# EDGAR Filing Document

**Accession Number:** 0001219360
**File Stem:** 0001099263-26-003071
**Filing Date:** 2026-3
**Character Count:** 230673
**Document Hash:** fd440cbb377215b6080eda4b9f1ebe80
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003071.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003071

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21311
- **FILM NUMBER:** 26705890

**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:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1221755761.65

**Total Liabilities:** $376738177.01

**Net Assets:** $845017584.64

**Cash Not Reported:** $7075922.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1231.359300 | **1-Year:** 7626.879900 | **5-Year:** 24977.825800 | **10-Year:** 20779.191300 | **30-Year:** -6019.776600

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

- **3-Month:** 43387.535200 | **1-Year:** 58725.775000 | **5-Year:** 104193.198700 | **10-Year:** 31422.639000 | **30-Year:** 2693.287600

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.61%               | 1.03%                | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1307333.95              | $-1360558.46                               |
| Month 2  | $-21394291.18            | $21051309.69                               |
| Month 3  | $2290489.23              | $-586731.52                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREDDIE MAC 2820                                                             | FREDDIE MAC FHR 2820 PI                                       | CUSIP: 31395CFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    309520 | PA      | $27078.92     | 0.00%             | 2033-06-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 01/31 9.244              | CUSIP: ACI30YGM9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1500000 | PA      | $1510816.86   | 0.18%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-304424.40   | -0.04%            |  |  |  | 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      | $-4212885.73  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                  | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   9486055 | PA      | $6583322.17   | 0.78%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 04/30 9.25          | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   3600000 | PA      | $3926700.00   | 0.46%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-12719.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $21365.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    292598 | PA      | $172632.82    | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | 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      | $2151127.68   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2064830.14  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $758414.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 VAR               | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905166.43    | 0.11%             | 2028-03-20      | Floating      | 5.75%                 | 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        |     27518 | PA      | $23404.45     | 0.00%             | 2036-09-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20300812                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2524.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                         | WSTN TRUST WSTN 2023 MAUI E 144A                              | CUSIP: 92943AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1318295.55   | 0.16%             | 2037-07-05      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2611                                                             | FREDDIE MAC FHR 2611 SQ                                       | CUSIP: 31393QYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15405 | PA      | $15873.76     | 0.00%             | 2033-05-15      | Floating      | 4.80%                 | 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        |     84400 | PA      | $45000.35     | 0.01%             | 2036-01-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| MARINE ONE HOLDCO LLC                                                        | WEST MARINE NEW COMMON STOCK EQTYWM9A9                        | CUSIP: 902LVFII8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3250 | NS      | $20532.75     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 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        |   5729378 | PA      | $1846490.91   | 0.22%             | 2046-09-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                             | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                  | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    450000 | PA      | $492975.00    | 0.06%             | 2026-06-08      | Floating      | 26.38%                | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                          | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                  | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $261762.50    | 0.03%             | 2032-06-07      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2009-R5                                         | BANC OF AMERICA FUNDING CORPOR BAFC 2009 R5 4A2 144A          | CUSIP: 05952BAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3353051 | PA      | $1158133.51   | 0.14%             | 2036-10-26      | Fixed         | 6.25%                 | 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        |     77760 | PA      | $81681.69     | 0.01%             | 2034-01-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    256023 | PA      | $153613.80    | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                | ALTICE FRANCE SA SR SECURED 144A 10/30 6.875                  | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2106389 | PA      | $2044917.98   | 0.24%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                 | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947          | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |   1177308 | PA      | $1285263.27   | 0.15%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                  | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |   1244242 | PA      | $1228317.20   | 0.15%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1051705 | PA      | $-1059540.21  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-217.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260211                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-4542.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| X CORPORATION                                                                | X CORP TERM LOAN                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11075049 | PA      | $10904991.41  | 1.29%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                            | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN               | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |  21007676 | PA      | $19839123.91  | 2.35%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| CMO PLACEHOLDER                                                              | PROJECT NOVA TERM LOAN                                        | CUSIP: BA000QBV9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    200000 | PA      | $200000.00    | 0.02%             | 2026-08-31      | Floating      | 6.61%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | MORGAN STANLEY SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1966.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                   | HELLENIC REPUBLIC SR UNSECURED 144A REGS 04/27 2              | CUSIP: ACI1LSSZ1<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     55000 | PA      | $64780.78     | 0.01%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PETROLEOS MEXICANOS (PEMEX) LA SP MYC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-32943.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |         1 | NC      | $-16110.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1303932 | PA      | $-1319695.87  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -16369301 | PA      | $-16376903.81 | -1.94%            |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                  | WAYFAIR LLC SR SECURED 144A 09/30 7.75                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6734139.30   | 0.80%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                                 | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A             | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1604871.91   | 0.19%             | 2038-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NEW WINDSTREAM WARRANTS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    125540 | NC      | $844923.24    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| SANDERS RE III LTD                                                           | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                   | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1545000 | PA      | $911550.00    | 0.11%             | 2029-04-09      | Floating      | 15.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2421.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA INC COMPANY GUAR 11/95 7.5                                | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1899907.35   | 0.22%             | 2095-11-15      | Fixed         | 7.50%                 | 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        |   2730385 | PA      | $947301.49    | 0.11%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                         | EUROSAIL PLC ESAIL 2007 3X E1C REGS                           | CUSIP: G3299SAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    988083 | PA      | $1103806.77   | 0.13%             | 2045-06-13      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-4084.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/0.8* 8/01/23-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1466436.04   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                      | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   4600000 | PA      | $4511749.00   | 0.53%             | 2032-09-15      | Floating      | 7.72%                 | 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        |   3973333 | PA      | $3320641.82   | 0.39%             | 2048-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3503638 | PA      | $-3503637.66  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2006-HE2                                      | WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE2 A3              | CUSIP: 93934JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123531 | PA      | $98100.92     | 0.01%             | 2036-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN B 144A         | CUSIP: 46650GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1139420.23   | 0.13%             | 2035-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                             | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A F 144A            | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    622741 | PA      | $625250.59    | 0.07%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                    | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    130589 | PA      | $116746.39    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | 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      | $88394.53     | 0.01%             | 2056-02-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260311                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $900.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260225                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $48716.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                          | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                  | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260912.50    | 0.03%             | 2032-06-07      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-3A                                                     | CIFC FUNDING LTD CIFC 2014 3A INC 144A                        | CUSIP: 12549TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2441000 | PA      | $1455820.85   | 0.17%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                                            | UZBEKNEFTEGAZ SR UNSECURED 144A 05/30 8.75                    | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |   1400000 | PA      | $1505024.98   | 0.18%             | 2030-05-07      | Fixed         | 8.75%                 | 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      | $88430.26     | 0.01%             | 2027-06-30      | Floating      | 6.83%                 | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                    | VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625            | CUSIP: ACI2NJDT7<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $4267595.63   | 0.51%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                                | AMSURG EQUITY EQTYAS910                                       | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    603876 | NS      | $27122313.35  | 3.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1247314 | PA      | $-1254770.98  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED 144A 01/31 9.244              | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1500000 | PA      | $1510816.86   | 0.18%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                        | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875             | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1796960 | PA      | $1610525.40   | 0.19%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                             | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A E 144A            | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1411546 | PA      | $1419782.97   | 0.17%             | 2033-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260112                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1962.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                                                        | COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR                   | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |   2100000 | NS      | $2071650.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81                  | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   8700000 | PA      | $8207586.26   | 0.97%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                               | WINSTON RE LTD UNSECURED 144A 02/31 VAR                       | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $741860.00    | 0.09%             | 2031-02-26      | Floating      | 15.31%                | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                              | OCADO GROUP PLC COMPANY GUAR REGS 06/30 11                    | CUSIP: ACI2WWMJ0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   4250000 | PA      | $5797589.85   | 0.69%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                        | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                       | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7046798 | PA      | $10995642.39  | 1.30%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | RFR GBP SONIO/2.00000 03/15/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $1207371.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                           | SW (FINANCE) I PLC SR SECURED REGS 03/27 1.625                | CUSIP: ACI1WPQH7<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2963809.38   | 0.35%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3277214 | PA      | $-3287262.07  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                           | NEWFOLD DIGITAL HLDGS GRP INC. 2025 SUPER PRTY NEW MONEY TL A | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     83475 | PA      | $78727.52     | 0.01%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOM REP CB NOTES NOTES 144A 01/26 13                          | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |  16700000 | PA      | $265513.05    | 0.03%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                                 | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                   | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1400457.53   | 0.17%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                     | VIRIDIEN SR SECURED REGS 10/30 8.5                            | CUSIP: ACI2VMKZ9<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    271263 | PA      | $335090.71    | 0.04%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                 | FANNIE MAE   CAS CAS 2021 R03 1B2 144A                        | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1241484.00   | 0.15%             | 2041-12-25      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                              | IHEARTMEDIA INC   CLASS B COMMON STOCK                        | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138545 | NS      | $507185.54    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| FINASTRA USA INC                                                             | FINASTRA USA INC 2025 2ND LIEN TERM LOAN                      | CUSIP: 31772YAB2<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    400000 | PA      | $392832.00    | 0.05%             | 2033-09-15      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2016-11A                                                         | OCP CLO LTD OCP 2016 11A PREF 144A                            | CUSIP: 67092H209<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15547 | PA      | $6470012.31   | 0.77%             | 2036-04-26      | 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      | $5908694.92   | 0.70%             | 2039-11-06      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX SA COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     17054 | NS      | $384780.88    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | REVERSE REPO STANDARD CHARTERE VAR 1                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7112441 | PA      | $-7129451.59  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                              | OI S.A. SR SECURED 144A 12/28 8.5                             | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  29862537 | PA      | $354617.63    | 0.04%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/3.50 9/19/23-21Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-48166187.90 | -5.70%            |  |  |  | No            |                  2 | On Loan: No      |
| CORK STREET CLO DESIGNATED ACTIVITY CO 1A                                    | CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A              | CUSIP: ACI0QPJC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    700297 | PA      | $100569.30    | 0.01%             | 2028-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | VENTURE GLOBAL LNG INC SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1627.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                       | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 268206000 | PA      | $6240935.29   | 0.74%             | 2028-09-06      | Fixed         | 41.72%                | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                         | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR                 | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $424600.00    | 0.05%             | 2031-05-13      | Floating      | 16.33%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $663.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4709000 | PA      | $4883713.32   | 0.58%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LUCA RE LTD                                                                  | LUCA RE LTD UNSECURED 144A 07/31 VAR                          | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $361690.00    | 0.04%             | 2031-07-22      | Floating      | 10.88%                | 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      | $45112.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                         | WSTN TRUST WSTN 2023 MAUI C 144A                              | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1625992.00   | 0.19%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3254392 | PA      | $-3261340.09  | -0.39%            |  |  |  | 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        |     26177 | PA      | $2512.55      | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/2.00 9/15/23-28Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-11527300.66 | -1.36%            |  |  |  | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                                      | GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B                | CUSIP: BA000DCX3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   5455946 | PA      | $5474142.06   | 0.65%             | 2030-12-18      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                 | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    700000 | PA      | $747021.10    | 0.09%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                         | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75             | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     10497 | PA      | $16306.75     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                     | TITANIUM 2L BONDCO SARL SR SECURED 01/31 6.25                 | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |   8544900 | PA      | $1851669.21   | 0.22%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2981944 | PA      | $-2983295.81  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260220                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $4089.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-5                                                    | RCO MORTGAGE LLC RCO 2025 5 A1 144A                           | CUSIP: 75523YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4104371 | PA      | $4065847.89   | 0.48%             | 2030-10-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)     | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 8.25            | CUSIP: ACI2WX839<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1400000 | PA      | $1591007.75   | 0.19%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                                 | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN        | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   7527579 | PA      | $7094743.25   | 0.84%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                      | ION PLAT FIN US/SARL SR SECURED 144A 05/28 5                  | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $373058.44    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2007-2                                        | BANC OF AMERICA ALTERNATIVE LO BOAA 2007 2 3A2                | CUSIP: 059475AS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480692 | PA      | $1083206.01   | 0.13%             | 2037-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3203                                                             | FREDDIE MAC FHR 3203 SH                                       | CUSIP: 31397AR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172223 | PA      | $23193.69     | 0.00%             | 2036-08-15      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/3.00 9/19/23-6Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1657795.38  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL11 LLC                                                          | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL11 A1 144A        | CUSIP: 69383AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774461 | PA      | $1778910.96   | 0.21%             | 2055-10-25      | Fixed         | 5.19%                 | 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      | $305280.18    | 0.04%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2               | FREDDIE MAC   STACR STACR 2022 DNA2 B2 144A                   | CUSIP: 35564KSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $2359321.14   | 0.28%             | 2042-02-25      | Floating      | 12.37%                | 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      | $4074901.51   | 0.48%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2009-9                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 9 3A2 144A           | CUSIP: 17315XAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2080377 | PA      | $994363.83    | 0.12%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1117739.34   | 0.13%             | 2030-01-23      | Fixed         | 6.84%                 | 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      | $927880.02    | 0.11%             | 2034-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FFH1                          | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH1 M3               | CUSIP: 32027NTC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3146636 | PA      | $3053783.87   | 0.36%             | 2036-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG             | CUSIP: 952NPG006<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $118000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 0.25000 09/21/22-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $589327.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICORN BAY (HONG KONG) INVESTMENTS LIMITED                                  | UNICORN BAY HKD FIXED TERM LOAN A                             | CUSIP: BA00077Z7<br>LEI: N/A                  | Long             | LON              | CORP              | HK        |  37334417 | PA      | $4857067.30   | 0.57%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260319                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $6090.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL13 LLC                                                          | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL13 A1 144A        | CUSIP: 74143UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4154122 | PA      | $4168731.24   | 0.49%             | 2055-12-25      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2341.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REV REPO STANDARD CHARTERED BA ZCP                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -2028957 | PA      | $-2412536.12  | -0.29%            |  |  |  | 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        |    961828 | PA      | $916662.17    | 0.11%             | 2047-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                         | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11725000 | PA      | $12188884.27  | 1.44%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                 | FANNIE MAE   CAS CAS 2022 R01 1B2 144A                        | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2700000 | PA      | $2799828.18   | 0.33%             | 2041-12-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS (MOTION FINCO SARL)                                    | MOTION FINCO SARL SR SECURED 144A 02/32 8.375                 | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $359558.48    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3463000 | PA      | $3455918.93   | 0.41%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                         | DISH DBS CORP SR SECURED 144A 12/28 5.75                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12450000 | PA      | $12230599.13  | 1.45%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                               | URSA RE II LTD UNSECURED 144A 06/28 VAR                       | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250000.00    | 0.03%             | 2028-06-07      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                    | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15                | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028520.53   | 0.12%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 02/29 8.625         | CUSIP: P01012BX3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    800000 | PA      | $855000.00    | 0.10%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALTICE SA                                                                    | ALTICE HOLDINGS 1 12/99 0                                     | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |     10972 | NS      | $182131.91    | 0.02%             |  |  |  | No            |                  3 | 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        |     46841 | PA      | $41650.01     | 0.00%             | 2037-07-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                                     | KRONOS INTERNATIONAL INC SR SECURED 144A 03/29 9.5            | CUSIP: ACI2MTFK3<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3302225.57   | 0.39%             | 2029-03-15      | Fixed         | 9.50%                 | 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      | $1922535.90   | 0.23%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                   | ION PLATFORM FINANCE SAR SR SECURED 144A 05/29 7.875          | CUSIP: ACI30ZWV8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |   3010000 | PA      | $3598157.43   | 0.43%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                              | COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995                 | CUSIP: ACI3721X4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   1250000 | PA      | $1506297.90   | 0.18%             | 2030-11-21      | Fixed         | 5.50%                 | 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        |    164763 | PA      | $45114.18     | 0.01%             | 2046-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $193422.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-11113.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR6                                        | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3              | CUSIP: 86360UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3773880 | PA      | $3073920.39   | 0.36%             | 2046-07-25      | Floating      | 4.23%                 | 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        |    258184 | PA      | $96692.83     | 0.01%             | 2047-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 07/32 5.875                         | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2600000 | PA      | $3189015.64   | 0.38%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5               | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        | 468600000 | PA      | $7991614.08   | 0.95%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260312                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $15428.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                              | NEW WINDSTREAM PREFERRED STOCK                                | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |      4111 | NS      | $4086246.11   | 0.48%             |  |  |  | No            |                  3 | On Loan: No      |
| TECPETROL SA                                                                 | TECPETROL S.A. SR UNSECURED 144A 11/30 7.625                  | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |   2700000 | PA      | $2684151.00   | 0.32%             | 2030-11-03      | Fixed         | 7.62%                 | 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      | $150855.00    | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | 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      | $3734966.54   | 0.44%             | 2045-06-13      | Floating      | 5.34%                 | 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        |    975703 | PA      | $976678.47    | 0.12%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 02/29 8.625         | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1700000 | PA      | $1816875.00   | 0.22%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                  | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1800000 | PA      | $560564.70    | 0.07%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $6509.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REPU BNYMELLON/RE RBC BARBADO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1707612 | PA      | $-1709001.57  | -0.20%            |  |  |  | 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      | $413174.16    | 0.05%             | 2046-07-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSECURED 11/28 5.25                  | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1317902.24   | 0.16%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $25004.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                   | HELLENIC REPUBLIC BONDS REGS 01/37 4                          | CUSIP: ACI0Z3HB8<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     95790 | PA      | $117115.82    | 0.01%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | FORESEA HLDG S A COMMON STOCK                                 | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      7011 | NS      | $158185.69    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1104180.25   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                  | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    109766 | PA      | $78372.96     | 0.01%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                      | VERSANT MEDIA GROUP INC SR SECURED 144A 01/31 7.25            | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2993537.53   | 0.35%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                | ALTICE FRANCE SA SR SECURED 144A 10/30 4.75                   | CUSIP: ACI30QTM2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1540200 | PA      | $1706509.93   | 0.20%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A              | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1321 | PA      | $1260.96      | 0.00%             | 2036-08-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINANCING CO INC)   | CNT PRNT/CDK GLO II/FIN SR SECURED 144A 06/29 8               | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5700000 | PA      | $4961242.38   | 0.59%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                        | ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10             | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   1500000 | PA      | $1397244.30   | 0.17%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                              | NEW UNITY COMMON STOCKK                                       | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    644440 | NS      | $4343145.38   | 0.51%             |  |  |  | No            |                  3 | 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      | $513069.96    | 0.06%             | 2032-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    262000 | PA      | $259574.13    | 0.03%             | 2026-04-07      | None          | 0.00%                 | 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      | $9438736.78   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -180954 | PA      | $-212657.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS MORTGAGE PASS-THROUGH TRUST 2006-18                   | COUNTRYWIDE HOME LOANS CWHL 2006 18 2A2                       | CUSIP: 12543WAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1599553 | PA      | $182854.50    | 0.02%             | 2036-12-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $46786.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2006-EFC2                                        | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC2 M2              | CUSIP: 749238AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11148560 | PA      | $9452235.65   | 1.12%             | 2036-12-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $3058.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1478.81      | 0.00%             |  |  |  | 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        |    384113 | PA      | $0.00         | 0.00%             | 2028-07-08      | Floating      | 17.25%                | No            |                  3 | On Loan: No      |
| VIRIDIEN                                                                     | VIRIDIEN SR SECURED 144A 10/30 10                             | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   2803000 | PA      | $2957716.13   | 0.35%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQ CORP 2007-HE1                                         | JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 HE1 AF6             | CUSIP: 46630KAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526064 | PA      | $345519.24    | 0.04%             | 2047-03-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A9                                          | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A6                | CUSIP: 761143AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4542180 | PA      | $1638944.88   | 0.19%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                                | HESTIA RE LTD UNSECURED 144A 04/29 VAR                        | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     26829 | PA      | $15024.00     | 0.00%             | 2029-04-22      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION (CLUE OPCO LLC)                                      | FORWARD AIR CORPORATION TERM LOAN B                           | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1796812 | PA      | $1787944.73   | 0.21%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260320                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $953.74       | 0.00%             |  |  |  | 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        |   3782539 | PA      | $2892583.58   | 0.34%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                               | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 6.75               | CUSIP: ACI30N7J0<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1524036.07   | 0.18%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 06/20/24-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3384986.43   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                          | LUXCO3 SHARES COMMON STOCK                                    | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    181856 | NS      | $3208262.09   | 0.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1151000 | PA      | $1141146.86   | 0.14%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $334.90       | 0.00%             |  |  |  | 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        |   2620018 | PA      | $315411.13    | 0.04%             | 2050-07-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                | YINSON BERGENIA PRODUCTI SR SECURED 144A 01/45 8.498          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1469474.79   | 0.17%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                           | APLD COMPUTECO LLC SR SECURED 144A 12/30 9.25                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $230693.72    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | 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      | $7304375.50   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                    | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE      | CUSIP: 948FWLII3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2318734 | PA      | $860315.79    | 0.10%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-5772.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF DETROIT                                                              | DETROIT MI DET 04/44 ADJUSTABLE VAR                           | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   2286931 | PA      | $1793141.66   | 0.21%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                        | PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1               | CUSIP: BXC8GV902<br>LEI: 959800U3NGPXSCQHQW54 | Long             | EC               | CORP              | ES        |    282619 | NS      | $117639.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2359.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |         1 | NC      | $-738246.27   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                                   | INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR              | CUSIP: 45338XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9835026 | PA      | $9835025.99   | 1.16%             | 2030-01-31      | Fixed         | 12.22%                | 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        |    353670 | PA      | $29119.53     | 0.00%             | 2042-02-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                          | CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR                  | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    900000 | PA      | $932760.00    | 0.11%             | 2027-04-05      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2005-BC3                                      | SPECIALTY UNDERWRITING + RESID SURF 2005 BC3 M4               | CUSIP: 84751PHB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8070000 | PA      | $6792426.20   | 0.80%             | 2036-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                  | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |   1756154 | PA      | $1733677.34   | 0.21%             | 2030-06-15      | Fixed         | 7.50%                 | 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      | $146257.39    | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS SUR-B                                                  | TRANSPORT DE GAS DEL SUR SR UNSECURED 144A 11/35 7.75         | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |   3100000 | PA      | $3070116.00   | 0.36%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REPU BNYMELLON/RE RBC BARBADO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -9650418 | PA      | $-9702577.17  | -1.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1323.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                        | CLOVER HOLDINGS 2 LLC REVOLVER                                | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    909055 | PA      | $901387.12    | 0.11%             | 2029-12-10      | Floating      | 0.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4814825 | PA      | $-4823791.27  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                        | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                    | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    937364 | PA      | $49288.24     | 0.01%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     63110 | NS      | $1423919.38   | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | REPU BNYMELLON/RE RBC BARBADO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7290641 | PA      | $-7319363.56  | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2118917.59   | 0.25%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -177293 | PA      | $-177785.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSECURED 01/36 8.375                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    260000 | PA      | $267745.58    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/20/23-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $425696.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017                                                              | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A            | CUSIP: 12652FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $966311.40    | 0.11%             | 2032-11-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-A                                      | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A              | CUSIP: 78448P100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4508 | PA      | $1036571.29   | 0.12%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-959.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4               | CUSIP: 23245LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261316 | PA      | $469500.21    | 0.06%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -999680 | PA      | $-1349196.04  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REPU BNYMELLON/RE RBC BARBADO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2519794 | PA      | $-2525066.67  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440               | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 B 144A         | CUSIP: 46653DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1427755.53   | 0.17%             | 2036-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GS INVESTMENTS LIMITED                                                       | GENERAL SHOPPING INVEST COMPANY GUAR REGS 12/49 VAR           | CUSIP: G3812TAA9<br>LEI: 2221002OQ5WL5CL13X65 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $96750.00     | 0.01%             | 2026-03-20      | Floating      | 11.81%                | 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        |    932594 | PA      | $362813.15    | 0.04%             | 2036-11-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                                | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 05/30 7.5            | CUSIP: ACI2FPJG4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   5600000 | PA      | $6833383.35   | 0.81%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-J2                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A6              | CUSIP: 12667F6B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1601428 | PA      | $94829.69     | 0.01%             | 2035-04-25      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                              | MAREX GROUP PLC SR UNSECURED 11/29 6.404                      | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $311260.75    | 0.04%             | 2029-11-04      | Fixed         | 6.40%                 | 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        |   9463000 | PA      | $8811354.73   | 1.04%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR                | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    105152 | PA      | $59673.76     | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                    | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    770100 | PA      | $795590.39    | 0.09%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR                | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    126183 | PA      | $71924.31     | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                      | FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A                   | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8200000 | PA      | $8623211.84   | 1.02%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| GLG EURO CLO 1A                                                              | MAN GLG EURO CLO GLGE 1A SUBR 144A                            | CUSIP: ACI11ZRZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3370720 | PA      | $3961.27      | 0.00%             | 2030-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC9                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC9 A3              | CUSIP: 23245GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1172133 | PA      | $1011980.25   | 0.12%             | 2046-12-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.3* 8/09/23-9Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $19049573.34  | 2.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                           | SW (FINANCE) I PLC SR SECURED REGS 05/28 2.375                | CUSIP: ACI1ML5J6<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $4413701.85   | 0.52%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                              | UNITI GROUP INC COMMON STOCK USD.0001                         | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    116865 | NS      | $819223.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209259.80    | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | 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        |   5340722 | PA      | $2066528.35   | 0.24%             | 2037-09-25      | Variable      | 7.24%                 | 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        |     98437 | PA      | $93453.28     | 0.01%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD HKD BOUGHT USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $3455.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                             | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $309302.53    | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     22400 | PA      | $21999.75     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/1.25000 06/15/22-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $13036687.06  | 1.54%             |  |  |  | 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        |   3670684 | PA      | $3300727.12   | 0.39%             | 2035-07-26      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                         | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4116633.70   | 0.49%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                              | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                      | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13045 | PA      | $11721.15     | 0.00%             | 2047-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| NGD HOLDINGS BV                                                              | NGD HOLDINGS BV SR SECURED 12/26 6.75                         | CUSIP: ACI1XVPP6<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | NL        |    547456 | PA      | $501234.29    | 0.06%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                                 | ALAMO RE LTD UNSECURED 144A 06/26 VAR                         | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $313350.00    | 0.04%             | 2026-06-08      | Floating      | 15.46%                | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                              | OCADO GROUP PLC COMPANY GUAR REGS 08/29 10.5                  | CUSIP: ACI2QDHC0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $2378135.38   | 0.28%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3623.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CAD SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $11857.96     | 0.00%             |  |  |  | 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      | $1033190.82   | 0.12%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 02/36 5.625                 | CUSIP: ACI309M21<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $441710.67    | 0.05%             | 2036-02-19      | Fixed         | 5.62%                 | 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        |   8655530 | PA      | $4169334.95   | 0.49%             | 2035-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75              | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  25900000 | PA      | $447286.35    | 0.05%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                           | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75             | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    983212 | PA      | $688248.40    | 0.08%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED 144A 10/35 9.875              | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    900000 | PA      | $891766.99    | 0.11%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $16847115.02  | 1.99%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                    | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2521000 | PA      | $2542015.59   | 0.30%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                        | SYNIVERSE PFD PIK PFDJJZ917                                   | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   3356868 | NS      | $3257413.82   | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                      | ION PLAT FIN US/SARL SR SECURED 144A 05/29 8.75               | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2332444.40   | 0.28%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                  | URSA RE LTD UNSECURED 144A 12/28 VAR                          | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1039900.00   | 0.12%             | 2028-12-07      | Floating      | 12.81%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260113                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $777.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                             | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A G 144A            | CUSIP: 02007G5K5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1079418 | PA      | $1088213.18   | 0.13%             | 2033-06-15      | Fixed         | 10.22%                | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                         | INTEGRITY RE III UNSECURED 144A 06/27 VAR                     | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $287875.00    | 0.03%             | 2027-06-06      | Floating      | 29.30%                | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                         | EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR                 | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $254625.00    | 0.03%             | 2026-03-31      | Floating      | 12.54%                | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                              | VALARIS LTD SECURED 144A 04/30 8.375                          | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  11311000 | PA      | $11775644.57  | 1.39%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                         | DISH DBS CORP COMPANY GUAR 07/26 7.75                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5436520.21   | 0.64%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                      | ION PLAT FIN US/SARL SR SECURED 144A 05/29 9.5                | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4054772.72   | 0.48%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                            | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA F 144A                 | CUSIP: 647622AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1394352 | PA      | $1384758.02   | 0.16%             | 2032-04-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                          | SVB FINL TR                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     19520 | NS      | $2537.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                              | OI S.A. SR SECURED 144A 06/27 10                              | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  14404225 | PA      | $6409880.13   | 0.76%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |    153495 | NS      | $3463230.94   | 0.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $33683.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REPO BANK AMERICA REPO                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   2400000 | PA      | $2400000.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                        | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP F 144A            | CUSIP: 12651QAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $945609.67    | 0.11%             | 2032-07-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ESKOM GG LOAN SNR EM SP DUB                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $193271.40    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY MEDIA INC SECURED 144A 07/32 9.625                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415409.35    | 0.05%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.00 9/16/23-7Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $15974.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X CORPORATION                                                                | X CORP 2025 FIXED TERM LOAN                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1750000 | PA      | $1747182.50   | 0.21%             | 2029-10-26      | Fixed         | 9.50%                 | 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      | $-2787849.35  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                          | NEW IMMO HOLDING SA SR UNSECURED REGS 07/27 3.25              | CUSIP: ACI1NZ8Z5<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1058301.68   | 0.13%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    792000 | PA      | $783561.94    | 0.09%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                                 | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A             | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1151853.56   | 0.14%             | 2038-11-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSECURED 02/32 7.75                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  14600000 | PA      | $15043986.00  | 1.78%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                          | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                      | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |   3000000 | PA      | $1274257.60   | 0.15%             | 2030-11-30      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25              | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  53650000 | PA      | $946566.02    | 0.11%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875            | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1715937.73   | 0.20%             | 2032-02-01      | Fixed         | 9.88%                 | 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        |     48317 | PA      | $5074.98      | 0.00%             | 2042-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     66912 | PA      | $59276.52     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1053784 | PA      | $-1056089.15  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                        | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75              | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4673696 | PA      | $4704612.50   | 0.56%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COVE                            | SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE B 144A         | CUSIP: 78397FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1336120.10   | 0.16%             | 2037-03-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/2.00 7/15/23-27Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $13460513.93  | 1.59%             |  |  |  | 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      | $7035452.55   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                                 | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN    | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    764062 | PA      | $767118.48    | 0.09%             | 2030-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -209714 | PA      | $-282786.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                    | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375               | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019138.41   | 0.12%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1753028 | PA      | $-1771069.17  | -0.21%            |  |  |  | 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        |   6172928 | PA      | $2389778.84   | 0.28%             | 2037-09-25      | Variable      | 7.00%                 | 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      | $-4088590.44  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR                | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    182874 | PA      | $112010.33    | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95                 | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2801000 | PA      | $926494.23    | 0.11%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                             | VEDANTA RESOURCES COMPANY GUAR 144A 10/32 9.125               | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1412381.40   | 0.17%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -294120 | PA      | $-294918.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                               | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 VAR                | CUSIP: ACI30MW05<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $2095005.83   | 0.25%             | 2031-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/20/23-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $611796.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSECURED 11/31 4.625                         | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   5500000 | PA      | $4933925.15   | 0.58%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                       | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6                | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |    814707 | PA      | $785394.69    | 0.09%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-12                                        | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1               | CUSIP: 225470RY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261825 | PA      | $746384.47    | 0.09%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |         1 | NC      | $-41690.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-10766.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                                | STEINHOFF CVR                                                 | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |  27368642 | NS      | $32.17        | 0.00%             |  |  |  | Yes           |                  3 | 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        |       149 | PA      | $37.29        | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR                 | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    338800 | PA      | $333521.25    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -30069443 | PA      | $-30347822.64 | -3.59%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75                  | CUSIP: ACI309MY1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $466667.22    | 0.06%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO ROYAL BANK OF CAN                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2925406 | PA      | $-2930281.93  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/28 8.25               | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1700000 | PA      | $1710875.75   | 0.20%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                                 | PRIO LUX HLD SARL COMPANY GUAR 144A 10/30 6.75                | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1948000.00   | 0.23%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260306                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $5320.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                           | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75          | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    409737 | PA      | $394371.86    | 0.05%             | 2029-04-30      | Fixed         | 11.75%                | 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      | $59255.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                          | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35                 | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510646.83    | 0.06%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                             | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                  | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    450000 | PA      | $482175.00    | 0.06%             | 2026-06-08      | Floating      | 20.81%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $13690.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IM PASTOR FTH 3                                                              | PASTOR IM FTH/FTA IMPAS 3 A REGS                              | CUSIP: B0BL9JII2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | ES        |   1589171 | PA      | $1654432.07   | 0.20%             | 2043-03-22      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1373600 | PA      | $-1375924.21  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-2.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO (VZ SECURED FINANCING BV)                                              | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5             | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2028115.60   | 0.24%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                 | AMS OSRAM AG SR UNSECURED REGS 11/27 2.125                    | CUSIP: BMVM6ZII7<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |  14000000 | PA      | $15691858.19  | 1.86%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                  | SES S A COMMON STOCK                                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |    222366 | NS      | $3455901.19   | 0.41%             |  |  |  | No            |                  3 | On Loan: No      |
| LONG WALK REINSURANCE LTD                                                    | LONG WALK REINSURANCE UNSECURED 144A 01/31 VAR                | CUSIP: 54289CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    800000 | PA      | $805200.00    | 0.10%             | 2031-01-30      | Floating      | 13.83%                | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                       | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |  19193078 | PA      | $18588208.50  | 2.20%             | 2027-05-13      | Floating      | 10.67%                | 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      | $4947000.00   | 0.59%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                     | VIRIDIEN SR SECURED 144A 10/30 8.5                            | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   1085053 | PA      | $1340362.81   | 0.16%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC 2025-7                                                      | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 7 A1 144A            | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959036 | PA      | $962129.88    | 0.11%             | 2030-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                    | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE      | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  18176777 | PA      | $7458635.10   | 0.88%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR                | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     39957 | PA      | $23774.42     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                      | FREDDIE MAC   STACR STACR 2021 DNA6 B2 144A                   | CUSIP: 35564KLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5350000 | PA      | $5588211.96   | 0.66%             | 2041-10-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOFTBANK GROUP CORP SNR JP SP GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-4176.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                      | XBP GLOBAL HOLDINGS INC COMMON STOCK                          | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |       968 | NS      | $6592.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT) | BANQUE OUEST AFRICAINE D SR UNSECURED 144A 10/40 6.25         | CUSIP: ACI310304<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | N/A       |   1300000 | PA      | $1497433.15   | 0.18%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2                            | FREDDIE MAC   SCRT SCRT 2020 2 BXS 144A                       | CUSIP: 35563PRM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5854762 | PA      | $2953643.55   | 0.35%             | 2059-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                  | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                      | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   5058894 | PA      | $49278688.99  | 5.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL TRUST                                                          | SVB FINL TR COMMON STOCK UNIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4283 | NS      | $2040849.50   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2006-AR2                                        | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR2 2A2               | CUSIP: 65535VUK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2454292 | PA      | $2199764.69   | 0.26%             | 2036-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2620801 | PA      | $-2625565.04  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REPU BNYMELLON/RE RBC BARBADO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2486901 | PA      | $-2491268.94  | -0.29%            |  |  |  | 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        |    175452 | PA      | $156035.77    | 0.02%             | 2036-09-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.70 8/01/23-29Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $98858326.92  | 11.70%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5606226 | PA      | $-5612704.31  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 25-NPL14                                | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL14 A1 144A        | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8300000 | PA      | $8310539.51   | 0.98%             | 2055-12-25      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                            | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA C 144A                 | CUSIP: 647622AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991034.30    | 0.12%             | 2032-04-15      | Floating      | 5.39%                 | 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      | $3363546.72   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                      | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN    | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7158371 | PA      | $7400482.58   | 0.88%             | 2029-05-30      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-5014.19     | -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        | -20264086 | PA      | $-20305875.79 | -2.40%            |  |  |  | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                               | ADLER GROUP SA   VTG SHS COMMON STOCK                         | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |   1524031 | NS      | $1.79         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRUMAN CAPITAL MTGE LOAN TR 2004-1                                           | TRUMAN CAPITAL MORTGAGE LOAN T TRUMN 2004 1 M3 144A           | CUSIP: 897896AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2535322 | PA      | $2470724.21   | 0.29%             | 2034-01-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                      | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                      | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1983118.96   | 0.23%             | 2035-01-15      | Fixed         | 6.25%                 | 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        |   6336922 | PA      | $1212357.80   | 0.14%             | 2037-04-25      | Floating      | 2.83%                 | 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        |    521859 | PA      | $246913.92    | 0.03%             | 2037-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3317.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260304                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $13523.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -16535196 | PA      | $-16608782.19 | -1.97%            |  |  |  | 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        |    351162 | PA      | $54290.31     | 0.01%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                                 | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 5.75           | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5445460.00   | 0.64%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                             | WESTMORELAND COAL CO PIK TERM LOAN                            | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2650343 | PA      | $1126395.95   | 0.13%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | 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      | $64500.00     | 0.01%             | 2026-03-20      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| EL PASO DOWNTOWN DEVELOPMENT CORP                                            | EL PASO TX DOWNTOWN DEV CORP S ELPDEV 08/43 FIXED 7.25        | CUSIP: 283738AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7175000 | PA      | $7925586.80   | 0.94%             | 2043-08-15      | Fixed         | 7.25%                 | 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        |  12460654 | PA      | $10380080.29  | 1.23%             | 2046-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                            | QWEST CORP SR UNSECURED 05/30 7.375                           | CUSIP: 624284BD6<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $5173066.35   | 0.61%             | 2030-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260316                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $48214.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT INC/CENTRAL MERGER SUB INC)                       | CNTRL PARENT/CDK GLB INC SR SECURED 144A 06/29 7.25           | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8150000 | PA      | $6918094.17   | 0.82%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -399872 | PA      | $-539678.43   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260209                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $25982.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AQUEDUCT EUROPEAN CLO 25-15A                                                 | AQUEDUCT EUROPEAN C VAR                                       | CUSIP: 958QCWII4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | N/A       |   5300000 | PA      | $728373.41    | 0.09%             | 2039-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                          | VICI PROPERTIES INC REIT USD.01                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     95221 | NS      | $2677614.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PERATON CORP                                                                 | PERATON CORP TERM LOAN B                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  18632019 | PA      | $17331131.01  | 2.05%             | 2028-02-01      | Floating      | 7.69%                 | 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        |  11776570 | PA      | $11413594.91  | 1.35%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                               | BOI FINANCE BV 02/27 7.5                                      | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |   3000000 | PA      | $3635762.10   | 0.43%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                   | ION PLATFORM FINANCE SAR SR SECURED 144A 09/30 6.5            | CUSIP: ACI30SHJ8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1596081.27   | 0.19%             | 2030-09-30      | Fixed         | 6.50%                 | 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      | $465655.57    | 0.06%             | 2035-08-04      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                                 | DIVERSIFIED HEALTHCARE T SR SECURED 144A 10/30 7.25           | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $409495.20    | 0.05%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                   | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN        | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11740225 | PA      | $12092431.62  | 1.43%             | 2028-09-15      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3551967 | PA      | $-3561122.17  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7            | CUSIP: 02146XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122353 | PA      | $847274.68    | 0.10%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| SEVITA (NATIONAL MENTOR HOLDINGS INC)                                        | NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5           | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2113079.26   | 0.25%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/35 4.25                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    706000 | PA      | $711184.69    | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                         | EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR              | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $421800.00    | 0.05%             | 2031-05-13      | Floating      | 15.06%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                | ALTICE FRANCE SA SR SECURED 144A 07/32 6.875                  | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    834120 | PA      | $800421.03    | 0.09%             | 2032-07-15      | Fixed         | 6.88%                 | 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      | $-4288419.36  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                      | ALTICE FRAN LUX 3/HOLD 1 SR UNSECURED 144A 01/33 10           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2624048 | PA      | $2409869.53   | 0.29%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                           | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4         | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        | 302800000 | PA      | $620387.91    | 0.07%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -809024 | PA      | $-810590.36   | -0.10%            |  |  |  | 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        |  12606101 | PA      | $8228821.03   | 0.97%             | 2055-11-25      | Floating      | 5.99%                 | No            |                  3 | On Loan: No      |
| CVC CORDATUS LOAN FUND VI DAC 6A                                             | CORDATUS CLO PLC CORDA 6A SUB 144A                            | CUSIP: ACI17ZRB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3120000 | PA      | $810610.26    | 0.10%             | 2032-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1589241 | PA      | $-1594617.59  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                      | VALE SA SUBORDINATED 12/49 VAR                                | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        | 120000000 | PA      | $9088005.84   | 1.08%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1017380 | PA      | $-1019682.67  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -811899 | PA      | $-815830.52   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| QUERCUS II RE DESIGNATED ACTIVITY COMPANY                                    | QUERCUS II RE DAC UNSECURED 144A 01/31 VAR                    | CUSIP: ACI37KKF2<br>LEI: 635400PTO1PTKKKHEA32 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $293800.00    | 0.03%             | 2031-01-07      | Floating      | 14.61%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $22978425.85  | 2.72%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                     | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875          | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1169613.78   | 0.14%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA ROMANIA                                               | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $1202229.59   | 0.14%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-707212.35   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                       | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A            | CUSIP: 04965JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5393093.75   | 0.64%             | 2036-12-15      | Floating      | 5.55%                 | 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        |   3927044 | PA      | $3331708.46   | 0.39%             | 2037-07-27      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                      | J + J VENTURES GAMING LLC 2024 TERM LOAN                      | CUSIP: 46604BAG3<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |   1257300 | PA      | $1269873.00   | 0.15%             | 2028-04-26      | Floating      | 8.83%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -200969 | PA      | $-201390.73   | -0.02%            |  |  |  | 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        |   4161090 | PA      | $1650604.18   | 0.20%             | 2037-05-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GREENGROVE RE LTD                                                            | GREENGROVE RE LTD UNSECURED 144A 04/32 VAR                    | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260125.00    | 0.03%             | 2032-04-08      | Floating      | 11.55%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                     | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                       | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    460845 | PA      | $423154.79    | 0.05%             | 2029-05-01      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                   | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7          | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $315372.94    | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                                 | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                  | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      8803 | NS      | $169335.20    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                     | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $451384.91    | 0.05%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918             | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307146.84    | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL12 LLC                                                          | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL12 A1 144A        | CUSIP: 69383CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8130994 | PA      | $8157406.65   | 0.97%             | 2055-11-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-134                            | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 134 KI                | CUSIP: 38378GBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89862 | PA      | $10667.87     | 0.00%             | 2042-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                                | PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1892890.10   | 0.22%             | 2029-09-01      | Fixed         | 9.38%                 | 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        |     66108 | PA      | $59386.36     | 0.01%             | 2037-02-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                                 | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                  | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |   8000000 | PA      | $8908062.93   | 1.05%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                           | CERDIA FINANZ GMBH SR SECURED 144A 10/31 9.375                | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   4070000 | PA      | $4227712.50   | 0.50%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                            | MNSN HOLDINGS INC COMMON STOCK                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3757 | NS      | $187850.00    | 0.02%             |  |  |  | Yes           |                  3 | 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        |  19259383 | PA      | $3477930.58   | 0.41%             | 2036-09-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                  | URSA RE LTD UNSECURED 144A 02/28 VAR                          | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $407900.00    | 0.05%             | 2028-02-22      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                            | US RENAL CARE INC SR SECURED 144A 06/28 10.625                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $858357.50    | 0.10%             | 2028-06-28      | Fixed         | 10.62%                | 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        |    239894 | PA      | $207447.25    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                         | INEOS US FINANCE LLC 2023 USD TERM LOAN B                     | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   7128922 | PA      | $5803406.02   | 0.69%             | 2030-02-18      | Floating      | 6.97%                 | 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      | $2842310.62   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR                | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    149316 | PA      | $71298.39     | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                        | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375        | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |   9600000 | PA      | $11042177.75  | 1.31%             | 2028-11-15      | Fixed         | 2.38%                 | 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        |    588602 | PA      | $460089.38    | 0.05%             | 2027-12-31      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/45 4.875                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    466000 | PA      | $470660.00    | 0.06%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                | ALTICE FRANCE SA SR SECURED 144A 04/32 6.5                    | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2288917 | PA      | $2195728.09   | 0.26%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                              | IHEARTMEDIA INC   CLASS A COMMON STOCK                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178528 | NS      | $742676.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG             | CUSIP: 952NPK908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $59000.00     | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                         | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16360000 | PA      | $17299205.35  | 2.05%             | 2049-05-30      | Fixed         | 6.58%                 | 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        |   1608091 | PA      | $199884.76    | 0.02%             | 2037-06-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                     | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   7745000 | PA      | $8058301.20   | 0.95%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX LA SP CBK                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-2071.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-CW1                                                 | ACE SECURITIES CORP. ACE 2006 CW1 A2C                         | CUSIP: 00441QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370202 | PA      | $1148036.42   | 0.14%             | 2036-07-25      | Floating      | 4.13%                 | 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        |   2776365 | PA      | $327764.58    | 0.04%             | 2050-06-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.3* 08/25/23-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1517032.30   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819800.02    | 0.10%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260302                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-14555.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 09/31 5.125                         | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1700000 | PA      | $2045668.27   | 0.24%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1394705 | PA      | $-1397010.68  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX LCDS SP DUB                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1427.65      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EAST LANE RE VII LTD                                                         | EAST LANE RE VII LTD SR UNSECURED 144A 03/32 VAR              | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $249923.70    | 0.03%             | 2032-03-31      | Floating      | 12.10%                | 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      | $150475.83    | 0.02%             | 2033-01-30      | Fixed         | 3.90%                 | 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      | $6386122.02   | 0.76%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                         | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR                 | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $421720.00    | 0.05%             | 2031-05-13      | Floating      | 14.08%                | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                   | EQTYWM927 WESTMORELAND MINING                                 | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275905 | NS      | $775983.43    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-5                                        | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB12               | CUSIP: 05950BAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1849893 | PA      | $154311.97    | 0.02%             | 2046-06-25      | Floating      | 1.75%                 | 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        |  13155546 | PA      | $1826844.84   | 0.22%             | 2037-01-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -2772060 | PA      | $-3264039.56  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                         | WSTN TRUST WSTN 2023 MAUI D 144A                              | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1611378.24   | 0.19%             | 2037-07-05      | Variable      | 8.45%                 | 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      | $112980.00    | 0.01%             | 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 SUBR 144A        | CUSIP: ACI2VLBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    548000 | PA      | $393893.92    | 0.05%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1257000 | PA      | $1348410.84   | 0.16%             | 2029-06-02      | Fixed         | 8.75%                 | 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      | $4006812.50   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                          | JANE STREET GRP/JSG FIN SR SECURED 144A 05/33 6.75            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2193358.34   | 0.26%             | 2033-05-01      | Fixed         | 6.75%                 | 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        |     76948 | PA      | $65739.67     | 0.01%             | 2036-08-19      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                                | SUBCALIDORA 2 2024 EUR TERM LOAN                              | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   7000000 | PA      | $8267531.93   | 0.98%             | 2029-08-14      | Floating      | 7.77%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -804839 | PA      | $-806106.56   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                    | VMED O2 UK FINANCING I SR SECURED 144A 01/33 6.75             | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2976855.60   | 0.35%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260226                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $5029.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                | ALTICE FRANCE SA SR SECURED 144A 10/31 6.5                    | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    462060 | PA      | $439139.86    | 0.05%             | 2031-10-15      | Fixed         | 6.50%                 | 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        |   1629166 | PA      | $307159.67    | 0.04%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/21/23-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-162080.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2283686 | PA      | $-2287872.26  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                      | ION PLAT FIN US/SARL SR SECURED 144A 08/29 9                  | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2462523.85   | 0.29%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                 | AMS OSRAM AG SR UNSECURED REGS 03/29 10.5                     | CUSIP: ACI2L69P0<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1400000 | PA      | $1719625.55   | 0.20%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                           | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                       | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |  11213196 | PA      | $11224857.48  | 1.33%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-430.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2006-2                                         | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 6A1                | CUSIP: 007034AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2890054 | PA      | $1194205.49   | 0.14%             | 2036-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GSPA MONETIZATION TRUST                                                      | GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422         | CUSIP: 36298GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2822703 | PA      | $2858175.20   | 0.34%             | 2029-10-09      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO ROYAL BANK OF CAN                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4048715 | PA      | $-4055622.08  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                              | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                      | CUSIP: 73110JAB8<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |    900000 | PA      | $939060.00    | 0.11%             | 2027-01-07      | Floating      | 16.84%                | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                        | CLOVER HOLDINGS 2 LLC TERM LOAN B                             | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5067500 | PA      | $5077787.03   | 0.60%             | 2031-12-09      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260203                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-2285.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125            | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912099.23    | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | 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        |   1085688 | PA      | $1848289.39   | 0.22%             | 2037-03-26      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6896419 | PA      | $-6907551.51  | -0.82%            |  |  |  | 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      | $540400.00    | 0.06%             | 2030-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734216.00    | 0.09%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                         | COGENT COMMS GRP / FIN SR SECURED 144A 07/32 6.5              | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6300000 | PA      | $5899682.19   | 0.70%             | 2032-07-01      | Fixed         | 6.50%                 | 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        |     15139 | PA      | $249.11       | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN C 144A         | CUSIP: 46650GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $474435.72    | 0.06%             | 2035-11-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                       | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  31100000 | PA      | $723968.76    | 0.09%             | 2028-05-17      | Floating      | 42.56%                | 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        |   2469624 | PA      | $2155100.24   | 0.26%             | 2037-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4985392 | PA      | $-4994764.81  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-A                                             | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1               | CUSIP: 05949CRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4084 | PA      | $3754.54      | 0.00%             | 2036-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                         | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   7215040 | PA      | $4694586.27   | 0.56%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| DUKE FUNDING LTD 2003-5A                                                     | DUKE FUNDING LTD DUKEF 2003 5A 1A2 144A                       | CUSIP: 264402AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13522518 | PA      | $1610775.35   | 0.19%             | 2033-08-07      | Floating      | 7.64%                 | 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        |    790043 | PA      | $216297.72    | 0.03%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                   | ION PLATFORM FINANCE SAR SR SECURED 144A 09/32 6.875          | CUSIP: ACI30SL12<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $225170.79    | 0.03%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                                | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5               | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |   3222520 | PA      | $0.03         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| POLESTAR RE LTD                                                              | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                      | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $315675.00    | 0.04%             | 2028-01-07      | Floating      | 14.09%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819808.27    | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-2                                                | MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A                  | CUSIP: 57109H102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9700 | PA      | $0.00         | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                           | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                     | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |    754306 | NS      | $1667016.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                        | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                    | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1740124 | PA      | $91498.80     | 0.01%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                         | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6518924.75   | 0.77%             | 2027-06-15      | Fixed         | 7.00%                 | 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        |     50731 | PA      | $41913.36     | 0.00%             | 2037-05-25      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                         | DISH DBS CORP SR SECURED 144A 12/26 5.25                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6453840.89   | 0.76%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/2.75000 06/21/23-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2357319.07   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                   | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                        | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |   6350000 | PA      | $8578231.00   | 1.02%             | 2031-11-28      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                                 | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED                | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      6083 | NS      | $117013.07    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 04/30 9.25          | CUSIP: P01012CF1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    700000 | PA      | $763525.00    | 0.09%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -20876862 | PA      | $-20956781.72 | -2.48%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)                                    | AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR              | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20410000 | PA      | $13615613.05  | 1.61%             | 2067-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC              | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5           | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3364783.77   | 0.40%             | 2029-02-15      | Fixed         | 6.50%                 | 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      | $903509.87    | 0.11%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                         | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2               | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   7150000 | PA      | $7159581.00   | 0.85%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                             | GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR                   | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    470000 | PA      | $470380.47    | 0.06%             | 2029-01-08      | Floating      | 13.46%                | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-SFP                                                    | HILTON USA TRUST HILT 2016 SFP A 144A                         | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $780317.10    | 0.09%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -1049580 | PA      | $-1240785.23  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3003                                                             | FREDDIE MAC FHR 3006 SU                                       | CUSIP: 31395WSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282947 | PA      | $22020.33     | 0.00%             | 2035-07-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $344.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-20Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $349583.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/18/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2956026.16  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                        | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN     | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |  15537363 | PA      | $17957131.16  | 2.13%             | 2029-12-31      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                             | WESTMORELAND MINING HOLDINGS L COMMON                         | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87552 | NS      | $49248.09     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                        | INCORA NEW EQUITY                                             | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    314058 | NS      | $12164982.61  | 1.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                        | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878        | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1516730.82   | 0.18%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO SR UNSECURED 144A 07/30 7.5                   | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $525117.78    | 0.06%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                                           | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2              | CUSIP: 16162WPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5758 | PA      | $5479.90      | 0.00%             | 2035-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/3.00 06/19/19-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-58349.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                  | ION PLATFORM FINANCE US SR SECURED 144A 09/32 7.875           | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1330150.25   | 0.16%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                          | NATURE COAST RE LTD UNSECURED 144A 04/33 VAR                  | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $259750.00    | 0.03%             | 2033-04-10      | Floating      | 13.33%                | 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        |    590785 | PA      | $264542.65    | 0.03%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer