# EDGAR Filing Document

**Accession Number:** 0001886878
**File Stem:** 0001099263-26-003121
**Filing Date:** 2026-3
**Character Count:** 206966
**Document Hash:** 1b930f5f4ade5cd9e15a2b6eb8f0bc01
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003121.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003121

**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 Access Income Fund
- **CENTRAL INDEX KEY:** 0001886878

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23749
- **FILM NUMBER:** 26705947

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** (844) 337-4626

**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 Access Income Fund

- **b. Investment Company Act file number:** 811-23749

- **c. CIK number of Registrant:** 0001886878

- **d. LEI of Registrant:** 549300Q20CGGOWTPP823

- **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:** $1233318942.37

**Total Liabilities:** $517409900.53

**Net Assets:** $715909041.84

**Delayed Delivery Securities:** $34240000.00

**Cash Not Reported:** $11442866.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7610.223500 | **1-Year:** 1418.034300 | **5-Year:** 12364.541000 | **10-Year:** 7401.024500 | **30-Year:** -7743.574500

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

- **3-Month:** 79555.678700 | **1-Year:** 45054.237200 | **5-Year:** 125974.877800 | **10-Year:** 75371.103200 | **30-Year:** 1196.983900

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.90%               | 1.35%                | -3.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7570535.08             | $5558911.51                                |
| Month 2  | $677767.17               | $-842886.07                                |
| Month 3  | $760404.36               | $-1970383.83                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5               | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        | 427900000 | PA      | $7297506.76   | 1.02%             | 2037-03-15      | Fixed         | 10.50%                | 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        |   1601230 | PA      | $1536539.32   | 0.21%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-10739.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                                         | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                   | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1815000 | PA      | $1070850.00   | 0.15%             | 2029-04-09      | Floating      | 15.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -8454639 | PA      | $-8474290.22  | -1.18%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                                      | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN                  | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |   3400000 | PA      | $3424596.45   | 0.48%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC DELAYED DRAW TERM LOAN                         | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    362445 | PA      | $368788.20    | 0.05%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.40000 12/21/22-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2913939.99   | 0.41%             |  |  |  | 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        |   1863792 | PA      | $1787911.25   | 0.25%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    381000 | PA      | $377738.44    | 0.05%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                    | VALE SA SUBORDINATED 12/49 VAR                                | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  10300000 | PA      | $780053.83    | 0.11%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | YAHOO (AKA: AP CORE HOLDI TL TRS BKL BPS                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $211790.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC LAST OUT TERM LOAN                             | CUSIP: 23803RAB7<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |   1637555 | PA      | $1666211.80   | 0.23%             | 2031-01-03      | Floating      | 8.27%                 | 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        |    300000 | PA      | $310020.00    | 0.04%             | 2031-07-22      | Floating      | 10.88%                | 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   | 0.22%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH H 144A         | CUSIP: 46654EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $163938.25    | 0.02%             | 2038-06-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260707                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-101.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/32 5.875                         | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5600000 | PA      | $6868649.07   | 0.96%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4398008 | PA      | $-4413048.69  | -0.62%            |  |  |  | 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        |   3919741 | PA      | $3694356.20   | 0.52%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1565200 | PA      | $-1568742.57  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2005-BC1                                    | SPECIALTY UNDERWRITING + RESID SURF 2005 BC1 B1               | CUSIP: 84751PEV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4748959 | PA      | $4634357.78   | 0.65%             | 2035-12-25      | Floating      | 5.65%                 | 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        |    400000 | PA      | $428600.00    | 0.06%             | 2026-06-08      | Floating      | 20.81%                | 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        |  17184932 | PA      | $7051642.58   | 0.98%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -8456072 | PA      | $-8545847.12  | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                    | QUIDELORTHO CORP TERM LOAN                                    | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    698250 | PA      | $698794.64    | 0.10%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1716231 | PA      | $-1721746.65  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |         1 | NC      | $-618530.63   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3236422 | PA      | $-3256596.21  | -0.45%            |  |  |  | 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        |   2202000 | PA      | $2220356.33   | 0.31%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP 2025 FIXED TERM LOAN                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800000 | PA      | $798712.00    | 0.11%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3867120 | PA      | $-3874134.88  | -0.54%            |  |  |  | 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    | 0.04%             | 2027-06-06      | Floating      | 29.30%                | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A              | CUSIP: 83206NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4814 | PA      | $4758310.90   | 0.66%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                 | BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 360D 144A              | CUSIP: 05609MDC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3496419.00   | 0.49%             | 2055-02-17      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                   | SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN                  | CUSIP: BA000KP70<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    310869 | PA      | $312260.31    | 0.04%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | 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        |   1293500 | PA      | $1213729.86   | 0.17%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -451285 | PA      | $-531516.16   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $111.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -5613888 | PA      | $-6635013.21  | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/29 8                  | CUSIP: ACI1H0020<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    700000 | PA      | $684402.13    | 0.10%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN BIDCO INC                                                         | GUARDIAN DELAYED DRAW TERM LOAN A                             | CUSIP: BA000P6T2<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |    300000 | PA      | $300000.00    | 0.04%             | 2032-08-29      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7951382 | PA      | $-8027753.13  | -1.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-A                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 A R 144A              | CUSIP: 78450FAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8700 | PA      | $6959779.35   | 0.97%             | 2054-11-16      | Fixed         | 0.00%                 | No            |                  3 | 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        |   7937558 | PA      | $7692908.37   | 1.07%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                      | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $315675.00    | 0.04%             | 2028-01-07      | Floating      | 14.09%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $3402.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5921078 | PA      | $-5995763.67  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                 | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL     | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100544 | PA      | $100544.32    | 0.01%             | 2026-11-03      | Floating      | 11.86%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -22218497 | PA      | $-22431183.36 | -3.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                 | BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 111D 144A              | CUSIP: 05609MCQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9615000 | PA      | $9021456.44   | 1.26%             | 2055-02-17      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 E 144A         | CUSIP: 46653DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19256000 | PA      | $7724904.49   | 1.08%             | 2036-03-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BRUCETON MILLS ASSOCIATES LLC                                              | PURIS TERM LOAN                                               | CUSIP: BA0005TS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1941311 | PA      | $1831505.82   | 0.26%             | 2030-07-01      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260615                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-178.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRATTON HAWKSMOOR 2022-1 PLC 22-1A                                        | STRATTON HAWKSMOOR PLC HWKSM 2022 1A E 144A                   | CUSIP: ACI27FLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   3800000 | PA      | $5100298.60   | 0.71%             | 2053-02-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3408252 | PA      | $-3418115.85  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | DEUTSCHE REVERSE REPO EUR ZCP                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -2011600 | PA      | $-2380062.59  | -0.33%            |  |  |  | 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        |    832160 | PA      | $807874.97    | 0.11%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4841448 | PA      | $-4891263.67  | -0.68%            |  |  |  | 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        |   4820000 | PA      | $4677821.52   | 0.65%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2008-IND2                                                   | BCAP LLC TRUST BCAP 2008 IND2 A2                              | CUSIP: 05531EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2885332 | PA      | $2248914.63   | 0.31%             | 2038-04-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2172.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     86000 | PA      | $85848.24     | 0.01%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                              | SUBCALIDORA 2 2024 EUR TERM LOAN                              | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   6400000 | PA      | $7558886.33   | 1.06%             | 2029-08-14      | Floating      | 7.77%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | PEMEX LCDS SP DUB                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $7138.25      | 0.00%             |  |  |  | No            |                  3 | 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        |   8400000 | PA      | $7821555.50   | 1.09%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                      | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   6540571 | PA      | $63711702.58  | 8.90%             |  |  |  | No            |                  1 | 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        |   3800000 | PA      | $3539685.56   | 0.49%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-8551.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-83.09       | -0.00%            |  |  |  | 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      | $5241.49      | 0.00%             |  |  |  | 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        |  17600000 | PA      | $17289842.94  | 2.42%             | 2028-12-01      | Fixed         | 5.75%                 | 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        |   2527379 | PA      | $2535808.01   | 0.35%             | 2030-12-18      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF14                                          | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6               | CUSIP: 32027LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14883979 | PA      | $12550065.07  | 1.75%             | 2036-10-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B13                           | CUSIP: BA000QF03<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   2100000 | PA      | $2086885.50   | 0.29%             | 2029-05-14      | Floating      | 9.36%                 | 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      |
| DOLP TRUST 2021-NYC                                                        | DOLP TRUST DOLP 2021 NYC G 144A                               | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $6168393.05   | 0.86%             | 2041-05-10      | Variable      | 3.70%                 | 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      | $8337.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 06/15/22-30Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $10431598.08  | 1.46%             |  |  |  | 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        |   5550000 | PA      | $7497508.99   | 1.05%             | 2031-11-28      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| DOLP TRUST 2021-NYC                                                        | DOLP TRUST DOLP 2021 NYC F 144A                               | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $4489655.20   | 0.63%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TR 2005-1                                             | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M6                | CUSIP: 542514KE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10308202 | PA      | $9509102.90   | 1.33%             | 2035-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 2ND LIEN TERM LOAN                      | CUSIP: 31772YAB2<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    400000 | PA      | $392832.00    | 0.05%             | 2033-09-15      | Floating      | 10.72%                | 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      |
| SVF II FINCO (CAYMAN) LP                                                   | SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN                  | CUSIP: BA000KP88<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2429184 | PA      | $2440057.56   | 0.34%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | 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        |    900000 | PA      | $1075861.03   | 0.15%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST3                            | LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST3 CERT 144A        | CUSIP: 52607TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7554000 | PA      | $993252.80    | 0.14%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                              | MRCD MORTGAGE TRUST MRCD 2019 PARK F 144A                     | CUSIP: 55348UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3375000.00   | 0.47%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-10416.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $129.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                  | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    400000 | PA      | $438200.00    | 0.06%             | 2026-06-08      | Floating      | 26.38%                | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC)                                            | CENTRAL PARENT INC 2024 TERM LOAN B                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7533644 | PA      | $6405782.30   | 0.89%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-2765.64     | -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      | $86269.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                    | CUSIP: BA000K739<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |   1554545 | PA      | $1540283.32   | 0.22%             | 2032-08-26      | Floating      | 9.23%                 | No            |                  3 | 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   | 0.15%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEER PARK CLO DAC 1A                                                       | DEER PARK CLO DERPK 1A SUB 144A                               | CUSIP: ACI23DBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $2330463.42   | 0.33%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                                | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5                  | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4249816.20   | 0.59%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -658133 | PA      | $-773900.44   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2682920 | PA      | $-2689155.94  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC USD DELAYED DRAW TERM LOAN                     | CUSIP: BA000TDP4<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    362445 | PA      | $363351.52    | 0.05%             | 2031-12-08      | Floating      | 4.50%                 | 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    | 0.11%             | 2031-01-30      | Floating      | 13.83%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5946119 | PA      | $-5959819.60  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS E 144A                                 | CUSIP: 990ABJRU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   2400000 | PA      | $1601640.08   | 0.22%             | 2057-12-30      | Floating      | 7.56%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | US TREASURY N/B 08/35 4.25                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    724000 | PA      | $729316.88    | 0.10%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -475014 | PA      | $-477946.31   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -884970 | PA      | $-1040927.30  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -361908 | PA      | $-425314.28   | -0.06%            |  |  |  | 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      | $3315.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 11/31 4.625                         | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1900000 | PA      | $1704446.87   | 0.24%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH USD TERM LOAN B1                        | CUSIP: D255LZAC9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   5791546 | PA      | $5410955.02   | 0.76%             | 2030-04-01      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -499840 | PA      | $-674598.04   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 MONTH SOFR FUT  MAR26 XCME 20260616                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -16 | NC      | $53568.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1818453 | PA      | $-1838097.19  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH F 144A         | CUSIP: 46654EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3276000 | PA      | $2756147.28   | 0.38%             | 2038-06-15      | Floating      | 6.31%                 | 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      | $-5174.53     | -0.00%            |  |  |  | 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        |   3320000 | PA      | $2818168.42   | 0.39%             | 2029-06-15      | Fixed         | 7.25%                 | 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      | $2744.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAST MORTGAGE TRUST 2022-1700                                             | BSST MORTGAGE TRUST BSST 2022 1700 H 144A                     | CUSIP: 055742AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $31153.65     | 0.00%             | 2037-02-15      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20290502                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $32410.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | US RENAL CARE INC SR SECURED 144A 06/28 10.625                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |   4469850 | PA      | $3832896.38   | 0.54%             | 2028-06-28      | Fixed         | 10.62%                | 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        |   6228740 | PA      | $6550212.75   | 0.91%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -8280375 | PA      | $-8350146.36  | -1.17%            |  |  |  | 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        |    300000 | PA      | $316350.00    | 0.04%             | 2031-05-13      | Floating      | 15.06%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                         | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                  | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2187504 | PA      | $2142123.99   | 0.30%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| PATTERSON CO (PARADIGM PARENT LLC)                                         | PARADIGM PARENT LLC 1ST LIEN TERM LOAN                        | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |   1396500 | PA      | $1233507.50   | 0.17%             | 2032-04-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                               | FANNIE MAE   CAS CAS 2022 R04 1B2 144A                        | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5200000 | PA      | $5670003.56   | 0.79%             | 2042-03-25      | Floating      | 13.37%                | No            |                  2 | On Loan: No      |
| BEAST MORTGAGE TRUST 2022-1700                                             | BSST MORTGAGE TRUST BSST 2022 1700 G 144A                     | CUSIP: 055742AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8800000 | PA      | $365720.08    | 0.05%             | 2037-02-15      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2022-1                                          | FLAGSHIP CREDIT AUTO TRUST FCAT 2022 1 R 144A                 | CUSIP: 33845V101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19183 | PA      | $0.00         | 0.00%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -99968 | PA      | $-134919.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $21999.75     | 0.00%             |  |  |  | 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        |   1800000 | PA      | $1780137.72   | 0.25%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BNC MORTGAGE LOAN TRUST 2007-2                                             | BNC MORTGAGE LOAN TRUST BNCMT 2007 2 A4                       | CUSIP: 05569QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16250000 | PA      | $14164546.50  | 1.98%             | 2037-05-25      | Floating      | 4.14%                 | 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        |   1600000 | PA      | $1682568.98   | 0.24%             | 2029-09-01      | Fixed         | 9.38%                 | 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        |   1158300 | PA      | $1169883.00   | 0.16%             | 2028-04-26      | Floating      | 8.83%                 | 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      | $3893.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6475663 | PA      | $-6501174.36  | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-568.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260129                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $12598.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -322695 | PA      | $-380698.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                      | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A E 144A            | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651495 | PA      | $662616.38    | 0.09%             | 2032-06-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $999.42       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260617                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-33.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-527045.80   | -0.07%            |  |  |  | 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      | $872.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE3                                                       | GSAMP TRUST GSAMP 2006 HE3 M1                                 | CUSIP: 36244KAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13965080 | PA      | $12576285.90  | 1.76%             | 2046-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS G 144A                                 | CUSIP: 990ABJSK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   3700000 | PA      | $2469195.12   | 0.34%             | 2057-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | PETROLEOS MEXICANOS (PEMEX) LA SP BPS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-32943.66    | -0.00%            |  |  |  | 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        |    420000 | PA      | $420339.99    | 0.06%             | 2029-01-08      | Floating      | 13.46%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 02/26 0.00000                                   | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99688.77     | 0.01%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4                          | FREDDIE MAC   SCRT SCRT 2019 4 M 144A                         | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8776604 | PA      | $8452070.20   | 1.18%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR1                                          | SECURITIZED ASSET BACKED RECEI SABR 2006 FR1 M1               | CUSIP: 81375WJU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5147669 | PA      | $4480210.92   | 0.63%             | 2035-11-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-3Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1283165.27   | 0.18%             |  |  |  | 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      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 EYT1 144A      | CUSIP: 46651QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5024893 | PA      | $4903138.70   | 0.68%             | 2031-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 02/32 7.75                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  12800000 | PA      | $13189248.00  | 1.84%             | 2032-02-01      | 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 05/28 4.625              | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185924.58    | 0.03%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3812250 | PA      | $-3844679.54  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-5                                        | BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 7A5                | CUSIP: 059523BB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824977 | PA      | $642166.03    | 0.09%             | 2047-07-25      | Fixed         | 6.50%                 | 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        |    250000 | PA      | $245418.85    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                  | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1100000 | PA      | $820600.00    | 0.11%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                          | XEROX CORPORATION SECURED 144A 04/31 13.5                     | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81937.50     | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -209714 | PA      | $-282786.33   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE4                                                       | GSAMP TRUST GSAMP 2005 HE4 M5                                 | CUSIP: 362341KG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15226000 | PA      | $11727855.43  | 1.64%             | 2045-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                             | ADLER GROUP SA   VTG SHS COMMON STOCK                         | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |   3298852 | NS      | $3.88         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-99.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -4980614 | PA      | $-5864015.91  | -0.82%            |  |  |  | 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        |    626898 | PA      | $603389.33    | 0.08%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GUARDIAN BIDCO INC                                                         | GUARDIAN 1ST LIEN DELAYED DRAW TL                             | CUSIP: BA000P6S4<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |   2100000 | PA      | $2083872.69   | 0.29%             | 2032-08-29      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260528                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-272.86      | -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      | $-791.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE B TERM LOAN       | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    374364 | PA      | $238657.34    | 0.03%             | 2029-04-30      | Floating      | 7.38%                 | 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        |    400000 | PA      | $420094.22    | 0.06%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                      | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A G 144A            | CUSIP: 80290CCP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    977243 | PA      | $1019623.89   | 0.14%             | 2032-06-15      | Fixed         | 13.03%                | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-WMC2                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC2 M6              | CUSIP: 59020UWN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5986345 | PA      | $5231255.46   | 0.73%             | 2036-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ABS INC 2004-FR1                                              | BEAR STEARNS ASSET BACKED SECU BSABS 2004 FR1 M2              | CUSIP: 073879DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3718325 | PA      | $3985353.18   | 0.56%             | 2034-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2656548 | PA      | $-2662699.62  | -0.37%            |  |  |  | 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      | $-3137.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4789073 | PA      | $-4822795.77  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 B1              | CUSIP: 92922F4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7242002 | PA      | $6396889.66   | 0.89%             | 2045-10-25      | Floating      | 4.75%                 | 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        |    300000 | PA      | $316290.00    | 0.04%             | 2031-05-13      | Floating      | 14.08%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20270610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-169.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -1857096 | PA      | $-2506484.48  | -0.35%            |  |  |  | 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      | $-2837.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $299617.12    | 0.04%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMETE HOLDING                                                             | COMEXPOSIUM 2019 EUR TERM LOAN B                              | CUSIP: 964NDFII9<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |  13232211 | PA      | $18971602.96  | 2.65%             | 2026-03-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ACE SECURITIES CORP 2006-FM2                                               | ACE SECURITIES CORP. ACE 2006 FM2 A2D                         | CUSIP: 00442CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20712213 | PA      | $4716846.15   | 0.66%             | 2036-08-25      | Floating      | 4.29%                 | 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      | $2991.27      | 0.00%             |  |  |  | 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        |    300000 | PA      | $304107.95    | 0.04%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DUKE FUNDING LTD 2004-6A                                                   | DUKE FUNDING LTD DUKEF 2004 6A A1S 144A                       | CUSIP: 264407AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        | 125567387 | PA      | $9718790.22   | 1.36%             | 2039-04-08      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | PETERSEN CLAIM UNITS                                          | CUSIP: 958CFGII7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | CORP              | US        |     28000 | PA      | $817600.00    | 0.11%             | 2099-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B12                           | CUSIP: BA000QFP8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1485472.50   | 0.21%             | 2028-10-30      | Floating      | 9.05%                 | 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        |   1978000 | PA      | $1973955.43   | 0.28%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375          | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $1209386.56   | 0.17%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-21005.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260316                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $26154.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                     | FIRST BRANDS GROUP LLC 2022 INCREMENTAL TERM LOAN             | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1388 | PA      | $7.48         | 0.00%             | 2027-03-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP CBK                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-2275.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3478.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2187500 | PA      | $-2209856.25  | -0.31%            |  |  |  | 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        |    800000 | PA      | $834720.00    | 0.12%             | 2027-01-07      | Floating      | 16.84%                | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL                             | WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL D 144A           | CUSIP: 95003WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8600000 | PA      | $8040848.64   | 1.12%             | 2039-12-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                               | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/26 8              | CUSIP: ACI11QWM1<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |    499324 | PA      | $313940.99    | 0.04%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED REGS 09/34 6.25                          | CUSIP: ACI2TMW89<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5500000 | PA      | $6791756.91   | 0.95%             | 2034-09-10      | Fixed         | 6.25%                 | 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    | 0.04%             | 2026-03-31      | Floating      | 12.54%                | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS M 144A                                 | CUSIP: 990ABJSM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   2400000 | PA      | $1601640.08   | 0.22%             | 2057-12-30      | Fixed         | 0.00%                 | No            |                  3 | 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        |  17124298 | PA      | $7620312.61   | 1.06%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260319                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $9412.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | JPM CHASE REVERSE REPO EUR ZCP                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -5632032 | PA      | $-6660361.26  | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -14200459 | PA      | $-14263654.62 | -1.99%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC            | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 06/32 8.625         | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1183009.24   | 0.17%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -895223 | PA      | $-904782.48   | -0.13%            |  |  |  | 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 9.5             | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1200000 | PA      | $1199443.80   | 0.17%             | 2030-05-15      | Fixed         | 9.50%                 | 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        |   2546318 | PA      | $2546318.00   | 0.36%             | 2030-01-31      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| ATLAS RE LIMITED                                                           | ATLAS RE LIMITED ATLAS RE LTD SIDECAR                         | CUSIP: 956BLH000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        59 | NS      | $5946952.19   | 0.83%             |  |  |  | No            |                  3 | 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        |   2300000 | PA      | $2171297.29   | 0.30%             | 2038-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20290702                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2347.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260602                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-57.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1223680 | PA      | $-1235659.83  | -0.17%            |  |  |  | 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        |   6628121 | PA      | $6852298.68   | 0.96%             | 2029-05-30      | Floating      | 9.84%                 | No            |                  3 | 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        |   2693182 | PA      | $2192425.05   | 0.31%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1266422 | PA      | $-1268928.87  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2                            | LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 CERT 144A        | CUSIP: 52607QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7600000 | PA      | $993368.64    | 0.14%             | 2028-04-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | MERRILL LYNCH REVERSE REPO EUR ZCP                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -2615756 | PA      | $-3082810.87  | -0.43%            |  |  |  | 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        |   3150000 | PA      | $3361594.95   | 0.47%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1064000 | PA      | $1054148.36   | 0.15%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 01/36 8.375                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    240000 | PA      | $247149.77    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                                        | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                   | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |   4768307 | PA      | $3986018.82   | 0.56%             | 2029-06-01      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-12                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 2M1                | CUSIP: 126697AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1788099.60   | 0.25%             | 2047-08-25      | Floating      | 4.82%                 | 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      | $-2072843.71  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| UROPA SECURITIES PLC 2007-1                                                | UROPA SECURITIES PLC UROPA 2007 1 B1B REGS                    | CUSIP: 995YLSII1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   2639668 | PA      | $2782521.56   | 0.39%             | 2040-10-10      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/29 8.75               | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1419748.76   | 0.20%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -17971390 | PA      | $-18144077.47 | -2.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | WEST MARINE NEW WARRANT WARRWM911                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     14259 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-279.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625              | CUSIP: X74344DS2<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   5800000 | PA      | $4060000.00   | 0.57%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260226                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $17579.29     | 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        |   -198220 | PA      | $-198805.41   | -0.03%            |  |  |  | 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      | $49168.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-4Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $500487.84    | 0.07%             |  |  |  | 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        |    800000 | PA      | $829120.00    | 0.12%             | 2027-04-05      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| BCP TRUST 2021-330N                                                        | BCP TRUST BCP 2021 330N E 144A                                | CUSIP: 05553BAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $291610.00    | 0.04%             | 2038-06-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                       | EAST LANE RE VII LTD SR UNSECURED 144A 03/32 VAR              | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $249923.70    | 0.03%             | 2032-03-31      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 01/33 8.875                         | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $534323.64    | 0.07%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $53.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 11.5           | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3471847.20   | 0.48%             | 2030-12-31      | Fixed         | 11.50%                | 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      | $1092.32      | 0.00%             |  |  |  | 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        |   2500000 | PA      | $2471145.55   | 0.35%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | EGYPT EM SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-83673.51    | -0.01%            |  |  |  | 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        |    600000 | PA      | $559587.66    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -10792980 | PA      | $-10894407.03 | -1.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -751078 | PA      | $-756990.07   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2016-225L                                             | LIBERTY STREET TRUST LBTY 2016 225L E 144A                    | CUSIP: 902055AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14239053 | PA      | $13162105.01  | 1.84%             | 2036-02-10      | Variable      | 4.65%                 | 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        |      8371 | NS      | $52886.04     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260127                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $19728.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC TERM LOAN                                 | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |   1146496 | PA      | $1156344.24   | 0.16%             | 2032-01-30      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1213800 | PA      | $-1216334.82  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-239.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)   | TOUCAN FINCO LTD/CAN/US SR SECURED REGS 05/30 8.25            | CUSIP: ACI2WX3R1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   4800000 | PA      | $5454883.70   | 0.76%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                            | VERAISON RE LTD UNSECURED 144A 03/31 VAR                      | CUSIP: 92335TAB5<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $711025.00    | 0.10%             | 2031-03-10      | Floating      | 16.42%                | 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        |   2772360 | PA      | $3071717.86   | 0.43%             | 2030-10-15      | Fixed         | 4.75%                 | 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        |    900000 | PA      | $935910.00    | 0.13%             | 2028-12-07      | Floating      | 12.81%                | 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        |   3600000 | PA      | $1529109.12   | 0.21%             | 2030-11-30      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS F 144A                                 | CUSIP: 990ABJSF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   2700000 | PA      | $1801845.09   | 0.25%             | 2057-12-30      | Floating      | 8.64%                 | No            |                  3 | On Loan: No      |
| BCAP LLC TRUST 2015-RR3                                                    | BCAP LLC TRUST BCAP 2015 RR3 2A4 144A                         | CUSIP: 05545JAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38346096 | PA      | $8412101.94   | 1.18%             | 2036-11-27      | Floating      | 0.63%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625              | CUSIP: 78307ADE0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   3000000 | PA      | $2100000.00   | 0.29%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -8881813 | PA      | $-8912410.47  | -1.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CERBA HEALTHCARE (CHROME BIDCO)                                            | CERBA HEALTHCARE SAS 2021 EUR TERM LOAN B                     | CUSIP: 937NEWII5<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |   2500000 | PA      | $2182463.90   | 0.30%             | 2028-06-30      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC REVOLVER                                | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    845632 | PA      | $838499.09    | 0.12%             | 2029-12-10      | Floating      | 0.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-98703.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-25                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 M1                 | CUSIP: 12667TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10582389 | PA      | $9560719.91   | 1.34%             | 2047-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -9163026 | PA      | $-9181046.25  | -1.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -489624 | PA      | $-490521.64   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    231000 | PA      | $228698.74    | 0.03%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260518                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-57.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260206                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $289.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/17/25-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $29185.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 MONTH SOFR FUT  DEC25 XCME 20260317                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -18 | NC      | $69283.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6245941 | PA      | $-6321888.21  | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260206                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1890.98      | 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        |   1200000 | PA      | $1380272.22   | 0.19%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1854125 | PA      | $-1859917.60  | -0.26%            |  |  |  | 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        |   1843519 | PA      | $1845989.54   | 0.26%             | 2027-09-01      | Floating      | 9.33%                 | 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        |   5000000 | PA      | $4391500.00   | 0.61%             | 2030-12-31      | Fixed         | 5.75%                 | 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        |   4274348 | PA      | $4940029.63   | 0.69%             | 2029-12-31      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2                          | FREDDIE MAC   SCRT SCRT 2019 2 M 144A                         | CUSIP: 35563PKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7888218 | PA      | $7708268.33   | 1.08%             | 2058-08-25      | Variable      | 4.75%                 | 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      | $3475606.29   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                     | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   9182526 | PA      | $8893138.81   | 1.24%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-20                                             | COUNTRYWIDE HOME LOANS CWHL 2007 20 A1                        | CUSIP: 12544QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13821789 | PA      | $5868318.22   | 0.82%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                              | AMSURG EQUITY EQTYAS910                                       | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    718727 | NS      | $32280698.20  | 4.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WINSTON RE LTD                                                             | WINSTON RE LTD UNSECURED 144A 02/31 VAR                       | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $741860.00    | 0.10%             | 2031-02-26      | Floating      | 15.31%                | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                             | BOI FINANCE BV 02/27 7.5                                      | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |   3600000 | PA      | $4362914.52   | 0.61%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -14092688 | PA      | $-14140258.07 | -1.98%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1179430 | PA      | $-1182641.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                              | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 B5 144A          | CUSIP: 64828XAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15500000 | PA      | $9146388.80   | 1.28%             | 2059-11-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| RR 7 LTD 2019-7A                                                           | RR LTD RRAM 2019 7A SUB 144A                                  | CUSIP: 74980CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14600000 | PA      | $3807078.04   | 0.53%             | 2120-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED                | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      5083 | NS      | $97776.99     | 0.01%             |  |  |  | Yes           |                  3 | 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        |   1700000 | PA      | $1723898.26   | 0.24%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6                                 | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TD 144A        | CUSIP: 05492TBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4785000 | PA      | $2940685.87   | 0.41%             | 2053-02-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                      | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878        | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |   3200000 | PA      | $3466813.30   | 0.48%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR TRUST 2022-DNA1                                          | FREDDIE MAC   STACR STACR 2022 DNA1 B2 144A                   | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2106975.80   | 0.29%             | 2042-01-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4252440 | PA      | $-4260527.22  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 D 144A         | CUSIP: 46653DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1022337.40   | 0.14%             | 2036-03-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-1                          | FREDDIE MAC   SCRT SCRT 2022 1 M 144A                         | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900000 | PA      | $5513394.83   | 0.77%             | 2061-11-25      | Fixed         | 4.50%                 | 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    | 0.04%             | 2032-04-08      | Floating      | 11.55%                | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                               | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR               | CUSIP: ACI1Q6J43<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   4100000 | PA      | $4067200.00   | 0.57%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20270610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-167.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-10                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2M1                | CUSIP: 23246BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15224131 | PA      | $12735239.93  | 1.78%             | 2047-06-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $581688.67    | 0.08%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260225                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $37930.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                       | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |   2801700 | PA      | $2572562.97   | 0.36%             | 2029-05-01      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 12/21/22-30Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6925380.18   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    446000 | PA      | $441248.27    | 0.06%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                             | POLARIS NEWCO, LLC USD TERM LOAN B                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   9754819 | PA      | $9429300.34   | 1.32%             | 2028-06-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                              | STEINHOFF CVR                                                 | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |  39030044 | NS      | $45.87        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $44474.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5386910 | PA      | $-5433602.60  | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-1                                        | SAXON ASSET SECURITIES TRUST SAST 2007 1 M1                   | CUSIP: 80556BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1712365 | PA      | $1648503.61   | 0.23%             | 2047-01-25      | Floating      | 4.14%                 | 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        |   1073500 | NS      | $11429761.92  | 1.60%             |  |  |  | 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        |   1798788 | PA      | $2806781.77   | 0.39%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1061055 | PA      | $-1063139.10  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20300509                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $19722.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH EUR TERM LOAN B1                        | CUSIP: D255LZAB1<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   2400000 | PA      | $2760544.78   | 0.39%             | 2030-03-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CERBA HEALTHCARE (CHROME BIDCO)                                            | CERBA HEALTHCARE S A S 2022 EUR TERM LOAN C                   | CUSIP: 944ZQDII8<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |   3000000 | PA      | $2611711.57   | 0.36%             | 2029-02-16      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| RR 17 LTD                                                                  | RR LTD RRAM 2021 17A SUB 144A                                 | CUSIP: 74980YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $1779072.08   | 0.25%             | 2034-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| IVANTI SECURITY HOLDINGS LLC                                               | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                      | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    638873 | PA      | $661103.05    | 0.09%             | 2029-06-01      | Floating      | 9.64%                 | 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    | 0.04%             | 2033-04-10      | Floating      | 13.33%                | 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      | $-11623.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B11                           | CUSIP: BA000QF29<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    300000 | PA      | $297150.00    | 0.04%             | 2028-04-30      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | EGYPT EM SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-30630.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR COMMON STOCK UNIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4403 | NS      | $2098029.50   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                                   | TRANSNET SOC LTD 2015 ZAR TERM LOAN                           | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |  31118948 | PA      | $1884496.73   | 0.26%             | 2028-03-02      | Floating      | 11.12%                | No            |                  3 | 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        |   7400000 | PA      | $7729489.44   | 1.08%             | 2041-10-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6835619 | PA      | $-6884512.38  | -0.96%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                  | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1700000 | PA      | $1179800.00   | 0.16%             | 2041-07-09      | Variable      | 3.50%                 | 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        |   7800000 | PA      | $8685361.36   | 1.21%             | 2032-04-26      | Floating      | 6.60%                 | 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        |    365565 | PA      | $344773.08    | 0.05%             | 2029-04-30      | Floating      | 9.49%                 | 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      | $53314.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARM MUSTANG EXPRESS HOLDCO LLC                                             | MUSTANG EXPRESS SERIES A PFD                                  | CUSIP: 990ABAYE9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4066 | NS      | $4280000.00   | 0.60%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.25000 06/18/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1417220.77  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -49384644 | PA      | $-49916433.98 | -6.97%            |  |  |  | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                              | MRCD MORTGAGE TRUST MRCD 2019 PARK G 144A                     | CUSIP: 55348UAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11198000 | PA      | $6102910.00   | 0.85%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                          | MNSN HOLDINGS INC COMMON STOCK                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3863 | NS      | $193150.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                 | BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 360E 144A              | CUSIP: 05609MDE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4656438.00   | 0.65%             | 2055-02-17      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                       | COLLEGE AVE STUDENT LOANS CASL 2024 A R 144A                  | CUSIP: 19424R108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5079 | PA      | $2786354.13   | 0.39%             | 2054-06-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                              | CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 01/28 5.5            | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    635000 | PA      | $628795.10    | 0.09%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 1 SARL                                                  | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TERM LOAN RESTRUC      | CUSIP: 948FWJII8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   4548171 | PA      | $786705.33    | 0.11%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CASSINI SAS                                                                | COMEXPOSIUM 2019 EUR 1ST LIEN TLB                             | CUSIP: 945AYZII4<br>LEI: 9695009FFM30CUZ8FO85 | Long             | LON              | CORP              | FR        |   5475789 | PA      | $7850879.55   | 1.10%             | 2026-03-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                     | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A             | CUSIP: 78432WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6456535.15   | 0.90%             | 2038-05-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP TERM LOAN B                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  16816261 | PA      | $15642149.93  | 2.18%             | 2028-02-01      | Floating      | 7.69%                 | 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    | 0.05%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260209                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $24542.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1535000 | PA      | $1531243.12   | 0.21%             | 2026-01-27      | None          | 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        |   1008040 | PA      | $1041406.22   | 0.15%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP TERM LOAN                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10198631 | PA      | $10042031.35  | 1.40%             | 2029-10-26      | Floating      | 10.45%                | 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    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                  | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      7358 | NS      | $141539.07    | 0.02%             |  |  |  | Yes           |                  3 | 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        |   3222886 | PA      | $2256020.20   | 0.32%             | 2029-04-30      | Fixed         | 11.75%                | 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      | $3167.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROFRAC HOLDINGS II LLC                                                    | PROFRAC HOLDINGS II LLC SR SECURED 144A 01/29 VAR             | CUSIP: 74319TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2740300.00   | 0.38%             | 2029-01-23      | Floating      | 10.90%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-4Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $482609.39    | 0.07%             |  |  |  | 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        |    300000 | PA      | $318450.00    | 0.04%             | 2031-05-13      | Floating      | 16.33%                | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE A TERM LOAN       | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   3266399 | PA      | $2739691.76   | 0.38%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6175005 | PA      | $-6190602.03  | -0.86%            |  |  |  | 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        |  18730900 | PA      | $4058962.76   | 0.57%             | 2031-01-14      | Fixed         | 6.25%                 | 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        |   2566970 | PA      | $952418.26    | 0.13%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3034794 | PA      | $-3051196.63  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| HARP FINCO LIMITED                                                         | HARP FINCO LIMITED GBP TERM LOAN                              | CUSIP: BA0008GH5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2318914 | PA      | $3069319.23   | 0.43%             | 2032-03-27      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| CASSINI SAS                                                                | COMEXPOSIUM 2019 EUR REVOLVER                                 | CUSIP: 945BLZII6<br>LEI: 9695009FFM30CUZ8FO85 | Long             | LON              | CORP              | FR        |   1915712 | PA      | $2746640.80   | 0.38%             | 2031-10-16      | Floating      | 0.00%                 | No            |                  3 | 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        |   3520000 | PA      | $3232692.67   | 0.45%             | 2033-01-15      | Fixed         | 10.00%                | 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        |  21200917 | PA      | $20021615.62  | 2.80%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES SA 2025 EUR TERM LOAN              | CUSIP: BA000KZY0<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |  21111504 | PA      | $24934290.48  | 3.48%             | 2029-06-29      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2517200 | PA      | $-2523024.40  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-94.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -963262 | PA      | $-965453.92   | -0.13%            |  |  |  | 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        |   3538725 | PA      | $3521261.39   | 0.49%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5417632 | PA      | $-5484598.76  | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH (SPRUCE BIDCO II INC)                                       | SPRUCE BIDCO II INC REVOLVER                                  | CUSIP: BA000FL00<br>LEI: 254900ZDXA1N7X9RDU49 | Long             | LON              | CORP              | US        |    259679 | PA      | $259678.90    | 0.04%             | 2032-01-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1394.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4303748 | PA      | $-4346357.39  | -0.61%            |  |  |  | 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      | $297940.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260713                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-132.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1482646 | PA      | $-1492129.04  | -0.21%            |  |  |  | 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      | $319.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                          | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA E 144A                 | CUSIP: 647622AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12700000 | PA      | $12594041.36  | 1.76%             | 2032-04-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                      | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A F 144A            | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    843686 | PA      | $870536.63    | 0.12%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | 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    | 0.06%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-3Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $691917.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-3                                        | UPSTART SECURITIZATION TRUST UPST 2025 3 D 144A               | CUSIP: 91684FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3475222.10   | 0.49%             | 2035-09-20      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.50000 09/21/22-30Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $4651830.06   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                              | BSST MORTGAGE TRUST BSST 2021 1818 E 144A                     | CUSIP: 07403PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6750000 | PA      | $1441034.55   | 0.20%             | 2036-03-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -1288672 | PA      | $-1739713.27  | -0.24%            |  |  |  | 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        |   1700000 | PA      | $2319035.95   | 0.32%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                      | DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $810435.22    | 0.11%             | 2030-02-01      | Fixed         | 8.88%                 | 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        |   1489000 | PA      | $1597282.21   | 0.22%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2570658 | PA      | $-2575531.05  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 10                             | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   1262000 | PA      | $1331658.13   | 0.19%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -8970344 | PA      | $-9037678.46  | -1.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                       | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  27900000 | PA      | $649476.80    | 0.09%             | 2028-05-17      | Floating      | 42.56%                | 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        |   1800000 | PA      | $1811210.80   | 0.25%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ARM MUSTANG EXPRESS HOLDCO LLC                                             | MUSTANG EXPRESS SERIES A PFD U MUSTANG EXPRESS SERIES A PFD U | CUSIP: 958LNU906<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     17120 | NS      | $17120000.00  | 2.39%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4139468 | PA      | $-4155405.35  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| STRATTON HAWKSMOOR 2022-1 PLC 22-1A                                        | STRATTON HAWKSMOOR PLC HWKSM 2022 1A F 144A                   | CUSIP: ACI27FLY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   8379000 | PA      | $11246148.24  | 1.57%             | 2053-02-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                     | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A             | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $338472.07    | 0.05%             | 2038-05-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MIZUHO SECURITIES                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -64007675 | PA      | $-64146215.93 | -8.96%            |  |  |  | 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        |   5100000 | PA      | $6264350.21   | 0.88%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                       | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 240100000 | PA      | $5586931.55   | 0.78%             | 2028-09-06      | Fixed         | 41.72%                | 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      | $-13748.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                      | SYNIVERSE PFD PIK PFDJJZ917                                   | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |  12788269 | NS      | $12409391.04  | 1.73%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                      | BBCCRE TRUST BBCCR 2015 GTP E 144A                            | CUSIP: 05490TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5370000 | PA      | $3924022.79   | 0.55%             | 2033-08-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                        | LUXCO3 SHARES COMMON STOCK                                    | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    214398 | NS      | $3782360.64   | 0.53%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RR 1 LLC 2017-1A                                                           | RR 1 LTD RRAM 2017 1A SUB 144A                                | CUSIP: 78109AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $426033.89    | 0.06%             | 2117-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                      | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP E 144A            | CUSIP: 12651QAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11966076.00  | 1.67%             | 2032-07-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| VIALTO PARTNERS (GALAXY US OPCO INC)                                       | GALAXY US OPCO INC. TERM LOAN                                 | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5973559 | PA      | $5762333.63   | 0.80%             | 2030-07-31      | Fixed         | 9.09%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-WF1                                         | STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M7               | CUSIP: 863576FP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6876000 | PA      | $6629233.42   | 0.93%             | 2036-02-25      | Floating      | 5.27%                 | 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        |  36779815 | PA      | $4784915.64   | 0.67%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| AMSURG LLC                                                                 | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN        | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13829285 | PA      | $14244163.65  | 1.99%             | 2028-09-15      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260505                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-368.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                               | ALAMO RE LTD UNSECURED 144A 06/26 VAR                         | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $313350.00    | 0.04%             | 2026-06-08      | Floating      | 15.46%                | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC CAD TERM LOAN                             | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    207574 | PA      | $152557.84    | 0.02%             | 2032-01-30      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| INEOS FINANCE PLC                                                          | INEOS FINANCE PLC SR SECURED 144A 03/31 7.25                  | CUSIP: ACI30LWW7<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $508554.27    | 0.07%             | 2031-03-31      | Fixed         | 7.25%                 | 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        |   7325000 | PA      | $7042011.74   | 0.98%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7345693 | PA      | $-7372528.98  | -1.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                       | COLLEGE AVE STUDENT LOANS CASL 2024 A D 144A                  | CUSIP: 19424RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    914000 | PA      | $975505.25    | 0.14%             | 2054-06-25      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 8.5                            | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   1820000 | PA      | $2248241.47   | 0.31%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260312                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $14833.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | DEUTSCHE REVERSE REPO EUR ZCP                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -898740 | PA      | $-1057788.50  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                    | COREWEAVE COMPUTE ACQCO II LLC DDTL                           | CUSIP: 948GKAII8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2362500 | PA      | $2463663.44   | 0.34%             | 2028-07-31      | Floating      | 13.39%                | No            |                  3 | On Loan: No      |
| FUTBOL CLUB BARCELONA SL                                                   | ESPAI BRCA FNDO DE TITULZACION EUR TERM LOAN                  | CUSIP: 948FVAII8<br>LEI: 95980020140005871781 | Long             | LON              | CORP              | ES        |   3252020 | PA      | $4405325.67   | 0.62%             | 2028-05-31      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| HSI ASSET SECUR CORP TRUST 2006-OPT1                                       | HSI ASSET SECURITIZATION CORPO HASC 2006 OPT1 M4              | CUSIP: 40430HDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13243000 | PA      | $10430507.28  | 1.46%             | 2035-12-25      | Floating      | 4.66%                 | 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        |    400000 | PA      | $488098.81    | 0.07%             | 2030-05-15      | Fixed         | 7.50%                 | 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    | 0.04%             | 2032-06-07      | Floating      | 10.74%                | 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        |   2220000 | PA      | $2302366.44   | 0.32%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -262500 | PA      | $-265913.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                     | FIRST BRANDS GROUP LLC 2025 DIP TERM LOAN                     | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1339 | PA      | $264.49       | 0.00%             | 2026-06-29      | Fixed         | 0.00%                 | 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        |    386000 | PA      | $389860.00    | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | 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      | $2840.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -240504 | PA      | $-286071.39   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260306                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $5728.02      | 0.00%             |  |  |  | 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        |   2870000 | PA      | $2498029.06   | 0.35%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -913010 | PA      | $-1079372.26  | -0.15%            |  |  |  | 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        |   3400000 | PA      | $3012540.08   | 0.42%             | 2038-11-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2061885 | PA      | $-2062702.68  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                     | CUSIP: BA000K747<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |    155455 | PA      | $155098.00    | 0.02%             | 2032-08-26      | Floating      | 0.63%                 | No            |                  3 | 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    | 0.06%             | 2028-02-22      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 F 144A         | CUSIP: 46653DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $202282.72    | 0.03%             | 2036-03-15      | Floating      | 8.72%                 | 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        |   1762321 | PA      | $1764154.02   | 0.25%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4297736 | PA      | $-4305284.02  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260630                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-13.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOGIX CANADIAN ISSUER LP 2022-1CAN                                       | COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN C 144A         | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5400000 | PA      | $3863151.07   | 0.54%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260112                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1764.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2005-C                                    | INDYMAC RESIDENTIAL ASSET BACK INABS 2005 C M4                | CUSIP: 456606HX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11200000 | PA      | $9923832.80   | 1.39%             | 2035-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | GRAY TELEVISION INC 2024 TERM LOAN B                          | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     24000 | PA      | $24036.48     | 0.00%             | 2029-05-23      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    498741 | PA      | $461901.08    | 0.06%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CIRCOR                                                                     | CIRCOR INTERNATIONAL INC 2023 REVOLVER                        | CUSIP: 948FVPII5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165517 | PA      | $169881.86    | 0.02%             | 2029-06-20      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875              | CUSIP: X74359AC8<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    200000 | PA      | $136888.00    | 0.02%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-67.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                               | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000            | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   2700000 | PA      | $2313900.00   | 0.32%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CPS AUTO SECURITIZATION TRUST 2025-1                                       | CPS AUTO TRUST CPS 2025 1 A 144A                              | CUSIP: 22411GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4886443 | PA      | $4963125.76   | 0.69%             | 2032-06-16      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1336088 | PA      | $-1349290.27  | -0.19%            |  |  |  | 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    | 0.04%             | 2031-01-07      | Floating      | 14.61%                | No            |                  3 | On Loan: No      |
| ALTICE SA                                                                  | ALTICE HOLDINGS 1 12/99 0                                     | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |     14719 | NS      | $244330.99    | 0.03%             |  |  |  | No            |                  3 | 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    | 0.04%             | 2032-06-07      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| STRATEGIC GAMING MANAGEMENT LLC                                            | STRATEGIC GAMING COMMITMENT TERM LOAN                         | CUSIP: BA000QXN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2200000 | PA      | $2174477.38   | 0.30%             | 2030-10-15      | Fixed         | 10.90%                | No            |                  3 | 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        |   1578495 | PA      | $1521702.18   | 0.21%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                      | ASTON MARTIN CAPITAL HOL SR SECURED REGS 03/29 10.375         | CUSIP: ACI2N9Q99<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   1600000 | PA      | $1974022.15   | 0.28%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| GSMSC RESECURITIZATION TRUST 2014-2R                                       | GS MORTGAGE SECURITIES CORP. GSMSC 2014 2R 3B 144A            | CUSIP: 36249UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11669225 | PA      | $11114081.56  | 1.55%             | 2037-11-26      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX LCDS SP DUB                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $12981.91     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -1870997 | PA      | $-2203410.61  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | MERRILL LYNCH REVERSE REPO GBP ZCP                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -6116062 | PA      | $-8283941.02  | -1.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-OP1                                               | ACE SECURITIES CORP. ACE 2006 OP1 M1                          | CUSIP: 00442PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24346500 | PA      | $19520904.41  | 2.73%             | 2036-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR                  | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    560000 | PA      | $478520.00    | 0.07%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-19819.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $812901.34    | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | 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      | $-37811.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA NEW EQUITY                                             | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80167 | NS      | $3105254.96   | 0.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC JPY TERM LOAN                             | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |  22250488 | PA      | $143483.73    | 0.02%             | 2032-01-30      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                            | PARK AVENUE TRUST PRKAV 2017 245P D 144A                      | CUSIP: 90187LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2680000 | PA      | $2591614.67   | 0.36%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -3460146 | PA      | $-4088220.49  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -422040 | PA      | $-497535.76   | -0.07%            |  |  |  | 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        |    200000 | PA      | $190021.46    | 0.03%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TRUST 2005-2                                 | AEGIS ASSET BACKED SECURITIES AABST 2005 2 M5                 | CUSIP: 00764MFF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $1396139.40   | 0.20%             | 2035-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2022-2                                          | FLAGSHIP CREDIT AUTO TRUST FCAT 2022 2 R                      | CUSIP: 33844X108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6250 | PA      | $0.00         | 0.00%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. SR SECURED 144A 12/28 8.5                             | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  35764334 | PA      | $424701.47    | 0.06%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                        | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF E 144A               | CUSIP: 04410RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14536000 | PA      | $14461421.60  | 2.02%             | 2035-04-15      | Floating      | 7.02%                 | 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        |     89878 | PA      | $139622.61    | 0.02%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SCRIPPS (E.W. SCRIPPS COMPANY)                                             | EW SCRIPPS CO SECURED 144A 08/30 9.875                        | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1099415.03   | 0.15%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $10849.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | MERRILL LYNCH REVERSE REPO GBP ZCP                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -3002000 | PA      | $-4059887.25  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                               | FANNIE MAE   CAS CAS 2021 R01 1B2 144A                        | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4755000 | PA      | $4911939.25   | 0.69%             | 2041-10-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| DOGWOOD LLC                                                                | MARKET GARDEN EQTYQL9A8                                       | CUSIP: 902FLS002<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6322213 | NS      | $6506227.27   | 0.91%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     19600 | NS      | $2548.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-4551.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                              | BSST MORTGAGE TRUST BSST 2021 1818 F 144A                     | CUSIP: 07403PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $349940.25    | 0.05%             | 2036-03-15      | Floating      | 8.32%                 | 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        |    136774 | PA      | $137321.54    | 0.02%             | 2030-12-31      | Floating      | 7.59%                 | 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        |   3900000 | PA      | $5299844.54   | 0.74%             | 2029-08-08      | Fixed         | 10.50%                | 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        |  14050000 | PA      | $14856591.39  | 2.08%             | 2049-05-30      | Fixed         | 6.58%                 | 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      | $-4312.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                      | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   3900000 | PA      | $3825178.50   | 0.53%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer