.58%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                            | HESTIA RE LTD UNSECURED 144A 04/25 VAR                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |    939000 | PA      | $774675.00    | 0.12%             | 2025-04-22      | Floating      | 9.50%                 | 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      | $3085160.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                            | VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9      | CUSIP: 942UCF009<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | EC               | CORP              | US        |      1009 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |   2804064 | PA      | $2551367.26   | 0.39%             | 2043-03-22      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                         | WESTMORELAND MINING HOLDINGS L COMMON                       | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88291 | NS      | $662182.50    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                      | POSEIDON BIDCO SASU EUR TERM LOAN B                         | CUSIP: 945BRXII5<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |   7400000 | PA      | $6825046.46   | 1.06%             | 2028-07-14      | Floating      | 7.26%                 | No            |                  3 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                             | INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5             | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |  16312000 | PA      | $14623544.88  | 2.26%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                             | INTELSAT JACKSON HOLDINGS S.A. 2021 EXIT TERM LOAN B        | CUSIP: L5137LAQ8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   4243947 | PA      | $4106018.98   | 0.63%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| INTER MEDIA AND COMMUNICATION SPA                                        | INTER MEDIA COMMUNICATIO SR SECURED 144A 02/27 6.75         | CUSIP: ACI239TV9<br>LEI: 81560082CE2ED97AFD36 | Long             | DBT              | CORP              | IT        |   3300000 | PA      | $3357625.40   | 0.52%             | 2027-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JACKSON PARK TRUST 2019-LIC                                              | JACKSON PARK TRUST JAX 2019 LIC E 144A                      | CUSIP: 46868RAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2311000 | PA      | $1670667.20   | 0.26%             | 2039-10-14      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| JAY PARK CLO LTD 2016-1A                                                 | JAY PARK CLO, LTD. JPARK 2016 1A SUB 144A                   | CUSIP: 47206WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7502600 | PA      | $1350849.88   | 0.21%             | 2027-10-20      | Floating      | 0.00%                 | 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        |   2806318 | PA      | $2488029.04   | 0.38%             | 2037-03-25      | Floating      | 3.70%                 | 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        |  13185291 | PA      | $2374855.48   | 0.37%             | 2037-01-25      | Floating      | 2.23%                 | 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        |   3934492 | PA      | $2782960.89   | 0.43%             | 2037-07-27      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LIMITED                                                       | AA BOND CO LTD SR SECURED REGS 07/50 5.5                    | CUSIP: ACI1JGR32<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    895000 | PA      | $938637.27    | 0.15%             | 2050-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                               | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL             | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105274 | PA      | $68428.18     | 0.01%             | 2024-06-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                               | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL              | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    511912 | PA      | $274786.62    | 0.04%             | 2025-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-7N                                                  | LEHMAN XS TRUST LXS 2007 7N 1A1A                            | CUSIP: 52524GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1453511 | PA      | $1296861.37   | 0.20%             | 2047-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                 | LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR        | CUSIP: ACI080964<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    716000 | PA      | $735839.34    | 0.11%             | 2025-06-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAD TR 2006-1                                       | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 2A3             | CUSIP: 542514RL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998750 | PA      | $818569.11    | 0.13%             | 2036-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2018-4A                                           | MARLETTE FUNDING TRUST MFT 2018 4A CERT 144A                | CUSIP: 57109G104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24359 | PA      | $1778134.38   | 0.27%             | 2028-12-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-1A                                           | MARLETTE FUNDING TRUST MFT 2019 1A CERT 144A                | CUSIP: 57109X107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6700 | PA      | $400369.37    | 0.06%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  3 | 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      | $740123.80    | 0.11%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | 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        |   1698716 | PA      | $1352835.20   | 0.21%             | 2036-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                            | MELCO RESORTS FINANCE SR UNSECURED 144A 06/25 4.875         | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1840114.98   | 0.28%             | 2025-06-06      | Fixed         | 4.88%                 | 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        |    626559 | PA      | $313805.35    | 0.05%             | 2037-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                               | MGM CHINA HOLDINGS LTD SR UNSECURED 144A 06/25 5.25         | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1695632.13   | 0.26%             | 2025-06-18      | Fixed         | 5.25%                 | 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        |   3135068 | PA      | $1202803.92   | 0.19%             | 2036-05-25      | Floating      | 4.73%                 | 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        |   5753800 | PA      | $2204809.09   | 0.34%             | 2046-09-25      | Variable      | 6.46%                 | 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        |    691601 | PA      | $266732.95    | 0.04%             | 2036-11-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| MORRISON (MARKET BIDCO FINCO PLC)                                        | MARKET BIDCO FINCO PLC SR SECURED 144A 11/27 4.75           | CUSIP: ACI261ZG9<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $777346.08    | 0.12%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN STATES TELEPHONE & TELEGRAPH COMPANY                            | MOUNTAIN STATES TEL + TE SR UNSECURED 05/30 7.375           | CUSIP: 624284BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5130000 | PA      | $4991351.49   | 0.77%             | 2030-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                             | MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B               | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   7623000 | PA      | $6546251.25   | 1.01%             | 2028-09-01      | Floating      | 8.98%                 | No            |                  2 | 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      | $4135136.09   | 0.64%             | 2028-02-23      | Fixed         | 6.57%                 | 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        |    846067 | PA      | $393949.95    | 0.06%             | 2026-12-31      | Fixed         | 6.75%                 | 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        |   8700000 | PA      | $7402522.80   | 1.14%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                                    | NOBLE FINANCE CO SECURED 02/28 11                           | CUSIP: 65505JAC5<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |     35064 | PA      | $39008.70     | 0.01%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                                    | NOBLE FINANCE CO SECURED 144A 02/28 11                      | CUSIP: 65505JAA9<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |     25050 | PA      | $27868.13     | 0.00%             | 2028-02-15      | Fixed         | 11.00%                | 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        |   2769843 | PA      | $2352725.36   | 0.36%             | 2036-04-25      | Floating      | 3.54%                 | 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        |   4371366 | PA      | $3740175.21   | 0.58%             | 2035-07-26      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT DRILLING NORBE VIII/IX LTD                                     | ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/26 7.35          | CUSIP: 675757AC2<br>LEI: 549300YNW6BY570L6488 | Long             | DBT              | CORP              | KY        |      8246 | PA      | $4555.92      | 0.00%             | 2026-12-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT DRILLING NORBE VIII/IX LTD                                     | ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35          | CUSIP: G67106AC1<br>LEI: 549300YNW6BY570L6488 | Long             | DBT              | CORP              | KY        |   3298813 | PA      | $1822594.18   | 0.28%             | 2026-12-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED                              | ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/26 7.72         | CUSIP: G6711KAD7<br>LEI: 549300L7LF2PIRAWID66 | Long             | DBT              | CORP              | KY        |  16575406 | PA      | $4433921.11   | 0.69%             | 2026-12-01      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & GAS FINANCE LIMITED                                      | ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000      | CUSIP: 67576JAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3371361 | PA      | $8259.83      | 0.00%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL                                  | OI SA TERM LOAN 1                                           | CUSIP: 938VGYII0<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   2780758 | PA      | $973265.32    | 0.15%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL                                  | OI SA TERM LOAN 2                                           | CUSIP: 938XAMII8<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |    643633 | PA      | $225271.62    | 0.03%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                          | OI SA COMPANY GUAR 07/25 VAR                                | CUSIP: P7354PAA2<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  20600000 | PA      | $3559706.57   | 0.55%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75              | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7809000 | PA      | $6004492.53   | 0.93%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2               | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1789915.60   | 0.28%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25              | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1608604.73   | 0.25%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45              | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $899759.60    | 0.14%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/27 5.45              | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1382798.30   | 0.21%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6               | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151834.73    | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95              | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1053500 | PA      | $820811.54    | 0.13%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4                 | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $403900.66    | 0.06%             | 2046-12-01      | Fixed         | 4.00%                 | 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        |  19933031 | PA      | $3995725.62   | 0.62%             | 2036-09-25      | Floating      | 4.55%                 | 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        |   8700000 | PA      | $7278722.41   | 1.13%             | 2030-03-22      | Fixed         | 5.38%                 | 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      | $703031.50    | 0.11%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                       | ALLY FINANCIAL INC SR UNSECURED 11/31 8                     | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1155060.02   | 0.18%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                            | PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25         | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4232922.70   | 0.65%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                      | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    972000 | PA      | $766361.61    | 0.12%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                    | PROMOTORA DE INFORMACIONES SA 2022 EUR PIK JUNIOR TERM LOAN | CUSIP: 945BECII5<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |   1705676 | PA      | $1597609.94   | 0.25%             | 2027-06-30      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                    | PROMOTORA DE INFORMACIONES SA 2022 EUR SENIOR TERM LOAN     | CUSIP: 945BEBII7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |  11661232 | PA      | $10735173.13  | 1.66%             | 2026-12-31      | Floating      | 6.71%                 | No            |                  3 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                       | PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR      | CUSIP: P1910WRC5<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        | 270895000 | PA      | $885540.66    | 0.14%             | 2025-04-12      | Floating      | 72.74%                | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                         | PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR                 | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   1630651 | PA      | $715448.14    | 0.11%             | 2043-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                                  | QVC INC SR SECURED 03/43 5.95                               | CUSIP: 747262AM5<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $579654.50    | 0.09%             | 2043-03-15      | Fixed         | 5.95%                 | 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        |   6562723 | PA      | $3081044.29   | 0.48%             | 2037-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                   | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3              | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5677967 | PA      | $2664566.37   | 0.41%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                      | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7                | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    978743 | PA      | $846618.49    | 0.13%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                      | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1376758 | PA      | $1150816.25   | 0.18%             | 2028-11-01      | Fixed         | 3.38%                 | 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      | $62650.00     | 0.01%             |  |  |  | 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        |    795169 | PA      | $267666.55    | 0.04%             | 2036-08-25      | Fixed         | 6.50%                 | 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        |    167674 | PA      | $52619.15     | 0.01%             | 2046-01-25      | Floating      | 4.79%                 | 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        |   4521715 | PA      | $1822304.17   | 0.28%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-1                                      | RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25            | CUSIP: 76716XAA0<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |   7285219 | PA      | $7394970.91   | 1.14%             | 2024-07-06      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| RSA SECURITY (REDSTONE HOLDCO 2 LP)                                      | REDSTONE HOLDCO 2 LP 2021 TERM LOAN                         | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4100000 | PA      | $2858274.00   | 0.44%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                                       | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                 | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1545000 | PA      | $1467363.75   | 0.23%             | 2029-04-09      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                          | SANDS CHINA LTD SR UNSECURED 08/28 5.9                      | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   3379000 | PA      | $3168363.28   | 0.49%             | 2028-08-08      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)                                   | IHO VERWALTUNGS GMBH SR SECURED REGS 05/27 3.875            | CUSIP: ACI1C6196<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    337000 | PA      | $306143.26    | 0.05%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEGOVIA EUROPEAN CLO 1 2014-1A                                           | SEGOVIA EUROPEAN CLO 1   2014 SEGOV 2014 1A SUB 144A        | CUSIP: ACI0QFG97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $449371.71    | 0.07%             | 2035-04-15      | Fixed         | 0.00%                 | 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      | $7510451.45   | 1.16%             | 2039-11-06      | Floating      | 4.54%                 | 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      | $545439.38    | 0.08%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-A                                  | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A            | CUSIP: 78448P100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4508 | PA      | $1459542.58   | 0.23%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUTH COAST FUNDING 3A                                                   | SOUTH COAST FUNDING SCF 3A A1A 144A                         | CUSIP: 83743SAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20918378 | PA      | $1643096.74   | 0.25%             | 2038-08-10      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 3A                                                   | SOUTH COAST FUNDING SCF 3A A1B 144A                         | CUSIP: 83743SAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3801367 | PA      | $298589.78    | 0.05%             | 2038-08-10      | Floating      | 5.19%                 | 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        |    409322 | PA      | $316143.08    | 0.05%             | 2036-06-25      | Floating      | 5.36%                 | 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        |  27410000 | PA      | $15371766.47  | 2.38%             | 2067-01-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                | STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2     | CUSIP: 935YNTII0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  16066358 | PA      | $11064219.87  | 1.71%             | 2023-06-30      | Fixed         | 10.75%                | 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        |     99515 | PA      | $62659.88     | 0.01%             | 2036-01-25      | Floating      | 3.69%                 | 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        |    289838 | PA      | $149538.25    | 0.02%             | 2047-04-25      | Floating      | 3.49%                 | 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        |   5417460 | PA      | $4048897.48   | 0.63%             | 2046-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| STUBHUB (PUG LLC)                                                        | PUG LLC USD TERM LOAN                                       | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12679715 | PA      | $10555862.64  | 1.63%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                   | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                      | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |  19788212 | PA      | $17364156.32  | 2.69%             | 2027-05-13      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                 | TEAM HEALTH INC DEL TERM LOAN B                             | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |  15163814 | PA      | $13040880.47  | 2.02%             | 2024-02-06      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                           | TELEMAR NORTE LESTE SA TERM LOAN 2                          | CUSIP: 938VGTII1<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   8294868 | PA      | $2903203.65   | 0.45%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                           | TELEMAR NORTE LESTE SA TERM LOAN 3                          | CUSIP: 938VGUII8<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   2006571 | PA      | $702299.72    | 0.11%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                           | TELEMAR NORTE LESTE SA TERM LOAN 5                          | CUSIP: 945BALII9<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   8622171 | PA      | $3017759.69   | 0.47%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| AMSURG LLC                                                               | ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN            | CUSIP: 943TEZII7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  21083225 | PA      | $17253035.31  | 2.67%             | 2028-04-28      | Fixed         | 15.74%                | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                               | ENVISION HEALTHCARE CORPORTION 2022 DELAYED DRAW TERM LOAN  | CUSIP: 945BFLII4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1615385 | PA      | $1581065.77   | 0.24%             | 2027-04-29      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                               | ENVISION HEALTHCARE CORPORTION 2022 TERM LOAN               | CUSIP: 945BFKII6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8884615 | PA      | $8695861.73   | 1.34%             | 2027-04-29      | Floating      | 12.12%                | 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      | $4929298.34   | 0.76%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                    | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875           | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2207885 | PA      | $1964885.18   | 0.30%             | 2039-09-30      | Fixed         | 4.88%                 | 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        |   7166989 | PA      | $6812509.72   | 1.05%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANCESTRY.COM                                                             | ARCHES BUYER INC SR SECURED 144A 06/28 4.25                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $783441.39    | 0.12%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                             | UKRAINE GOVERNMENT SR UNSECURED 144A 01/32 4.375            | CUSIP: ACI1J9SD5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1471000 | PA      | $293275.06    | 0.05%             | 2032-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                     | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $87861.93     | 0.01%             | 2052-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                          | UNITED GROUP BV SR SECURED REGS 07/24 4.875                 | CUSIP: ACI0W96J3<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100027.62    | 0.02%             | 2024-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 01/23 0.00000                                 | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3123000 | PA      | $3122370.19   | 0.48%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 03/23 0.00000                                 | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1319000 | PA      | $1310002.79   | 0.20%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CDO 2014-18A                                                      | APIDOS CLO APID 2014 18A SUB 144A                           | CUSIP: 03765EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $900.00       | 0.00%             | 2026-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                                | APOLLO CMMRL REAL EST FI SR SECURED 144A 06/29 4.625        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1499160.30   | 0.23%             | 2029-06-15      | Fixed         | 4.62%                 | 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        |   8363000 | PA      | $5302804.35   | 0.82%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 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        |   3100000 | PA      | $2059547.00   | 0.32%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC               | UNITI GROUP/CSL CAPITAL SR SECURED 144A 04/28 4.75          | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2244102.00   | 0.35%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                        | U.S. RENAL CARE, INC. 2019 TERM LOAN B                      | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |  23730926 | PA      | $13393141.46  | 2.07%             | 2026-06-26      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                        | US RENAL CARE INC 2021 TERM LOAN B                          | CUSIP: 90290PAQ7<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   1749319 | PA      | $987271.98    | 0.15%             | 2026-06-26      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                        | US RENAL CARE INC SR UNSECURED 144A 07/27 10.625            | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $425480.00    | 0.07%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                          | VALARIS LTD SR SECURED 04/28 8.25                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     16000 | PA      | $16114.01     | 0.00%             | 2028-04-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                          | VALARIS LTD SR SECURED 144A 04/28 8.25                      | CUSIP: 91889FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1412000 | PA      | $1422061.15   | 0.22%             | 2028-04-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                  | VALE SA SUBORDINATED 12/49 VAR                              | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        | 120000000 | PA      | $8665183.01   | 1.34%             | 2049-12-29      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                          | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25               | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    452000 | PA      | $42940.00     | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                          | REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25          | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     34000 | PA      | $2975.00      | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC                                                           | VERITAS US INC 2021 TERM LOAN B                             | CUSIP: G9341JAN0<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |   5399574 | PA      | $3836586.08   | 0.59%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC / VERITAS BERMUDA LTD                                     | VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5          | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3960000 | PA      | $2735840.45   | 0.42%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                    | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875        | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6057366.62   | 0.94%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                       | VIKING CRUISES LTD SR SECURED 144A 05/25 13                 | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   8659000 | PA      | $9149419.09   | 1.41%             | 2025-05-15      | Fixed         | 13.00%                | 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        |   7250000 | PA      | $5754687.50   | 0.89%             | 2026-05-09      | Fixed         | 8.50%                 | 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        |     70361 | PA      | $55191.72     | 0.01%             | 2037-05-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| CAYENNE AVIATION LLC                                                     | VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5         | CUSIP: 942UCF900<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6055 | NS      | $1625039.96   | 0.25%             |  |  |  | No            |                  3 | 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        |    153573 | PA      | $118186.44    | 0.02%             | 2036-05-25      | Floating      | 4.69%                 | 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        |   7427914 | PA      | $1226201.49   | 0.19%             | 2037-04-25      | Floating      | 2.29%                 | 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        |   4228071 | PA      | $2897847.60   | 0.45%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS INC                                              | WESCO AIRCRAFT HLDGS INC 11/26 10.5                         | CUSIP: 950814AE3<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |    662046 | PA      | $610737.44    | 0.09%             | 2026-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS INC                                              | WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5          | CUSIP: 950814AA1<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |  27009981 | PA      | $24916707.47  | 3.85%             | 2026-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS INC                                              | WESCO AIRCRAFT HOLDINGS SR UNSECURED 144A 11/26 9           | CUSIP: 97789LAB2<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $964760.00    | 0.15%             | 2026-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WEST MARINE (RISING TIDE HOLDINGS INC)                                   | RISING TIDE HOLDINGS INC TERM LOAN                          | CUSIP: 76770EAB3<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |   1283750 | PA      | $609781.25    | 0.09%             | 2028-06-01      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                         | WESTMORELAND COAL CO PIK TERM LOAN                          | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8312289 | PA      | $6462804.60   | 1.00%             | 2029-03-15      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES II LLC                                               | WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B               | CUSIP: 97381JAE3<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |   2646389 | PA      | $2406891.09   | 0.37%             | 2027-09-21      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)                           | WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75            | CUSIP: 97382WAA1<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |   9423000 | PA      | $7700383.91   | 1.19%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CBL & ASSOCIATES PROPERTIES INC                                          | CBL + ASSOCIATES PROPERTIES REIT USD.01                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |     14084 | NS      | $325058.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LIMITED                                                       | WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5                  | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1226000 | PA      | $1126595.92   | 0.17%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                       | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625                | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   5773000 | PA      | $4943391.04   | 0.76%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                       | WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5                  | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   3800000 | PA      | $3327546.00   | 0.51%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                       | WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125                | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $324290.00    | 0.05%             | 2029-12-15      | Fixed         | 5.12%                 | 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        |   1162904 | PA      | $1057370.03   | 0.16%             | 2027-09-01      | Floating      | 9.88%                 | 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        |  14150000 | PA      | $12801363.50  | 1.98%             | 2027-09-01      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| YOSEMITE RE LTD                                                          | YOSEMITE RE LTD UNSECURED 144A 06/25 VAR                    | CUSIP: 98740RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    840000 | PA      | $809466.00    | 0.13%             | 2025-06-06      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BARCLAYS REV REPO EUR                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -1441157 | PA      | $-1542958.77  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | FIXED INC CLEARING CORP.REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    910000 | PA      | $910000.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3366349 | PA      | $-3396361.87  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6206887 | PA      | $-6301145.47  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3397088 | PA      | $-3441797.61  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO UBS AG LONDON                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -248823 | PA      | $-250897.08   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO WARBURG REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -9347593 | PA      | $-9425510.39  | -1.46%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                       | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   9018800 | PA      | $2108144.50   | 0.33%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO JPM CHASE                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1619451 | PA      | $-1623297.19  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO WARBURG                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -2285637 | PA      | $-2452699.18  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPM CHASE REVERSE REPO EUR ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -95027 | PA      | $-100903.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPM CHASE REVERSE REPO EUR ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -451461 | PA      | $-483619.68   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JPM CHASE REVERSE REPO EUR ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -8267475 | PA      | $-8870628.09  | -1.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | PARIBAS REVERSE REPO EUR ZCP                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -2992168 | PA      | $-3211533.59  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA BONDS 07/35 VAR                       | CUSIP: ACI1QL1M9<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   8535000 | PA      | $1995056.25   | 0.31%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REV REPO  CANADIAN IMPERIAL BA                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -790710 | PA      | $-963078.57   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BANK OF AMERICA REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6107999 | PA      | $-6135067.49  | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2681168 | PA      | $-2703772.50  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4329763 | PA      | $-4363903.48  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -586287 | PA      | $-591003.15   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6332743 | PA      | $-6391768.26  | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3898153 | PA      | $-3927802.50  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -12667553 | PA      | $-12774073.05 | -1.98%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6331495 | PA      | $-6375485.47  | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA BONDS 10/26 15.5                      | CUSIP: ACI0QD081<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  38100000 | PA      | $33289.71     | 0.01%             | 2026-10-17      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -545398 | PA      | $-550858.73   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -20570879 | PA      | $-20736642.05 | -3.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1499876 | PA      | $-1514089.13  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3009763 | PA      | $-3032242.42  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -884561 | PA      | $-894853.69   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -749558 | PA      | $-755922.18   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2533124 | PA      | $-2553388.88  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2294151 | PA      | $-2318312.17  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1285745 | PA      | $-1294809.11  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1320971 | PA      | $-1323576.25  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2295418 | PA      | $-2325386.17  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -912099 | PA      | $-924461.10   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1326304 | PA      | $422281.93    | 0.07%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -764434 | PA      | $-773705.79   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1821379 | PA      | $-1845220.44  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1567370 | PA      | $-1585473.19  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -253525 | PA      | $-255854.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -517604 | PA      | $-522150.37   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1937841 | PA      | $-1955371.61  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4019123 | PA      | $-4054558.25  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4172756 | PA      | $-4196726.42  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1045791 | PA      | $-1051920.50  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1840400 | PA      | $-1849818.76  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO MERRILL LYNCH                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -206774 | PA      | $-208698.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO MERRILL LYNCH                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -703822 | PA      | $-710443.21   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO PARIBAS                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -803165 | PA      | $-803165.17   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    163236 | PA      | $43665.63     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5470494 | PA      | $-5511117.08  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -504099 | PA      | $-508666.70   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -498619 | PA      | $-502829.56   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1874657 | PA      | $-1889940.11  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1923421 | PA      | $-1935323.76  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2608623 | PA      | $-2633637.91  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -833747 | PA      | $-834974.92   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3338572 | PA      | $-3360784.84  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5739883 | PA      | $-5804727.45  | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -800800 | PA      | $-807339.87   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -13918 | PA      | $-14029.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6911776 | PA      | $-6966897.60  | -1.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1760332 | PA      | $-1768751.90  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1821564 | PA      | $-1837332.40  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO WOOD GUNDY REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -6410 | PA      | $-6473.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1322954 | PA      | $-1339657.87  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -331606 | PA      | $-334904.12   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BANCA MONTE DEI PASCHI DI  SNR SE SP JPM                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IT        |         1 | NC      | $564.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT GBP SOLD USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-2667.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   9486055 | PA      | $2720126.27   | 0.42%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CHF BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-63330.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD EUR BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-21409.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    114993 | PA      | $29703.27     | 0.00%             | 2046-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $3121.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CHF BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-21612.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1651.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOMBARDIER INC SNR S* ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $84981.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2541.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD BRL BOUGHT USD 20230202                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-21169.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD PEN BOUGHT USD 20230515                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-39885.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT PEN SOLD USD 20230510                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $33294.37     | 0.01%             |  |  |  | No            |                  2 | 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        |   4221270 | PA      | $3452338.11   | 0.53%             | 2048-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $22629.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD EUR BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1549602.21  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD EUR BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-23067.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD GBP BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $35708.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | INTELSAT JACKSON HOLDINGS S A EXP 05DEC25                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |     23229 | NC      | $174217.50    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | INTELSAT JACKSON HOLDINGS S A RIGHTS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |     23289 | NC      | $157200.75    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | INTELSAT EMERGENCE SA CALL EXP 17FEB27                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       127 | NC      | $254.01       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | INTELSAT EMERGENCE SA CALL EXP17FEB27                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       123 | NC      | $430.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-114767.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CHF BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-2438.76     | -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      | $1041274.88   | 0.16%             | 2034-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | ROLLS-ROYCE PLC SNR SE ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-480559.62   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | ROLLS-ROYCE PLC SNR SE ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-288939.21   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-09

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer