# EDGAR Filing Document

**Accession Number:** 0001388126
**File Stem:** 0001752724-25-160737
**Filing Date:** 2025-6
**Character Count:** 150467
**Document Hash:** 8adfcd5004c5947d4172102770342113
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160737.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-160737

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Pioneer Diversified High Income Fund, Inc.
- **CENTRAL INDEX KEY:** 0001388126

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22014
- **FILM NUMBER:** 251082460

**BUSINESS ADDRESS:**
- **STREET 1:** 60 STATE STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-742-7825

**MAIL ADDRESS:**
- **STREET 1:** 60 STATE STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Pioneer Diversified High Income Trust
- **DATE OF NAME CHANGE:** 20070130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Pioneer Diversified Income Opportunity Trust
- **DATE OF NAME CHANGE:** 20070129

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Pioneer Diversified High Income Fund, Inc.

- **b. Investment Company Act file number:** 811-22014

- **c. CIK number of Registrant:** 0001388126

- **d. LEI of Registrant:** 5493001J3JB8KDPLS536

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 60 State Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-422-4947

**Item A.2. Information about the Series.**

- **a. Name of Series:** Pioneer Diversified High Income Fund, Inc.

- **c. LEI of Series:** 5493001J3JB8KDPLS536

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**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:** $147319284.32

**Total Liabilities:** $44457891.58

**Net Assets:** $102861392.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -51.00000000 | **5-Year:** -55.00000000 | **10-Year:** 0.00000000 | **30-Year:** -7928.00000000

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

- **3-Month:** -573.00000000 | **1-Year:** -856.00000000 | **5-Year:** -25928.00000000 | **10-Year:** -755.00000000 | **30-Year:** -3523.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 1.54%                | -0.59%               | -1.16%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-102250.10              | $517794.92                                 |
| Month 2  | $32088.79                | $-1813543.06                               |
| Month 3  | $-475983.62              | $-1748296.89                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global High Yield

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         4 | NC      | $-323.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOTHEBY'S                                   | Sotheby's                                                               | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    558000 | PA      | $523717.48    | 0.51%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                | Enerflex Ltd                                                            | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    566000 | PA      | $578891.22    | 0.56%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KENDALL RE LTD                              | Kendall Re Ltd                                                          | CUSIP: 48878QAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257875.00    | 0.25%             | 2027-04-30      | Floating      | 12.03%                | Yes           |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                        | YPF SA                                                                  | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    110000 | PA      | $111179.86    | 0.11%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WALTON HEATH RE 2022                        | WALTON HEATH RE 2022                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $36438.35     | 0.04%             | 2027-12-15      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| TRICIDA INC                                 | TRICIDA INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $0.00         | 0.00%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| INTEGRITY RE LTD                            | Integrity Re Ltd                                                        | CUSIP: 45833UAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $251875.00    | 0.24%             | 2025-06-06      | Floating      | 17.14%                | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                          | Baytex Energy Corp                                                      | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    910000 | PA      | $845603.06    | 0.82%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2016-BNK2                                | CUSIP: 61690YBV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4728798 | PA      | $47924.47     | 0.05%             | 2049-11-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2020-KF74 Mortgage Trust                                          | CUSIP: 30313MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111356 | PA      | $103162.70    | 0.10%             | 2027-01-25      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| HIGH POINT RE LTD                           | High Point Re Ltd                                                       | CUSIP: 429932AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $251225.00    | 0.24%             | 2027-01-06      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                        | Neptune Bidco US Inc                                                    | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    625000 | PA      | $556250.00    | 0.54%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                        | WOM Chile Holdco SpA                                                    | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   1032453 | PA      | $1032453.00   | 1.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu              | JPMBB Commercial Mortgage Securities Trust 2014-C24                     | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984346 | PA      | $18.21        | 0.00%             | 2047-11-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                         | CUSIP: 81369AEN8<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |       645 | PA      | $14381.16     | 0.01%             | 2028-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                    | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    685000 | PA      | $713200.57    | 0.69%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                     | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     77440 | PA      | $66098.91     | 0.06%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MONA LISA RE LTD                            | Mona Lisa Re Ltd                                                        | CUSIP: 608800AH1<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $270975.00    | 0.26%             | 2027-06-25      | Floating      | 14.03%                | Yes           |                  2 | On Loan: No      |
| CITRUS RE LTD                               | Citrus Re Ltd                                                           | CUSIP: 177510AL8<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255825.00    | 0.25%             | 2026-06-07      | Floating      | 10.87%                | Yes           |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                         | CUSIP: 81369AES7<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1025475.94   | 1.00%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BPR Trust                                   | BPR Trust 2021-WILL                                                     | CUSIP: 05591VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $486776.90    | 0.47%             | 2038-06-15      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| FITNESS & SPORTS CLUBS LLC                  | FITNESS & SPORTS CLUBS LLC                                              | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    536286 | PA      | $536285.93    | 0.52%             | 2029-02-12      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| PHOENIX 3 RE PTE LTD                        | Phoenix 3 RE Pte Ltd                                                    | CUSIP: 000000000<br>LEI: 254900KZ3HFPS3H5FZ50 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $275450.00    | 0.27%             | 2039-01-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                         | Cape Lookout Re Ltd                                                     | CUSIP: 13947LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255600.00    | 0.25%             | 2026-04-28      | Floating      | 12.70%                | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                       | Civitas Resources Inc                                                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    370000 | PA      | $356605.19    | 0.35%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                          | Sanders Re III Ltd                                                      | CUSIP: 80001QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255700.00    | 0.25%             | 2027-04-07      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                          | Total Play Telecomunicaciones SA de CV                                  | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |   1232500 | PA      | $1109691.06   | 1.08%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SPRINT LLC                                  | Sprint LLC                                                              | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    850000 | PA      | $861131.95    | 0.84%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2022-2, 12/31/2027               | Alturas Re 2022-2, 12/31/2027                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    376048 | PA      | $19968.15     | 0.02%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GOL FINANCE SA                              | Gol Finance SA                                                          | CUSIP: 36254VAK4<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |   1403766 | PA      | $1403766.00   | 1.36%             | 2025-06-08      | Floating      | 14.82%                | No            |                  2 | On Loan: No      |
| Thopas Re 2022                              | Thopas Re 2022                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $0.00         | 0.00%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2014-GC24                                  | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366248 | PA      | $2.89         | 0.00%             | 2047-09-10      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                       | ENDO FINANCE HOLDINGS                                                   | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164175 | PA      | $159557.58    | 0.16%             | 2031-04-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                    | Olympus Water US Holding Corp                                           | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1026328.63   | 1.00%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| KILIMANJARO III RE LTD                      | Kilimanjaro III Re Ltd                                                  | CUSIP: 49407PAH3<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250550.00    | 0.24%             | 2026-04-20      | Floating      | 16.64%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA7                                 | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $212750.00    | 0.21%             | 2041-11-25      | Floating      | 12.15%                | No            |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI                        | Limak Cimento Sanayi ve Ticaret AS                                      | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |   1520000 | PA      | $1489826.48   | 1.45%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                         | Sammaan Capital Ltd                                                     | CUSIP: 45410EAA6<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |   1475000 | PA      | $1447351.13   | 1.41%             | 2027-07-03      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                    | Altice France Holding SA                                                | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    607000 | PA      | $188182.02    | 0.18%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ISOSCELES RE 2024-A CLASS A                 | ISOSCELES RE 2024-A CLASS A                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $4325.00      | 0.00%             | 2030-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                    | Kraken Oil & Gas Partners LLC                                           | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    410000 | PA      | $366782.64    | 0.36%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                           | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83132.55     | 0.08%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                       | Civitas Resources Inc                                                   | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    520000 | PA      | $494274.66    | 0.48%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MERNA REINSURANCE II LTD                    | Merna Reinsurance II Ltd                                                | CUSIP: 59013MAJ1<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260875.00    | 0.25%             | 2026-07-07      | Floating      | 14.53%                | Yes           |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                        | LC AHAB US BIDCO LLC                                                    | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    353225 | PA      | $344394.38    | 0.33%             | 2031-05-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DS PARENT INC                               | DS PARENT INC                                                           | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |    382112 | PA      | $339124.84    | 0.33%             | 2031-01-31      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                              | Bonanza RE Ltd                                                          | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250425.00    | 0.24%             | 2027-12-19      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                    | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $305520.98    | 0.30%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                        | Garda World Security Corp                                               | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $651039.71    | 0.63%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                      | PAR PHARMACEUTICAL INC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| SIMPAR EUROPE SA                            | Simpar Europe SA                                                        | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $308500.00    | 0.30%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                              | 1261229 BC LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    700000 | PA      | $661500.00    | 0.64%             | 2030-10-08      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                            | Integrity Re Ltd                                                        | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $25000.00     | 0.02%             | 2025-06-06      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| PINE VALLEY RE 2025                         | PINE VALLEY RE 2025                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $224337.50    | 0.22%             | 2029-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA2                                 | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $303377.98    | 0.29%             | 2042-02-25      | Floating      | 12.85%                | No            |                  2 | On Loan: No      |
| GULLANE RE 2025                             | GULLANE RE 2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $823135.55    | 0.80%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CHAMPIONS FINANCING INC                     | CHAMPIONS FINANCING INC                                                 | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |    471438 | PA      | $421700.84    | 0.41%             | 2029-02-23      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DESIGNATED                      | ASG Finance Designated Activity Co                                      | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    960000 | PA      | $912000.00    | 0.89%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AQUILA RE LTD 2023-1                        | Aquila Re I Ltd Series 2023-1                                           | CUSIP: 03843AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $259875.00    | 0.25%             | 2026-06-08      | Floating      | 13.46%                | Yes           |                  2 | On Loan: No      |
| Merion Re 2022-2                            | Merion Re 2022-2                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    363953 | PA      | $291240.25    | 0.28%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| HTL Commercial Mortgage Trust               | HTL Commercial Mortgage Trust 2024-T53                                  | CUSIP: 404300AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1040015.50   | 1.01%             | 2039-05-10      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                | Energean PLC                                                            | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |   1510000 | PA      | $1479800.00   | 1.44%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLOODSMART RE LTD                           | FloodSmart Re Ltd                                                       | CUSIP: 33975CAM7<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $246150.00    | 0.24%             | 2026-03-11      | Floating      | 21.43%                | Yes           |                  2 | On Loan: No      |
| GATEWAY RE II LTD                           | Gateway Re II Ltd                                                       | CUSIP: 367927AA8<br>LEI: 5493000ENKV5WXNA8Z86 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257850.00    | 0.25%             | 2026-04-27      | Floating      | 13.18%                | Yes           |                  2 | On Loan: No      |
| ACC Auto Trust                              | ACC Auto Trust 2022-A                                                   | CUSIP: 00085YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498118.00    | 0.48%             | 2029-03-15      | Fixed         | 10.07%                | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                    | Turkcell Iletisim Hizmetleri AS                                         | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |   1195000 | PA      | $1195434.98   | 1.16%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| THOPAS RE 2023                              | THOPAS RE 2023                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    766025 | PA      | $689.42       | 0.00%             | 2028-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                    | Yapi ve Kredi Bankasi AS                                                | CUSIP: 984848AS0<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    490000 | PA      | $494615.80    | 0.48%             | N/A             | Fixed         | 9.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                     | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    174000 | PA      | $118320.00    | 0.12%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                    | Altice France Holding SA                                                | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    695000 | PA      | $215557.93    | 0.21%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                         | Cape Lookout Re Ltd                                                     | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $251000.00    | 0.24%             | 2028-03-13      | Floating      | 11.18%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                                   | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    448000 | PA      | $379948.80    | 0.37%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MERNA REINSURANCE II LTD                    | Merna Reinsurance II Ltd                                                | CUSIP: 59013MAK8<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260200.00    | 0.25%             | 2027-07-07      | Floating      | 11.53%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR Trust 2019-DNA3                                       | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | CORP              | US        |    545000 | PA      | $617212.50    | 0.60%             | 2049-07-25      | Floating      | 12.62%                | No            |                  2 | On Loan: No      |
| PORTSALON RE 2022                           | PORTSALON RE 2022                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $229229.93    | 0.22%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                    | Archrock Partners LP / Archrock Partners Finance Corp                   | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521000 | PA      | $520267.21    | 0.51%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                               | Citrus Re Ltd                                                           | CUSIP: 177510AN4<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $263225.00    | 0.26%             | 2027-06-07      | Floating      | 13.53%                | Yes           |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                      | INEOS US PETROCHEM LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396000 | PA      | $343530.00    | 0.33%             | 2029-03-29      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| WOM Equity                                  | WOM Equity                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1669 | NS      | $50904.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2024-CBM Mortgage Trust                                            | CUSIP: 12674GAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $528786.30    | 0.51%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                     | Acu Petroleo Luxembourg Sarl                                            | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    751954 | PA      | $754266.61    | 0.73%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2018, 12/31/21                  | Harambee Re 2018, 12/31/21                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $900.00       | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| PI0051-CHELTENHAM RE 2024                   | PI0051-CHELTENHAM RE 2024                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $261597.61    | 0.25%             | 2030-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Chase Auto Credit Linked Notes              | JPMorgan Chase Bank NA - CACLN                                          | CUSIP: 46591HCJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001975.60   | 0.97%             | 2029-02-26      | Fixed         | 9.81%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                           | Owens & Minor Inc                                                       | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423167.97    | 0.41%             | 2030-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WOM MOBILE SPA                              | WOM Mobile SA                                                           | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |    538958 | PA      | $544347.58    | 0.53%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AVATION PLC WTS 01JAN59                     | AVATION PLC WTS 01JAN59                                                 | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               | CORP              | US        |      6475 | NC      | $2718.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                     | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    111360 | PA      | $75724.80     | 0.07%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2016-UBS12                               | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5458537 | PA      | $37757.79     | 0.04%             | 2049-12-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KG05 Mortgage Trust                                          | CUSIP: 30318WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $612477.90    | 0.60%             | 2031-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Desarrolladora Homex SAB de CV              | Desarrolladora Homex SAB de CV                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     89094 | NS      | $4.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTTER RE LTD                               | Sutter Re Ltd                                                           | CUSIP: 86944RAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260775.00    | 0.25%             | 2026-06-19      | Floating      | 14.03%                | Yes           |                  2 | On Loan: No      |
| CARNOUSTIE RE 2025                          | CARNOUSTIE RE 2025                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $480425.27    | 0.47%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| RESIDENTIAL REIN 2024                       | Residential Reinsurance 2004 Ltd                                        | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $252850.00    | 0.25%             | 2028-12-06      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| TOPANGA RE LIMITED                          | Topanga Re Ltd                                                          | CUSIP: 89055TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $241000.00    | 0.23%             | 2026-01-08      | Floating      | 9.33%                 | Yes           |                  2 | On Loan: No      |
| MERNA REINSURANCE II LTD                    | Merna Reinsurance II Ltd                                                | CUSIP: 59013MAL6<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257000.00    | 0.25%             | 2027-07-07      | Floating      | 13.03%                | Yes           |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                     | Global Aircraft Leasing Co Ltd                                          | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1295000 | PA      | $1290308.34   | 1.25%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                      | JB Poindexter & Co Inc                                                  | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442364.12    | 0.43%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANTRY RE 2025                              | BANTRY RE 2025                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $935688.08    | 0.91%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                               | CUSIP: 29336UAC1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    344000 | PA      | $306390.48    | 0.30%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2020-KF83 Mortgage Trust                                          | CUSIP: 302696AA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    186564 | PA      | $175660.25    | 0.17%             | 2030-07-25      | Floating      | 13.45%                | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                               | Citrus Re Ltd                                                           | CUSIP: 177510AM6<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $258900.00    | 0.25%             | 2026-06-07      | Floating      | 13.05%                | Yes           |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                          | Mativ Holdings Inc                                                      | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    415000 | PA      | $344986.10    | 0.34%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| THOPAS RE 2025                              | THOPAS RE 2025                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $677850.00    | 0.66%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ATLAS CAPITAL DAC                           | Atlas Capital DAC                                                       | CUSIP: 049207AB9<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $279300.00    | 0.27%             | 2027-06-08      | Floating      | 16.85%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R01                            | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $342787.50    | 0.33%             | 2041-10-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                     | International Bank for Reconstruction & Development                     | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $253825.00    | 0.25%             | 2028-04-24      | Floating      | 18.04%                | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                   | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298947.40    | 0.29%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                              | Tullow Oil PLC                                                          | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $617598.75    | 0.60%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Sussex Re 2022, 12/31/2027                  | Sussex Re 2022, 12/31/2027                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $0.00         | 0.00%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | EUR/USD FORWARD                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $80319.21     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                     | Garfunkelux Holdco 3 SA                                                 | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    235000 | PA      | $185145.47    | 0.18%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 21 LTD                       | Residential Reinsurance 2021 Ltd                                        | CUSIP: 76114NAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $469000.00    | 0.46%             | 2025-12-06      | Floating      | 16.30%                | Yes           |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE              | Multifamily Connecticut Avenue Securities Trust 2020-01                 | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    698164 | PA      | $708461.12    | 0.69%             | 2050-03-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                        | Strathcona Resources Ltd/Alberta                                        | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $843081.91    | 0.82%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                   | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    130830 | PA      | $65212.37     | 0.06%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| MERNA REINSURANCE II LTD                    | Merna Reinsurance II Ltd                                                | CUSIP: 59013MAM4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $253900.00    | 0.25%             | 2027-07-07      | Floating      | 12.78%                | Yes           |                  2 | On Loan: No      |
| SANDERS RE II LTD                           | Sanders RE II Ltd                                                       | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $498750.00    | 0.48%             | 2029-04-07      | Floating      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| BERWICK RE 2025                             | BERWICK RE 2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $933521.85    | 0.91%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GRAY MEDIA INC                              | Gray Media Inc                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    655000 | PA      | $672345.71    | 0.65%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                     | El Salvador Government International Bond                               | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    170000 | PA      | $168485.45    | 0.16%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Amplify Energy Corp                         | Amplify Energy Corp                                                     | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |         6 | NS      | $15.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOODSMART RE LTD                           | FloodSmart Re Ltd                                                       | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $509900.00    | 0.50%             | 2027-03-12      | Floating      | 18.28%                | Yes           |                  2 | On Loan: No      |
| ATLAS CAPITAL DAC                           | Atlas Capital DAC                                                       | CUSIP: 049207AA1<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $257950.00    | 0.25%             | 2026-06-05      | Floating      | 12.00%                | Yes           |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                    | WINDSOR HOLDINGS III LLC                                                | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    307838 | PA      | $304566.99    | 0.30%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                              | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209790.20    | 0.20%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                        | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283625.50    | 0.28%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                           | Iliad Holding SASU                                                      | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $210966.40    | 0.21%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                      | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $444050.00    | 0.43%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC         | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    526000 | PA      | $558498.91    | 0.54%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                              | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1260000 | PA      | $1277078.04   | 1.24%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2020-3, 9/30/24                  | Alturas Re 2020-3, 9/30/24                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    225450 | PA      | $0.00         | 0.00%             | 2025-09-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| SOVCOMBANK (SOVCOM CAPT)                    | Sovcombank Via SovCom Capital DAC                                       | CUSIP: 84605LAD8<br>LEI: 635400EQFFCXMNLYU680 | Long             | DBT              | CORP              | IE        |    865000 | PA      | $0.00         | 0.00%             | N/A             | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                    | Connect Finco SARL / Connect US Finco LLC                               | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    445000 | PA      | $416283.48    | 0.40%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin              | Santander Bank Auto Credit-Linked Notes Series 2023-B                   | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614944 | PA      | $639064.75    | 0.62%             | 2033-12-15      | Fixed         | 12.24%                | No            |                  2 | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO                    | M6 ETX HOLDINGS II MIDCO LLC                                            | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $249062.50    | 0.24%             | 2032-04-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                     | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     18376 | PA      | $13967.95     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III                            | Integrity RE III Ltd                                                    | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249450.00    | 0.24%             | 2028-06-06      | Floating      | 16.53%                | Yes           |                  2 | On Loan: No      |
| ABRA GLOBAL FINANCE                         | ABRA Global Finance                                                     | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1558536 | PA      | $1059804.48   | 1.03%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                   | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     93450 | PA      | $45962.56     | 0.04%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| AUNA SA                                     | Auna SA                                                                 | CUSIP: 05151AAA1<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |    800800 | PA      | $854453.60    | 0.83%             | 2029-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OAKMONT RE 2024                             | OAKMONT RE 2024                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $12829.20     | 0.01%             | 2030-04-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CORNERSTONE BUILDING                        | Cornerstone Building Brands Inc                                         | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    464000 | PA      | $311236.26    | 0.30%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Fannie Mae Connecticut Avenue Securities                                | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104323.13    | 0.10%             | 2041-11-25      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| TORRICELLI RE 2022                          | TORRICELLI RE 2022                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $1400.00      | 0.00%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                        | Garda World Security Corp                                               | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    473000 | PA      | $442426.65    | 0.43%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                            | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    230000 | PA      | $257091.70    | 0.25%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2015-LC21 Mortgage Trust                                           | CUSIP: 12593FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10690391 | PA      | $140.04       | 0.00%             | 2048-07-10      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                       | McGraw-Hill Education Inc                                               | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1198367.30   | 1.17%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2019-KJ24 Mortgage Trust                                          | CUSIP: 30312FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389487 | PA      | $370984.58    | 0.36%             | 2027-10-25      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                   | RMF Buyout Issuance Trust 2022-HB1                                      | CUSIP: 76970HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $34000.00     | 0.03%             | 2032-04-25      | Variable      | 4.50%                 | No            |                  3 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                         | Avianca Midco 2 PLC                                                     | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1460000 | PA      | $1274886.60   | 1.24%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Dartmouth Re 2021, 12/31/24                 | Dartmouth Re 2021, 12/31/24                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $0.00         | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| FIESTA PURCHASER INC                        | Fiesta Purchaser Inc                                                    | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $543728.64    | 0.53%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                    | Wildfire Intermediate Holdings LLC                                      | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    620000 | PA      | $567300.00    | 0.55%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                          | Viking Cruises Ltd                                                      | CUSIP: 92676XAC1<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    245000 | PA      | $245043.12    | 0.24%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIGHTNING RE SERIES 2023                    | Lightning Re Series 2023-1                                              | CUSIP: 532242AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $256750.00    | 0.25%             | 2026-03-31      | Floating      | 15.28%                | Yes           |                  2 | On Loan: No      |
| STABILITAS RE LTD                           | Stabilitas Re Ltd                                                       | CUSIP: 85237TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257825.00    | 0.25%             | 2026-06-05      | Floating      | 12.78%                | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                     | International Bank for Reconstruction & Development                     | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $264075.00    | 0.26%             | 2028-04-24      | Floating      | 16.53%                | Yes           |                  2 | On Loan: No      |
| Torricelli Re 2021, 7/31/25                 | Torricelli Re 2021, 7/31/25                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    375860 | PA      | $2255.16      | 0.00%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                      | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $528641.88    | 0.51%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GAMBOGE RE 2024                             | GAMBOGE RE 2024                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $250631.46    | 0.24%             | 2030-03-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Global Mortgage Securitization              | Global Mortgage Securitization Ltd                                      | CUSIP: 378961AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     16497 | PA      | $6760.70      | 0.01%             | 2032-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GAMBOGE RE 2025                             | GAMBOGE RE 2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $434834.65    | 0.42%             | 2031-03-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                               | CUSIP: 29336UAG2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124759.20    | 0.12%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BLUE RIDGE RE LTD                           | Blue Ridge Re Ltd                                                       | CUSIP: 096003AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $512250.00    | 0.50%             | 2027-01-08      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| SOLOMON RE LTD                              | Solomon Re Ltd                                                          | CUSIP: 83427GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255750.00    | 0.25%             | 2026-06-08      | Floating      | 9.80%                 | Yes           |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                      | SierraCol Energy Andina LLC                                             | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $827839.26    | 0.80%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                               | Fedrigoni SpA                                                           | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $548724.22    | 0.53%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                 | Unifin Financiera SAB de CV                                             | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |    152704 | NS      | $9344.22      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Ally Bank Auto Credit-Linked N              | Ally Bank Auto Credit-Linked Notes Series 2024-A                        | CUSIP: 02007G2A0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    403666 | PA      | $409251.39    | 0.40%             | 2032-05-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                        | ALPHA GENERATION LLC                                                    | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    572125 | PA      | $572750.90    | 0.56%             | 2031-09-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                 | 3R Lux SARL                                                             | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    290000 | PA      | $284588.60    | 0.28%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AMAZON HOLDCO INC                           | AMAZON HOLDCO INC                                                       | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    159600 | PA      | $157904.25    | 0.15%             | 2031-09-29      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | STACR Trust 2018-HRP2                                                   | CUSIP: 35564ACC3<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $784800.00    | 0.76%             | 2047-02-25      | Floating      | 14.97%                | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                         | Torrey Pines Re Ltd                                                     | CUSIP: 89141WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    300000 | PA      | $306540.00    | 0.30%             | 2026-06-05      | Floating      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                               | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    955000 | PA      | $678004.16    | 0.66%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PT Bakrie & Brothers TBK                    | PT Bakrie & Brothers TBK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        | 812959000 | PA      | $3232.25      | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2022                         | Ballybunion Re 2022                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    264839 | PA      | $0.00         | 0.00%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GRUPO AEROMEXICO SAB                        | Grupo Aeromexico SAB de CV                                              | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1090000 | PA      | $1008522.94   | 0.98%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                    | Prime Healthcare Services Inc                                           | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1301364.57   | 1.27%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                              | 1261229 BC Ltd                                                          | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    675000 | PA      | $660942.52    | 0.64%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                   | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     20419 | PA      | $9994.22      | 0.01%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                     | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $306148.14    | 0.30%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| METINVEST BV                                | Metinvest BV                                                            | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    613000 | PA      | $488026.94    | 0.47%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                    | Olympus Water US Holding Corp                                           | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    580000 | PA      | $684977.75    | 0.67%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                | CaixaBank SA                                                            | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1234058.37   | 1.20%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                     | Light & Wonder International Inc                                        | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300753.09    | 0.29%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                           | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550092.60    | 0.53%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PETROQUEST ENERGY INC                       | PETROQUEST ENERGY INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2189 | NS      | $284.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                        | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349554.76    | 0.34%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gleneagles Re 2022                          | Gleneagles Re 2022                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $37500.00     | 0.04%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Viribus Re 2019, 12/31/22                   | Viribus Re 2019, 12/31/22                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    212306 | PA      | $0.00         | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| NATEL ENGINEERING CO INC                    | Natel Engineering Co Inc                                                | CUSIP: 63229BAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120240 | PA      | $106111.41    | 0.10%             | 2026-04-30      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| Harambee Re 2019, 12/31/22                  | Harambee Re 2019, 12/31/22                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $0.00         | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9148.30      | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 2001 CAT RE LTD                             | 2001 Cat RE Ltd                                                         | CUSIP: 90215BAB3<br>LEI: 5493007NG10QO60NSO35 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260000.00    | 0.25%             | 2027-01-08      | Floating      | 17.32%                | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                              | Transocean Inc                                                          | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $216450.95    | 0.21%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KG05 Mortgage Trust                                          | CUSIP: 30318WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12323566 | PA      | $52979.01     | 0.05%             | 2031-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                      | Delek Logistics Partners LP / Delek Logistics Finance Corp              | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $503919.58    | 0.49%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                          | Sanders Re III Ltd                                                      | CUSIP: 799925AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $518550.00    | 0.50%             | 2026-06-05      | Floating      | 12.42%                | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                          | Zegona Finance PLC                                                      | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $670239.37    | 0.65%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2020-1                           | CUSIP: 92259LAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179909 | PA      | $127615.78    | 0.12%             | 2050-02-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FOUNDATION RE IV LTD                        | Foundation Re IV Ltd                                                    | CUSIP: 349939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $504950.00    | 0.49%             | 2027-01-08      | Floating      | 10.53%                | Yes           |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                     | US Acute Care Solutions LLC                                             | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1702458.54   | 1.66%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                        | Grupo Aeromexico SAB de CV                                              | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    505000 | PA      | $472175.00    | 0.46%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2020, 12/31/23                  | Harambee Re 2020, 12/31/23                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $0.00         | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                    | Cougar JV Subsidiary LLC                                                | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $528837.87    | 0.51%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MARLON LTD                                  | Marlon Ltd                                                              | CUSIP: 571253AA1<br>LEI: 98450044CD0YE4DAFC06 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255850.00    | 0.25%             | 2027-06-07      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                        | Amentum Holdings Inc                                                    | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157671.89    | 0.15%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                      | Planet Financial Group LLC                                              | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $142999.00    | 0.14%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Multifamily Structured Credit Risk                          | CUSIP: 35563FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $817186.80    | 0.79%             | 2051-01-25      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| PANGAEA RE 2024-3                           | PANGAEA RE 2024-3                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $536505.65    | 0.52%             | 2028-07-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| DSLA Mortgage Loan Trust                    | DSLA Mortgage Loan Trust 2005-AR6                                       | CUSIP: 23332UFX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13951 | PA      | $13790.69     | 0.01%             | 2045-10-19      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PI0050 - BANBURY RE 2024                    | PI0050 - BANBURY RE 2024                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $560000.00    | 0.54%             | 2030-03-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Thopas Re 2020, 12/31/23                    | Thopas Re 2020, 12/31/23                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    300000 | PA      | $60.00        | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    735000 | PA      | $736426.08    | 0.72%             | 2033-11-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PI0047 2024-1                               | PI0047 2024-1                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    878691 | PA      | $939185.45    | 0.91%             | 2029-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                            | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    215000 | PA      | $205622.21    | 0.20%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                               | Purple Re Ltd                                                           | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $256150.00    | 0.25%             | 2027-06-07      | Floating      | 13.28%                | Yes           |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                     | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1229801.45   | 1.20%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | EUR/USD FORWARD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $100850.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                    | SCIL IV LLC / SCIL USA Holdings LLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $497445.76    | 0.48%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                              | Transocean Inc                                                          | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $225750.20    | 0.22%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                   | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     76302 | PA      | $29357.24     | 0.03%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                       | Alexandrite Monnet UK Holdco PLC                                        | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $261087.66    | 0.25%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                     | Allied Universal Holdco LLC                                             | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234912.94    | 0.23%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2020, 12/31/23                   | Viribus Re 2020, 12/31/23                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    240783 | PA      | $7392.04      | 0.01%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Thopas Re 2021, 12/31/24                    | Thopas Re 2021, 12/31/24                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $2325.00      | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                          | CUSIP: 27955GAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $9703.53      | 0.01%             | 2027-03-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Gleneagles Re 2021, 12/31/24                | Gleneagles Re 2021, 12/31/24                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $25.00        | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Viribus Re 2018, 12/31/21                   | Viribus Re 2018, 12/31/21                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $0.00         | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BX Trust                                    | BX Trust 2022-PSB                                                       | CUSIP: 05606DAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507500 | PA      | $503348.19    | 0.49%             | 2039-08-15      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| HERCULES LLC                                | Hercules LLC                                                            | CUSIP: 427056BC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1986728.65   | 1.93%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                           | Four Lakes Re Ltd                                                       | CUSIP: 35087TAF5<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $258975.00    | 0.25%             | 2027-01-07      | Floating      | 13.78%                | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KG05 Mortgage Trust                                          | CUSIP: 30318WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $4141.20      | 0.00%             | 2031-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                          | CUSIP: 27955KAB9<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $3008.80      | 0.00%             | 2026-03-20      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                       | Provident Funding Associates LP / PFG Finance Corp                      | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1057645.20   | 1.03%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                | CD 2016-CD1 Mortgage Trust                                              | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6921526 | PA      | $53670.89     | 0.05%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                    | Banco Mercantil del Norte SA/Grand Cayman                               | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    685000 | PA      | $692870.65    | 0.67%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management                                      | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    459929 | NS      | $459928.57    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD HEAD RE 2025                            | OLD HEAD RE 2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $209198.23    | 0.20%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                  | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    575000 | PA      | $554481.65    | 0.54%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                   | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     64481 | PA      | $32439.57     | 0.03%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2015-C31                          | CUSIP: 94989WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660500 | PA      | $1157209.42   | 1.13%             | 2048-11-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                | Alamo Re Ltd                                                            | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255925.00    | 0.25%             | 2026-06-07      | Floating      | 12.67%                | Yes           |                  2 | On Loan: No      |
| MYT HOLDING LLC                             | MYT Holding LLC                                                         | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     50188 | NS      | $19447.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                  | Grupo Aeromexico SAB de CV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     24166 | NS      | $426170.28    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2020-B18 Mortgage Trust                                       | CUSIP: 08163ABT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $966285.40    | 0.94%             | 2053-07-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MANGROVE LUXCO III                          | Mangrove Luxco III Sarl                                                 | CUSIP: 000000000<br>LEI: 549300GLJSZN1PU7T586 | Long             | DBT              | CORP              | LU        |    760000 | PA      | $859500.73    | 0.84%             | 2029-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| EPSOM RE 2025                               | EPSOM RE 2025                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $224782.53    | 0.22%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| TRICIDA INC                                 | TRICIDA INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $0.00         | 0.00%             | 2027-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Palisades Center Trust                      | Palisades Center Trust 2016-PLSD                                        | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $211410.00    | 0.21%             | 2033-04-13      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                           | MC Brazil Downstream Trading SARL                                       | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   1247475 | PA      | $964298.46    | 0.94%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                             | IHS Holding Ltd                                                         | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    230000 | PA      | $218485.76    | 0.21%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                | Alamo Re Ltd                                                            | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $259975.00    | 0.25%             | 2026-06-07      | Floating      | 15.53%                | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                            | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    740000 | PA      | $722565.24    | 0.70%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                           | Four Lakes Re Ltd                                                       | CUSIP: 35087TAE8<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $254125.00    | 0.25%             | 2027-01-07      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| HIH Trust                                   | HIH Trust 2024-61P                                                      | CUSIP: 40444VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493595.70    | 0.48%             | 2041-10-15      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N              | Ally Bank Auto Credit-Linked Notes Series 2024-B                        | CUSIP: 02007G4H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644350 | PA      | $643322.00    | 0.63%             | 2032-09-15      | Fixed         | 11.39%                | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                    | ION Trading Technologies Sarl                                           | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    265000 | PA      | $256637.40    | 0.25%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2023 LTD                     | Residential Reinsurance 2023 Ltd                                        | CUSIP: 76090WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $517750.00    | 0.50%             | 2027-12-06      | Floating      | 12.70%                | No            |                  2 | On Loan: No      |
| TORRICELLI RE 2023                          | TORRICELLI RE 2023                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $10350.00     | 0.01%             | 2029-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                      | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433387.12    | 0.42%             | 2066-11-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                              | Transocean Inc                                                          | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    440000 | PA      | $271070.47    | 0.26%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PANGAEA RE 2025-1                           | PANGAEA RE 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $434111.16    | 0.42%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CARPENTER TECHNOLOGY                        | Carpenter Technology Corp                                               | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    845000 | PA      | $869601.33    | 0.85%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                 | MCF CLO VII LLC                                                         | CUSIP: 55281FAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $992748.00    | 0.97%             | 2033-07-20      | Floating      | 13.68%                | No            |                  2 | On Loan: No      |
| MERION RE 2025-1                            | MERION RE 2025-1                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $680197.32    | 0.66%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| FIRST BRANDS GROUP LLC                      | First Brands Group LLC                                                  | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191582 | PA      | $178829.79    | 0.17%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                               | Purple Re Ltd                                                           | CUSIP: 74639NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260175.00    | 0.25%             | 2026-04-24      | Floating      | 17.14%                | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                   | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     53734 | PA      | $26890.04     | 0.03%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                 | Ursa Re Ltd                                                             | CUSIP: 90323WAL4<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $253675.00    | 0.25%             | 2025-12-06      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA                                                        | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $183061.58    | 0.18%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                              | Gateway Re Ltd                                                          | CUSIP: 36779CAC0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260725.00    | 0.25%             | 2026-02-24      | Floating      | 18.24%                | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                  | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222790.08    | 0.22%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                            | Allied Universal Holdco LLC / Allied Universal Finance Corp             | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $587077.34    | 0.57%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TORRICELLI RE 2024                          | TORRICELLI RE 2024                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $751337.25    | 0.73%             | 2030-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Berwick Re 2020-1, 12/31/23                 | Berwick Re 2020-1, 12/31/23                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    993323 | PA      | $0.00         | 0.00%             | 2025-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MYSTIC RE IV LTD                            | Mystic Re IV Ltd                                                        | CUSIP: 62865LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $521800.00    | 0.51%             | 2027-01-08      | Floating      | 16.28%                | Yes           |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity          | DIGICEL INTL FIN LTD Common Equity                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16729 | NS      | $142199.09    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CRUISE YACHT UPPER HOLDC                    | Cruise Yacht Upper HoldCo Ltd                                           | CUSIP: 000000000<br>LEI: 984500DE088QEE80G074 | Long             | DBT              | CORP              | MT        |    600000 | PA      | $583075.28    | 0.57%             | 2028-07-05      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                      | Cidron Aida Finco Sarl                                                  | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |   1080000 | PA      | $1208184.52   | 1.17%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                           | Matterhorn Re Ltd                                                       | CUSIP: 577092AN9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $244775.00    | 0.24%             | 2025-12-08      | Floating      | 10.10%                | Yes           |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                       | Lottomatica Group Spa                                                   | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    310000 | PA      | $364352.88    | 0.35%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin              | Santander Bank Auto Credit-Linked Notes Series 2022-A                   | CUSIP: 80290CAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $669865.89    | 0.65%             | 2032-05-15      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                              | Bonanza RE Ltd                                                          | CUSIP: 09785EAK7<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $253625.00    | 0.25%             | 2026-01-08      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                    | AmeriTex HoldCo Intermediate LLC                                        | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    846000 | PA      | $871495.90    | 0.85%             | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                     | GDZ Elektrik Dagitim AS                                                 | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |   1030000 | PA      | $964689.76    | 0.94%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                      | TMS International Corp/DE                                               | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    870000 | PA      | $804931.57    | 0.78%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/GBP FORWARD                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11839.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Atento ordinary                             | Atento ordinary                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    441379 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                       | Freedom Mortgage Holdings LLC                                           | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    640000 | PA      | $647089.28    | 0.63%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se              | Natixis Commercial Mortgage Securities Trust 2019-FAME                  | CUSIP: 63873VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $445694.04    | 0.43%             | 2036-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2019-KS12 Mortgage Trust                                          | CUSIP: 30311XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    993492 | PA      | $956975.89    | 0.93%             | 2029-08-25      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                     | Avis Budget Car Rental LLC / Avis Budget Finance Inc                    | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498850.00    | 0.48%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-HQA3                                 | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $464444.73    | 0.45%             | 2041-09-25      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                | Alamo Re Ltd                                                            | CUSIP: 011395AN0<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257925.00    | 0.25%             | 2027-06-07      | Floating      | 10.28%                | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2015-C28                          | CUSIP: 94989JAL0<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $866808.47    | 0.84%             | 2048-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEARWATER RE 2025                          | CLEARWATER RE 2025                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $500767.23    | 0.49%             | 2030-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Walton Health Re 2019, 6/30/22              | Walton Health Re 2019, 6/30/22                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $344.21       | 0.00%             | 2025-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | EUR/USD FORWARD                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $35815.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                     | Garfunkelux Holdco 3 SA                                                 | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $374222.16    | 0.36%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GALILEO RE LTD                              | Galileo Re Ltd                                                          | CUSIP: 36354TAN2<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $518500.00    | 0.50%             | 2028-01-07      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| Viribus Re 2022                             | Viribus Re 2022                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    221888 | PA      | $2751.41      | 0.00%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| SANDERS RE III LTD                          | Sanders Re III Ltd                                                      | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257800.00    | 0.25%             | 2028-04-07      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                     | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     12000 | PA      | $11328.00     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEEN STREET 2023 RE DAC                    | Queen Street 2023 RE DAC                                                | CUSIP: 747977AA4<br>LEI: 635400VHHVVMXL5BJI05 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $501100.00    | 0.49%             | 2025-12-08      | Floating      | 11.78%                | Yes           |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                     | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC             | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $795920.95    | 0.77%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                          | Mativ Holdings Inc                                                      | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    122151 | PA      | $121845.23    | 0.12%             | 2028-04-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                     | Latam Airlines Group SA                                                 | CUSIP: 51818LAB4<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    285000 | PA      | $318913.58    | 0.31%             | 2029-10-15      | Fixed         | 13.38%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                      | First Brands Group LLC                                                  | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    687468 | PA      | $641063.94    | 0.62%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | USD/EUR FORWARD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-26109.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                           | Triumph Group Inc                                                       | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    214000 | PA      | $224487.07    | 0.22%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                           | US RENAL CARE INC                                                       | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    401902 | PA      | $372094.02    | 0.36%             | 2028-06-28      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| LYB FINANCE CO BV                           | LYB Finance Co BV                                                       | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $317676.55    | 0.31%             | 2027-03-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| THOPAS RE 2024                              | THOPAS RE 2024                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    766025 | PA      | $7047.43      | 0.01%             | 2029-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CREDITO REAL SAB DE CV SOFOM ER             | CREDITO REAL SAB DE CV SOFOM ER                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    275000 | PA      | $27500.00     | 0.03%             | 2028-01-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brotherhood Mutual Re, 12/31/22             | Brotherhood Mutual Re, 12/31/22                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $0.00         | 0.00%             | 2026-01-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| DANAOS CORP                                 | Danaos Corp                                                             | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    655000 | PA      | $663470.46    | 0.65%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KILIMANJARO II RE LTD                       | Kilimanjaro II Re Ltd                                                   | CUSIP: 49407QAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $262800.00    | 0.26%             | 2028-06-30      | Floating      | 11.53%                | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE                    | Liberty Mutual Insurance Co                                             | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |   4106000 | PA      | $4577062.25   | 4.45%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                     | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $661891.12    | 0.64%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | USD/EUR FORWARD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22527.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11          | CUSIP: 46639YAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $117150.00    | 0.11%             | 2046-04-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                     | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     23591 | PA      | $17931.78     | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                   | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    149520 | PA      | $93300.71     | 0.09%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2021-3, 7/31/25                  | Alturas Re 2021-3, 7/31/25                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    213682 | PA      | $9808.00      | 0.01%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                           | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $100128.40    | 0.10%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GRUPO POSADAS SAB CV                        | Grupo Posadas SAB de CV                                                 | CUSIP: 400489AL4<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $727710.64    | 0.71%             | 2027-12-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                       | Nabors Industries Ltd                                                   | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    515000 | PA      | $409834.73    | 0.40%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                    | Acuris Finance US Inc / Acuris Finance SARL                             | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1226371.88   | 1.19%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6995.47      | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                    | Summit Midstream Holdings LLC                                           | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $709298.42    | 0.69%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                     | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    121000 | PA      | $103279.55    | 0.10%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                       | Long Ridge Energy LLC                                                   | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    910000 | PA      | $866510.19    | 0.84%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                       | Civitas Resources Inc                                                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    520000 | PA      | $510869.53    | 0.50%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                          | Cenovus Energy Inc                                                      | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $89427.12     | 0.09%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                        | Shelf Drilling Holdings Ltd                                             | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |    970000 | PA      | $686414.20    | 0.67%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                           | Kosmos Energy Ltd                                                       | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    405000 | PA      | $365744.04    | 0.36%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lorenz Re 2019, 6/30/22                     | Lorenz Re 2019, 6/30/22                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    498977 | PA      | $3642.53      | 0.00%             | 2025-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                         | CUSIP: 81369AEM0<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |       645 | PA      | $14381.16     | 0.01%             | 2028-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                     | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7680 | PA      | $7249.92      | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITIO                    | SERVICE LOGIC ACQUISITION INC                                           | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |    493705 | PA      | $494939.02    | 0.48%             | 2027-10-29      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                      | Banco GNB Sudameris SA                                                  | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |   1135000 | PA      | $1101260.54   | 1.07%             | 2031-04-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                          | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461000.90    | 0.45%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                     | UNIFIN FINANCIERA SAB DE CV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1174000 | PA      | $0.12         | 0.00%             | 2028-01-27      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| MONA LISA RE LTD                            | Mona Lisa Re Ltd                                                        | CUSIP: 608800AG3<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $256075.00    | 0.25%             | 2026-01-08      | Floating      | 16.78%                | Yes           |                  2 | On Loan: No      |
| AQUILA RE LTD 2023-1                        | Aquila Re I Ltd Series 2023-1                                           | CUSIP: 03843AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257750.00    | 0.25%             | 2026-06-08      | Floating      | 12.55%                | Yes           |                  2 | On Loan: No      |
| RESIDENTIAL RE 2022 LTD                     | Residential Reinsurance 2022 Ltd                                        | CUSIP: 76119YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    375000 | PA      | $387037.50    | 0.38%             | 2026-12-06      | Floating      | 11.97%                | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                     | Borr IHC Ltd / Borr Finance LLC                                         | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    228350 | PA      | $195398.34    | 0.19%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                          | Zegona Finance PLC                                                      | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $531710.00    | 0.52%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    915000 | PA      | $901694.44    | 0.88%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                      | Carriage Purchaser Inc                                                  | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1022192.87   | 0.99%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                     | Borr IHC Ltd / Borr Finance LLC                                         | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    310488 | PA      | $264069.88    | 0.26%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                       | Freedom Mortgage Corp                                                   | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    155000 | PA      | $170542.86    | 0.17%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-26

**Name of Applicant:** Pioneer Diversified High Income Fund, Inc.

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer