# EDGAR Filing Document

**Accession Number:** 0001886878
**File Stem:** 0001886878-23-000008
**Filing Date:** 2023-3
**Character Count:** 143271
**Document Hash:** bbf1f216a8dc3b5f288772d11677ca2e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001886878-23-000008.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001886878-23-000008

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Access Income Fund
- **CENTRAL INDEX KEY:** 0001886878
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23749
- **FILM NUMBER:** 23688813

**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:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1360760222.33

**Total Liabilities:** $671709959.28

**Net Assets:** $689050263.05

**Cash Not Reported:** $45794953.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -947.888700 | **1-Year:** 30071.710500 | **5-Year:** 91889.729100 | **10-Year:** -33584.514300 | **30-Year:** -59542.535900

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

- **3-Month:** 107542.179400 | **1-Year:** 53357.361400 | **5-Year:** 112658.542600 | **10-Year:** 135347.984500 | **30-Year:** 4139.122500

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.10%                | 7.96%                | -8.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3477182.74             | $-7764212.71                               |
| Month 2  | $-9145543.80             | $10860311.80                               |
| Month 3  | $994023.77               | $-11625019.71                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3                  | BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 F 144A       | CUSIP: 05891HAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1844502.40   | 0.27%             | 2037-03-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3                  | BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 G 144A       | CUSIP: 05891HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2751037.20   | 0.40%             | 2037-03-15      | Floating      | 7.03%                 | 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      | $3433497.25   | 0.50%             |  |  |  | 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      | $353402.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                   | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625     | CUSIP: ACI1J7WJ1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |  15420000 | PA      | $14978703.24  | 2.17%             | 2025-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                   | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR       | CUSIP: ACI0ZY1X9<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   2400000 | PA      | $2077182.41   | 0.30%             | 2028-01-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                   | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR       | CUSIP: ACI1J42S1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    956000 | PA      | $897938.21    | 0.13%             | 2030-01-22      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                   | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5      | CUSIP: ACI1DBG64<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   8348000 | PA      | $8299414.36   | 1.20%             | 2029-07-23      | Fixed         | 10.50%                | 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      | $7165048.32   | 1.04%             |  |  |  | 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      | $4795944.88   | 0.70%             |  |  |  | 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      | $61977.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/2.35000 01/17/24-1Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $240059.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/2.45000 12/20/23-1Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $482312.88    | 0.07%             |  |  |  | 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      | $-793753.31   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/4.15000 12/21/22-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1163712.42   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/4.15000 12/21/22-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2154078.58   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/4.80000 12/21/22-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $919985.75    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-30360.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-47926.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3516.61     | -0.00%            |  |  |  | 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      | $3045354.39   | 0.44%             | 2053-02-15      | Variable      | 3.69%                 | No            |                  2 | 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        |   5245000 | PA      | $4389044.32   | 0.64%             | 2033-08-10      | Variable      | 4.56%                 | 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        |   3556109 | PA      | $2717442.62   | 0.39%             | 2038-04-25      | Variable      | 3.13%                 | No            |                  2 | 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      | $8919393.96   | 1.29%             | 2036-11-27      | Floating      | 1.70%                 | 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      | $4529550.30   | 0.66%             | 2038-06-15      | Floating      | 7.96%                 | 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        |   5935716 | PA      | $5716450.32   | 0.83%             | 2034-07-25      | Floating      | 5.44%                 | 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      | $7789372.80   | 1.13%             | 2037-02-15      | Floating      | 9.84%                 | 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      | $1331127.00   | 0.19%             | 2037-02-15      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2019-B12                                     | BENCHMARK MORTGAGE TRUST BMARK 2019 B12 TCC 144A           | CUSIP: 08162FBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8600000 | PA      | $7613216.22   | 1.10%             | 2052-08-15      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| BHR 2018-PRME                                                         | BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME E 144A        | CUSIP: 10482TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $7848494.55   | 1.14%             | 2035-06-15      | Floating      | 6.72%                 | 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      | $7869950.57   | 1.14%             | 2055-02-17      | Variable      | 3.27%                 | No            |                  2 | 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      | $3073864.00   | 0.45%             | 2055-02-17      | Variable      | 3.94%                 | No            |                  2 | 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      | $3889278.60   | 0.56%             | 2055-02-17      | Variable      | 3.94%                 | 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      | $13188881.88  | 1.91%             | 2037-05-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                        | BOI FINANCE BV 02/27 7.5                                   | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |   4000000 | PA      | $3457980.04   | 0.50%             | 2027-02-16      | Fixed         | 7.50%                 | 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      | $5448219.30   | 0.79%             | 2036-03-15      | Floating      | 7.77%                 | 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      | $1944968.00   | 0.28%             | 2036-03-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT 2018-BILT                                          | BX TRUST BX 2018 BILT F 144A                               | CUSIP: 05606JAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3754000 | PA      | $3531104.00   | 0.51%             | 2030-05-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-ATL                                                     | BX TRUST BX 2019 ATL E 144A                                | CUSIP: 056058AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3727700.80   | 0.54%             | 2036-10-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-CALM                                                    | BX TRUST 2019 ATL BX 2019 CALM E 144A                      | CUSIP: 05608FAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2489334.49   | 0.36%             | 2032-11-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 2020-2 PLC                                      | CANADA SQUARE FUNDING CSF 2020 2 D REGS                    | CUSIP: ACI1T86Z1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   2000000 | PA      | $2301412.54   | 0.33%             | 2057-12-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                  | CARNIVAL CORPORATION EUR TERM LOAN B                       | CUSIP: P2121YAP3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   8381939 | PA      | $8648627.35   | 1.26%             | 2025-06-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                            | CARVANA CO COMPANY GUAR 144A 05/30 10.25                   | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $1509611.07   | 0.22%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CASSINI SAS                                                           | COMEXPOSIUM 2019 EUR 1ST LIEN TLB                          | CUSIP: 945AYZII4<br>LEI: 9695009FFM30CUZ8FO85 | Long             | LON              | CORP              | FR        |   5475789 | PA      | $4913947.18   | 0.71%             | 2026-03-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CASSINI SAS                                                           | COMEXPOSIUM 2019 EUR REVOLVER                              | CUSIP: 945BLZII6<br>LEI: 9695009FFM30CUZ8FO85 | Long             | LON              | CORP              | FR        |   3392398 | PA      | $2995897.66   | 0.43%             | 2025-03-28      | Floating      | 5.45%                 | No            |                  3 | On Loan: No      |
| CGG SA                                                                | CGG SA SR SECURED 144A 04/27 8.75                          | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1602011.22   | 0.23%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                                | CGG SA SR SECURED REGS 04/27 7.75                          | CUSIP: ACI1WLTT7<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1756875.23   | 0.25%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHESTER B1 ISSUER PLC B1                                              | CHESTER ISSUER PLC CESTR B1 D REGS                         | CUSIP: ACI1LF0V8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    600000 | PA      | $719721.24    | 0.10%             | 2058-01-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR                          | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 TBR E 144A        | CUSIP: 17326MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $555912.75    | 0.08%             | 2036-12-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR                          | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 TBR F 144A        | CUSIP: 17326MAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3184230.90   | 0.46%             | 2036-12-15      | Floating      | 8.09%                 | 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      | $3651301.33   | 0.53%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 MORTGAGE LOAN TRUST                                       | COLT FUNDING LLC COLT 2022 5 M1 144A                       | CUSIP: 19688LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7200000 | PA      | $6129275.04   | 0.89%             | 2067-03-25      | Variable      | 4.80%                 | 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      | $11874523.63  | 1.72%             | 2026-03-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                          | FANNIE MAE   CAS CAS 2022 R04 1B1 144A                     | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2006419.80   | 0.29%             | 2042-03-25      | Floating      | 9.18%                 | 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      | $5029899.68   | 0.73%             | 2042-03-25      | Floating      | 13.43%                | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                          | CORESTATE CAPITAL HOLD SR UNSECURED REGS 04/23 3.5         | CUSIP: ACI11QWM1<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $335119.20    | 0.05%             | 2023-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                              | COTY INC TERM LOAN B                                       | CUSIP: 22207EBK9<br>LEI: 549300BO9IWPF3S48F93 | Long             | LON              | CORP              | US        |   9888626 | PA      | $10234637.34  | 1.49%             | 2025-04-07      | Floating      | 4.02%                 | 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        |  10136309 | PA      | $7839972.48   | 1.14%             | 2047-06-25      | Floating      | 4.64%                 | 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        |  14503979 | PA      | $11276814.30  | 1.64%             | 2047-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 M1              | CUSIP: 12667CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9224363 | PA      | $7803137.04   | 1.13%             | 2037-03-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-13                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 MV3             | CUSIP: 126670HL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17000000 | PA      | $14235307.00  | 2.07%             | 2036-04-25      | Floating      | 5.12%                 | 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        |  14338539 | PA      | $7017501.62   | 1.02%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                | CREDIT SUISSE GROUP AG SR UNSECURED 144A 04/31 VAR         | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $194554.09    | 0.03%             | 2031-04-01      | Floating      | 4.19%                 | 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      | $10958811.60  | 1.59%             | 2032-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| DBGS MORTGAGE TRUST 2018-5BP                                          | DBGS MORTGAGE TRUST DBGS 2018 5BP E 144A                   | CUSIP: 33830CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $12082504.50  | 1.75%             | 2033-06-15      | Floating      | 6.37%                 | 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      | $2695391.82   | 0.39%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                              | DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN          | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |  15296702 | PA      | $14535079.41  | 2.11%             | 2026-05-25      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INCORPORATED                                          | DIEBOLD INC TERM LOAN B                                    | CUSIP: 25365EAM7<br>LEI: 549300XZK6EWDBAZSY16 | Long             | LON              | CORP              | US        |   2789195 | PA      | $1974666.26   | 0.29%             | 2023-11-06      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                 | DIRECTV FINANCING LLC TERM LOAN                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9517426 | PA      | $9286438.35   | 1.35%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                  | DISH DBS CORP SR SECURED 144A 12/26 5.25                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2870314.00   | 0.42%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                  | DISH DBS CORP SR SECURED 144A 12/28 5.75                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14100000 | PA      | $11280000.00  | 1.64%             | 2028-12-01      | Fixed         | 5.75%                 | 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        |   5000000 | PA      | $3096894.00   | 0.45%             | 2041-05-10      | Variable      | 3.70%                 | 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      | $5054932.15   | 0.73%             | 2041-05-10      | Variable      | 3.70%                 | 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      | $10803064.61  | 1.57%             | 2039-04-08      | Floating      | 4.41%                 | 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        |   8000000 | PA      | $6018662.72   | 0.87%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                | ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/23 6.75        | CUSIP: S25221AC6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |  10800000 | PA      | $10426600.80  | 1.51%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC                                     | KKR REAL ESTATE FINANCE TRUS REIT USD.01                   | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |    203500 | NS      | $2840860.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                  | EXTENDED STAY AMERICA TRUST ESA 2021 ESH F 144A            | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11392163 | PA      | $10726058.87  | 1.56%             | 2038-07-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SA RL                                                   | FEL ENERGY VI SARL SR SECURED 144A 12/40 5.75              | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |   1847900 | PA      | $1584029.02   | 0.23%             | 2040-12-01      | Fixed         | 5.75%                 | 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        |  15000000 | PA      | $11877369.00  | 1.72%             | 2036-10-25      | Floating      | 4.70%                 | 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      | $3983430.66   | 0.58%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  3 | 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      | $1784210.10   | 0.26%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6                               | FREDDIE MAC   STACR STACR 2020 DNA6 B1 144A                | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    760000 | PA      | $714744.81    | 0.10%             | 2050-12-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                               | FREDDIE MAC   STACR STACR 2021 DNA1 B1 144A                | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    620000 | PA      | $559454.64    | 0.08%             | 2051-01-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                               | FREDDIE MAC   STACR STACR 2021 DNA5 B1 144A                | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    855000 | PA      | $783467.79    | 0.11%             | 2034-01-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                               | FREDDIE MAC   STACR STACR 2021 DNA5 B2 144A                | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $710306.28    | 0.10%             | 2034-01-25      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2        | FREDDIE MAC   STACR STACR 2022 DNA2 B1 144A                | CUSIP: 35564KSJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1559617.57   | 0.23%             | 2042-02-25      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2        | FREDDIE MAC   STACR STACR 2022 DNA2 B2 144A                | CUSIP: 35564KSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $663434.40    | 0.10%             | 2042-02-25      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2        | FREDDIE MAC   STACR STACR 2022 DNA2 M2 144A                | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5200000 | PA      | $4906658.64   | 0.71%             | 2042-02-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                           | STARWOOD PROPERTY TRUST INC REIT USD.01                    | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    175100 | NS      | $3209583.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| STICHTING AK RABOBANK CERTIFICATEN                                    | STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR          | CUSIP: BJBQCWII7<br>LEI: N/A                  | Long             | EP               | CORP              | NL        |   9423200 | NS      | $9700695.01   | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                 | SYNIVERSE PFD PIK PFDJJZ917                                | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   8888698 | NS      | $8542038.43   | 1.24%             |  |  |  | Yes           |                  3 | 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      | $2211610.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC                                              | TPG RE FINANCE TRUST INC REIT USD.001                      | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    346700 | NS      | $2354093.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2019-SMP                            | GS MORTGAGE SECURITIES TRUST GSMS 2019 SMP E 144A          | CUSIP: 36259NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4721418.00   | 0.69%             | 2032-08-15      | Floating      | 6.92%                 | 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        |  13226000 | PA      | $10425062.53  | 1.51%             | 2045-07-25      | Floating      | 5.33%                 | 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        |  10344372 | PA      | $8255834.71   | 1.20%             | 2046-05-25      | Floating      | 4.81%                 | 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        |  18130000 | PA      | $15792698.53  | 2.29%             | 2037-11-26      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                      | GUARA NORTE SARL SR SECURED REGS 06/34 5.198               | CUSIP: L4R02QAA8<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |   5056395 | PA      | $4285671.59   | 0.62%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HARBOUR 1                                                             | HARBOUR PLC HARBR 1 G REGS                                 | CUSIP: ACI227MH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |  10416000 | PA      | $11409682.05  | 1.66%             | 2054-01-28      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                         | HESTIA RE LTD UNSECURED 144A 04/25 VAR                     | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |    939000 | PA      | $774675.00    | 0.11%             | 2025-04-22      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| HILTON ORLANDO TRUST 2018-ORL                                         | HILTON USA TRUST HILT 2018 ORL E 144A                      | CUSIP: 432885AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1918755.80   | 0.28%             | 2034-12-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| HOSPITALITY MORTGAGE TRUST 2019-HIT                                   | HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT F 144A            | CUSIP: 40443RAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7744114 | PA      | $7333614.86   | 1.06%             | 2036-11-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| HOSPITALITY MORTGAGE TRUST 2019-HIT                                   | HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT G 144A            | CUSIP: 40443RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11600092 | PA      | $10785492.77  | 1.57%             | 2036-11-15      | Floating      | 8.22%                 | No            |                  2 | 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      | $9705194.79   | 1.41%             | 2035-12-25      | Floating      | 5.20%                 | 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      | $8515973.76   | 1.24%             | 2035-10-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                   | POSEIDON BIDCO SASU EUR TERM LOAN B                        | CUSIP: 945BRXII5<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |   8800000 | PA      | $8116271.45   | 1.18%             | 2028-07-14      | Floating      | 7.26%                 | No            |                  3 | On Loan: No      |
| INSTANT BRANDS HOLDINGS INC                                           | INSTANT BRANDS HOLDINGS INC TERM LOAN                      | CUSIP: 45783DAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8933775 | PA      | $6039231.79   | 0.88%             | 2028-04-12      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| INTER MEDIA AND COMMUNICATION SPA                                     | INTER MEDIA COMMUNICATIO SR SECURED REGS 02/27 6.75        | CUSIP: ACI239FN2<br>LEI: 81560082CE2ED97AFD36 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $305238.67    | 0.04%             | 2027-02-09      | Fixed         | 6.75%                 | 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        |   5211000 | PA      | $4587429.33   | 0.67%             | 2031-12-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| JACKSON PARK TRUST 2019-LIC                                           | JACKSON PARK TRUST JAX 2019 LIC E 144A                     | CUSIP: 46868RAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2530218.60   | 0.37%             | 2039-10-14      | Variable      | 3.24%                 | No            |                  2 | 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      | $2067949.10   | 0.30%             | 2037-06-05      | Variable      | 3.66%                 | 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        |   1226000 | PA      | $1149740.96   | 0.17%             | 2038-06-15      | Floating      | 6.51%                 | 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      | $232152.00    | 0.03%             | 2038-06-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT         | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT EFX 144A     | CUSIP: 46645WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1183000 | PA      | $1022454.48   | 0.15%             | 2033-07-05      | Fixed         | 5.36%                 | 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      | $1821751.20   | 0.26%             | 2036-03-15      | Floating      | 7.42%                 | 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      | $17357820.54  | 2.52%             | 2036-03-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| JUPITER PLC 1A                                                        | JUPITER MORTGAGES NO.1 JUPIT 1A G 144A                     | CUSIP: ACI1W5G74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   6424000 | PA      | $7362833.28   | 1.07%             | 2060-07-20      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| KIWI VFS SUB I SARL                                                   | KIWI VFS SUB I SARL EUR TERM LOAN                          | CUSIP: 943VLLII5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   6160000 | PA      | $6620344.75   | 0.96%             | 2029-05-16      | Floating      | 9.20%                 | No            |                  3 | On Loan: No      |
| KIWI VFS SUB I SARL                                                   | KIWI VFS SUB I SARL GBP TERM LOAN B                        | CUSIP: 943VLWII1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1164597 | PA      | $1407940.14   | 0.20%             | 2029-05-16      | Floating      | 10.05%                | No            |                  3 | 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      | $3108742.08   | 0.45%             | 2028-04-15      | Fixed         | 0.00%                 | No            |                  3 | 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      | $3292316.78   | 0.48%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  3 | 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      | $11600946.63  | 1.68%             | 2036-02-10      | Variable      | 4.65%                 | 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        |  10146963 | PA      | $8359022.75   | 1.21%             | 2035-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY (ILLUMINATE BUYER LLC / ILLUMINATE HOLDINGS IV INC) | ILLUMINATE BUYER/HLDG SR UNSECURED 144A 07/28 9            | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2244766.37   | 0.33%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MADISON AVENUE MORTGAGE TRUST 2017-330M                               | MADISON AVENUE TRUST MAD 2017 330M E 144A                  | CUSIP: 55282MAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745000 | PA      | $656279.59    | 0.10%             | 2034-08-15      | Variable      | 4.03%                 | No            |                  2 | 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        |  21834616 | PA      | $5863386.89   | 0.85%             | 2036-08-25      | Floating      | 4.61%                 | 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        |  23748419 | PA      | $17653577.21  | 2.56%             | 2036-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MBRT 2019-MBR                                                         | MBRT 2019 MBR MBRT 2019 MBR F 144A                         | CUSIP: 55282DAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18867000 | PA      | $17960229.34  | 2.61%             | 2036-11-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                         | MELCO RESORTS FINANCE SR UNSECURED REGS 06/25 4.875        | CUSIP: G5975LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1472091.98   | 0.21%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1            | ACE SECURITIES CORP. ACE 2006 HE1 M1                       | CUSIP: 004421WR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6348748 | PA      | $5342747.55   | 0.78%             | 2036-02-25      | Floating      | 4.97%                 | 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        |   5826018 | PA      | $5101937.51   | 0.74%             | 2036-04-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                        | ADLER GROUP SA SR UNSECURED REGS 01/26 1.875               | CUSIP: ACI1TZD42<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |   4000000 | PA      | $1750184.92   | 0.25%             | 2026-01-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                        | ADLER GROUP SA SR UNSECURED REGS 04/27 2.25                | CUSIP: ACI1X8QD3<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |   5100000 | PA      | $1932589.51   | 0.28%             | 2027-04-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                        | ADLER GROUP SA SR UNSECURED REGS 07/24 1.5                 | CUSIP: ACI0WDFD7<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $665351.26    | 0.10%             | 2024-07-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C19           | MORGAN STANLEY BAML TRUST MSBAM 2014 C19 LNC4 144A         | CUSIP: 61764PBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4306141 | PA      | $3731507.27   | 0.54%             | 2046-12-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                        | ADLER GROUP SA SR UNSECURED REGS 08/25 3.25                | CUSIP: ACI1PQN37<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |   1900000 | PA      | $845066.35    | 0.12%             | 2025-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                        | ADLER GROUP SA SR UNSECURED REGS 11/26 2.75                | CUSIP: ACI1SQBP8<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $518632.78    | 0.08%             | 2026-11-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-SUN                               | MORGAN STANLEY CAPITAL I TRUST MSC 2018 SUN F 144A         | CUSIP: 61691MAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7084000 | PA      | $6780804.80   | 0.98%             | 2035-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ADLER REAL ESTATE AG                                                  | ADLER REAL ESTATE AG SR UNSECURED REGS 02/24 2.125         | CUSIP: BD3J8HII3<br>LEI: 529900Y6QFNN3D363B76 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $570014.35    | 0.08%             | 2024-02-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ADLER REAL ESTATE AG                                                  | ADLER REAL ESTATE AG SR UNSECURED REGS 04/23 1.875         | CUSIP: BD8ZD2II9<br>LEI: 529900Y6QFNN3D363B76 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $199103.61    | 0.03%             | 2023-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ADLER REAL ESTATE AG                                                  | ADLER REAL ESTATE AG SR UNSECURED REGS 04/26 3             | CUSIP: BD5N5GII7<br>LEI: 529900Y6QFNN3D363B76 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $897571.90    | 0.13%             | 2026-04-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORRISON (MARKET BIDCO FINCO PLC)                                     | MARKET BIDCO FINCO PLC SR SECURED 144A 11/27 4.75          | CUSIP: ACI261ZG9<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $863717.86    | 0.13%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORRISON (MARKET BIDCO LIMITED)                                       | WM MORRISON EUR TERM LOAN B1                               | CUSIP: 943UASII4<br>LEI: 549300RKU7UEPSC42U63 | Long             | LON              | CORP              | GB        |   5592562 | PA      | $5283135.15   | 0.77%             | 2028-07-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| MORRISON (MARKET BIDCO LIMITED)                                       | WM MORRISON EUR TERM LOAN B2                               | CUSIP: 943UATII2<br>LEI: 549300RKU7UEPSC42U63 | Long             | LON              | CORP              | GB        |   3050488 | PA      | $2881710.09   | 0.42%             | 2028-07-31      | Floating      | 6.55%                 | 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      | $4262881.50   | 0.62%             | 2036-12-15      | Fixed         | 2.72%                 | 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      | $9123433.88   | 1.32%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| NAC AVIATION 29 DESIGNATED ACTIVITY COMPANY                           | NAC AVIATION 29 DAC 2022 REINSTATD R1 TAKEBCK TLB1         | CUSIP: 943WDYII4<br>LEI: 213800F6E89RCASJ7E83 | Long             | LON              | CORP              | IE        |   2899505 | PA      | $2431959.94   | 0.35%             | 2026-06-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| NAC AVIATION 29 DESIGNATED ACTIVITY COMPANY                           | NAC AVIATION 29 DAC 2022 TERM LOAN B R2                    | CUSIP: 943WDZII1<br>LEI: 213800F6E89RCASJ7E83 | Long             | LON              | CORP              | IE        |   1933003 | PA      | $1621306.63   | 0.24%             | 2026-06-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M                | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M E 144A       | CUSIP: 63874FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2407066.80   | 0.35%             | 2032-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-RIVA                | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 RIVA E 144A       | CUSIP: 63874JAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4987316.00   | 0.72%             | 2033-02-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-RIVA                | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 RIVA F 144A       | CUSIP: 63874JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5671000 | PA      | $5661403.53   | 0.82%             | 2033-02-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH                | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH E 144A       | CUSIP: 63874LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4435000 | PA      | $4264730.59   | 0.62%             | 2034-11-15      | Floating      | 6.72%                 | 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        |   7900000 | PA      | $7243303.02   | 1.05%             | 2032-04-15      | Floating      | 7.01%                 | 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      | $6771278.85   | 0.98%             | 2059-11-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                   | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81               | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $510518.81    | 0.07%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                                 | NOBLE FINANCE CO SECURED 02/28 11                          | CUSIP: 65505JAC5<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |   4055000 | PA      | $4511187.50   | 0.65%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                                 | NOBLE FINANCE CO SECURED 144A 02/28 11                     | CUSIP: 65505JAA9<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |   2096671 | PA      | $2332546.49   | 0.34%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL                               | OI SA TERM LOAN 1                                          | CUSIP: 938VGYII0<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   6195287 | PA      | $2168350.40   | 0.31%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL                               | OI SA TERM LOAN 2                                          | CUSIP: 938XAMII8<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   1433959 | PA      | $501885.56    | 0.07%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                       | OI SA COMPANY GUAR 07/25 VAR                               | CUSIP: P7354PAA2<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  21255000 | PA      | $3672891.42   | 0.53%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5382436.64   | 0.78%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25             | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1806057.88   | 0.26%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/32 5.9              | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $880827.72    | 0.13%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95             | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3579000 | PA      | $2788499.76   | 0.40%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                          | PERU LNG SRL SR UNSECURED REGS 03/30 5.375                 | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |  11082000 | PA      | $9271586.41   | 1.35%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL3                        | PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 NPL3 A2 144A      | CUSIP: 74143NAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $6346567.92   | 0.92%             | 2052-06-25      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A2 144A       | CUSIP: 69363JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11600000 | PA      | $10778287.32  | 1.56%             | 2051-07-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                         | PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25        | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4269000 | PA      | $3614069.40   | 0.52%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PROFRAC HOLDINGS II LLC                                               | PROFRAC SERVICES LLC 2022 DELAYED DRAW TERM LOAN           | CUSIP: 948AYCII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8196250 | PA      | $8113802.53   | 1.18%             | 2023-03-31      | Floating      | 11.10%                | No            |                  3 | On Loan: No      |
| PROFRAC HOLDINGS II LLC                                               | PROFRAC SERVICES LLC 2022 TERM LOAN                        | CUSIP: 945AEHII6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8288828 | PA      | $8578937.11   | 1.25%             | 2025-03-04      | Floating      | 12.10%                | No            |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                 | PROMOTORA DE INFORMACIONES SA 2022 EUR SENIOR TERM LOAN    | CUSIP: 945BEBII7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |   3208000 | PA      | $2953241.70   | 0.43%             | 2026-12-31      | Floating      | 6.71%                 | No            |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                 | PROMOTORA DE INFORMACIONES SA 2022 EUR TERM LOAN           | CUSIP: 943TQNII1<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |  16000000 | PA      | $16955919.96  | 2.46%             | 2026-06-30      | Floating      | 5.00%                 | No            |                  3 | On Loan: No      |
| PRPM-2022-1                                                           | PRESTON RIDGE PARTNERS MORTGAG PRPM 2022 1 A2 144A         | CUSIP: 693582AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2799087.90   | 0.41%             | 2027-02-25      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                              | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |  17400000 | PA      | $13304910.00  | 1.93%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                      | PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR                | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |  25949999 | PA      | $11385561.85  | 1.65%             | 2043-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                      | PUERTO RICO CMWLTH PRC 11/51 ADJUSTABLE VAR                | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |  14055644 | PA      | $4743779.95   | 0.69%             | 2051-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32X                            | RESIDENTIAL MORTGAGE SECURITIE RMS 32X E REGS              | CUSIP: ACI1PKCP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   2500000 | PA      | $2948027.84   | 0.43%             | 2070-06-20      | Floating      | 7.68%                 | No            |                  2 | 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      | $1448828.80   | 0.21%             | 2117-07-15      | Variable      | 0.00%                 | 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      | $2689218.00   | 0.39%             | 2034-07-15      | Floating      | 0.00%                 | 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      | $7550112.60   | 1.10%             | 2120-01-15      | Variable      | 0.00%                 | 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      | $1905000.00   | 0.28%             | 2042-04-04      | Fixed         | 5.62%                 | 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      | $3683000.00   | 0.53%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                          | RUSSIAN FEDERATION SR UNSECURED REGS 06/28 12.75           | CUSIP: X7435HAE6<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    100000 | PA      | $78187.50     | 0.01%             | 2028-06-24      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                          | RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875           | CUSIP: X74359AC8<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    200000 | PA      | $119423.50    | 0.02%             | 2043-09-16      | Fixed         | 5.88%                 | 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      | $1723796.25   | 0.25%             | 2029-04-09      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                       | SANDS CHINA LTD SR UNSECURED 01/26 4.3                     | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1108981.15   | 0.16%             | 2026-01-08      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                       | SANDS CHINA LTD SR UNSECURED 03/27 2.8                     | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $343116.00    | 0.05%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                       | SANDS CHINA LTD SR UNSECURED 03/29 3.35                    | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $327324.83    | 0.05%             | 2029-03-08      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                       | SANDS CHINA LTD SR UNSECURED 08/25 5.625                   | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $382956.83    | 0.06%             | 2025-08-08      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                       | SANDS CHINA LTD SR UNSECURED 08/28 5.9                     | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    202000 | PA      | $189407.93    | 0.03%             | 2028-08-08      | Variable      | 5.65%                 | 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        |   1705376 | PA      | $1491794.20   | 0.22%             | 2047-01-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-1                     | FREDDIE MAC   SCRT SCRT 2022 1 BXS 144A                    | CUSIP: 35563PD71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6743438 | PA      | $2126524.14   | 0.31%             | 2061-11-25      | Fixed         | 2.49%                 | 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      | $4616304.55   | 0.67%             | 2061-11-25      | Fixed         | 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        |   6646146 | PA      | $5404855.63   | 0.78%             | 2035-11-25      | Floating      | 4.99%                 | 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      | $294097.38    | 0.04%             | 2038-05-15      | Floating      | 6.72%                 | No            |                  2 | 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      | $5430818.90   | 0.79%             | 2038-05-15      | Floating      | 7.22%                 | 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      | $8412157.11   | 1.22%             | 2054-11-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                               | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B D 144A           | CUSIP: 83206NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5730000 | PA      | $5341973.57   | 0.78%             | 2055-02-16      | Fixed         | 5.95%                 | 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      | $7190430.67   | 1.04%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| STEENBOK LUX FINCO 1 SARL                                             | STEENBOK LUX FINCO 2 SARL EUR PIK TERM LOAN A1             | CUSIP: 943ZWJII9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   4414668 | PA      | $2114741.19   | 0.31%             | 2023-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                             | STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2    | CUSIP: 935YNTII0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  17587165 | PA      | $12111534.98  | 1.76%             | 2023-06-30      | Fixed         | 10.75%                | 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      | $4130835.82   | 0.60%             | 2053-02-25      | Floating      | 5.13%                 | 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      | $8952624.85   | 1.30%             | 2053-02-25      | Floating      | 5.88%                 | 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      | $6050312.04   | 0.88%             | 2036-02-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| STUBHUB (PUG LLC)                                                     | PUG LLC USD TERM LOAN                                      | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    897686 | PA      | $747323.91    | 0.11%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                    | STUDIO CITY CO LTD SR SECURED 144A 02/27 7                 | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   4000000 | PA      | $3746556.84   | 0.54%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LIMITED                                           | STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $443847.00    | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |  18041478 | PA      | $15831396.57  | 2.30%             | 2027-05-13      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                              | TEAM HEALTH HOLDINGS, INC. 2022 TERM LOAN B                | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   1535386 | PA      | $1161619.51   | 0.17%             | 2027-03-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                              | TEAM HEALTH INC DEL TERM LOAN B                            | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |  16181431 | PA      | $13916030.90  | 2.02%             | 2024-02-06      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                        | TELEMAR NORTE LESTE SA TERM LOAN 2                         | CUSIP: 938VGTII1<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |  14330925 | PA      | $5015823.63   | 0.73%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                        | TELEMAR NORTE LESTE SA TERM LOAN 3                         | CUSIP: 938VGUII8<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   4470465 | PA      | $1564662.62   | 0.23%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                        | TELEMAR NORTE LESTE SA TERM LOAN 5                         | CUSIP: 945BALII9<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   1432455 | PA      | $501359.28    | 0.07%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| THARALDSON HOTEL PORTFOLIO TRUST 2018                                 | THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL E 144A        | CUSIP: 88327HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4050401 | PA      | $3796332.60   | 0.55%             | 2034-11-11      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                            | ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN           | CUSIP: 943TEZII7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  25093033 | PA      | $20534381.82  | 2.98%             | 2028-04-28      | Fixed         | 15.74%                | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                            | ENVISION HEALTHCARE CORPORTION 2022 DELAYED DRAW TERM LOAN | CUSIP: 945BFLII4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1861538 | PA      | $1821990.08   | 0.26%             | 2027-04-29      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                            | ENVISION HEALTHCARE CORPORTION 2022 TERM LOAN              | CUSIP: 945BFKII6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10238462 | PA      | $10020945.42  | 1.45%             | 2027-04-29      | Floating      | 12.12%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                    | TREASURY BILL 02/23 0.00000                                | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1228000 | PA      | $1224108.95   | 0.18%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                    | TREASURY BILL 03/23 0.00000                                | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    559000 | PA      | $553803.26    | 0.08%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                    | TREASURY BILL 03/23 0.00000                                | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2353000 | PA      | $2336949.62   | 0.34%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC           | UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6          | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8400000 | PA      | $5326265.28   | 0.77%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC           | UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875        | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7760984.00   | 1.13%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UPFIELD BV (AKA: FLORA FOOD GROUP, SIGMA BIDCO BV)                    | SIGMA BIDCO B.V. 2018 EUR TERM LOAN B                      | CUSIP: 933XDNII8<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |   7500000 | PA      | $6994718.40   | 1.02%             | 2025-07-02      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2021-4                                   | UPSTART SECURITIZATION TRUST UPST 2021 4 B 144A            | CUSIP: 91682NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6050000 | PA      | $5440264.06   | 0.79%             | 2031-09-20      | Fixed         | 1.84%                 | 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        |   2959947 | PA      | $2794060.76   | 0.41%             | 2040-10-10      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                     | U.S. RENAL CARE, INC. 2019 TERM LOAN B                     | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |  22788074 | PA      | $12861019.22  | 1.87%             | 2026-06-26      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                     | US RENAL CARE INC 2021 TERM LOAN B                         | CUSIP: 90290PAQ7<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   2926425 | PA      | $1651601.32   | 0.24%             | 2026-06-26      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                     | US RENAL CARE INC SR UNSECURED 144A 07/27 10.625           | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |  12771000 | PA      | $2809620.00   | 0.41%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                       | VALARIS LTD SR SECURED 04/28 8.25                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $4028501.84   | 0.58%             | 2028-04-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                       | VALARIS LTD SR SECURED 144A 04/28 8.25                     | CUSIP: 91889FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7853000 | PA      | $7908956.24   | 1.15%             | 2028-04-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                               | VALE SA SUBORDINATED 12/49 VAR                             | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  10300000 | PA      | $743761.54    | 0.11%             | 2049-12-29      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                       | VERAISON RE LTD UNSECURED 144A 03/31 VAR                   | CUSIP: 92335TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    700000 | PA      | $702275.00    | 0.10%             | 2031-03-10      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC / VERITAS BERMUDA LTD                                  | VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5         | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7400000 | PA      | $5112429.12   | 0.74%             | 2025-09-01      | Fixed         | 7.50%                 | 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        |   7773717 | PA      | $6459181.06   | 0.94%             | 2045-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-JWDR                       | WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 JWDR E 144A       | CUSIP: 95002NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1270003.50   | 0.18%             | 2031-09-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-SDAL                       | WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 SDAL E 144A       | CUSIP: 95002GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3080000 | PA      | $2865693.91   | 0.42%             | 2037-02-15      | Floating      | 7.06%                 | 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      | $7087138.74   | 1.03%             | 2039-12-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS INC                                           | WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5         | CUSIP: 950814AA1<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |   7105000 | PA      | $6554362.50   | 0.95%             | 2026-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WEST MARINE (RISING TIDE HOLDINGS INC)                                | RISING TIDE HOLDINGS INC 2ND LIEN TERM LOAN                | CUSIP: 76770EAF4<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |   6500000 | PA      | $2437500.00   | 0.35%             | 2029-05-25      | Floating      | 12.98%                | No            |                  3 | On Loan: No      |
| WINDSTREAM SERVICES II LLC                                            | WINDSTREAM SERVICES LLC 2022 INCREMENTAL TERM LOAN         | CUSIP: 948CQMII5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |   7620000 | PA      | $7269565.50   | 1.06%             | 2027-02-28      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)                        | WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75           | CUSIP: 97382WAA1<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |  23816000 | PA      | $19462203.47  | 2.82%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                    | WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5                 | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    358000 | PA      | $328973.36    | 0.05%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                    | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   3659000 | PA      | $3133183.41   | 0.45%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                    | WYNN MACAU LTD SR UNSECURED REGS 01/26 5.5                 | CUSIP: G98149AG5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1010812.00   | 0.15%             | 2026-01-15      | Fixed         | 5.50%                 | 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        |  12043519 | PA      | $10895651.40  | 1.58%             | 2027-09-01      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| YOSEMITE RE LTD                                                       | YOSEMITE RE LTD UNSECURED 144A 06/25 VAR                   | CUSIP: 98740RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    980000 | PA      | $944377.00    | 0.14%             | 2025-06-06      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BARCLAYS REV REPO EUR                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -7521014 | PA      | $-8056269.51  | -1.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | JPM CHASE REVERSE REPO EUR ZCP                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -7771806 | PA      | $-8333101.85  | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | JPM CHASE REVERSE REPO EUR ZCP                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -470743 | PA      | $-504178.73   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | MERRILL LYNCH REVERSE REPO GBP ZCP                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -468131 | PA      | $-571476.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | MERRILL LYNCH REVERSE REPO GBP ZCP                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -6280788 | PA      | $-7668269.25  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | MERRILL LYNCH REVERSE REPO GBP ZCP                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -5510202 | PA      | $-6729900.62  | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | MERRILL LYNCH REVERSE REPO GBP ZCP                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -4966955 | PA      | $-6067139.48  | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | MERRILL LYNCH REVERSE REPO GBP ZCP                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -6855125 | PA      | $-8374555.52  | -1.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | PARIBAS REVERSE REPO EUR ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        | -14150541 | PA      | $-15159391.69 | -2.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -16938815 | PA      | $-17114301.07 | -2.48%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -12387560 | PA      | $-12478945.78 | -1.81%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -22736221 | PA      | $-23096089.60 | -3.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -46785386 | PA      | $-47040561.08 | -6.83%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -20635222 | PA      | $-20835612.93 | -3.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -13019930 | PA      | $-13089995.42 | -1.90%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7835403 | PA      | $-7858392.17  | -1.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -13054965 | PA      | $-13054965.00 | -1.89%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -20882632 | PA      | $-21042152.01 | -3.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7951873 | PA      | $-8029094.52  | -1.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -50277516 | PA      | $-50457621.74 | -7.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -11233760 | PA      | $-11348215.14 | -1.65%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7736007 | PA      | $-7799825.02  | -1.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -10868191 | PA      | $-10953198.94 | -1.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -11802461 | PA      | $-11944121.25 | -1.73%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -799000 | PA      | $-805512.07   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -888005 | PA      | $-897997.56   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3784130 | PA      | $-3807494.10  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -24116397 | PA      | $-24323737.84 | -3.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -651000 | PA      | $-657385.07   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -658611 | PA      | $-665070.94   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO TORONTO DOMINIO                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -9701519 | PA      | $-9723298.91  | -1.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6696834 | PA      | $-6779480.88  | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -16494521 | PA      | $-16716926.21 | -2.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -10439646 | PA      | $-10556500.34 | -1.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -72838581 | PA      | $-73428897.45 | -10.66%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -13881059 | PA      | $-14014710.94 | -2.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4149600 | PA      | $-4190994.57  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5488641 | PA      | $-5549128.75  | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2855533 | PA      | $-2883905.81  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3762063 | PA      | $-3794537.48  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1823995 | PA      | $-1837421.23  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4878144 | PA      | $-4914730.08  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO ROYAL BANK OF CAN                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3081208 | PA      | $-3113998.04  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -859732 | PA      | $-869945.29   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -954788 | PA      | $-966781.06   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5170550 | PA      | $-5230873.08  | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2814300 | PA      | $-2845491.83  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6009148 | PA      | $-6066121.20  | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | PARIBAS REPO                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  43500000 | PA      | $43500000.00  | 6.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO TORONTO DOMINIO                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1844425 | PA      | $-1848574.96  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3311000 | PA      | $-3318615.30  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4639075 | PA      | $-4698139.44  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1816875 | PA      | $-1824149.06  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -726750 | PA      | $-728951.25   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -858323 | PA      | $-866211.46   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -14558541 | PA      | $-14668166.81 | -2.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2604188 | PA      | $-2614466.81  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -383171 | PA      | $-384437.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1522945 | PA      | $-1528428.87  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO TORONTO DOMINIO                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2646900 | PA      | $-2653014.34  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4789251 | PA      | $-4843470.89  | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $26347.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $37894.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-50667.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-32297.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD GBP BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-273210.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $18411.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2877.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-4124062.55  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOMBARDIER INC SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $14036.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOMBARDIER INC SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $305921.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOMBARDIER INC SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $8331.72      | 0.00%             |  |  |  | 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      | $13336871.58  | 1.94%             | 2035-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-KEYS                                   | ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS D 144A            | CUSIP: 04410CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $945482.00    | 0.14%             | 2035-06-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT AUD SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $12425.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT AUD SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $22737.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2231.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3006.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $449406.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $40475.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CAD BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $80822.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM                                | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM E 144A         | CUSIP: 04965KAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6223000 | PA      | $5744677.82   | 0.83%             | 2035-06-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-39793.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $399625.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-81631.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-38874.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 3 MONTH SOFR FUT  DEC23 XCME 20240319                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -32 | NC      | $149912.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 3 MONTH SOFR FUT  DEC24 XCME 20250318                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -17 | NC      | $49098.48     | 0.01%             |  |  |  | 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      | $48527.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 3 MONTH SOFR FUT  JUN24 XCME 20240917                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -20 | NC      | $70121.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 3 MONTH SOFR FUT  JUN25 XCME 20250916                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -17 | NC      | $46585.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 3 MONTH SOFR FUT  MAR24 XCME 20240618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -28 | NC      | $114309.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 3 MONTH SOFR FUT  MAR25 XCME 20250617                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -15 | NC      | $42037.47     | 0.01%             |  |  |  | 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      | $42568.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 3 MONTH SOFR FUT  SEP24 XCME 20241217                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -19 | NC      | $58912.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 3 MONTH SOFR FUT  SEP25 XCME 20251216                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -13 | NC      | $34771.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $46953.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $20970.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20230216                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-62867.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer