# EDGAR Filing Document

**Accession Number:** 0001886878
**File Stem:** 0001099263-26-007348
**Filing Date:** 2026-5
**Character Count:** 530496
**Document Hash:** d443c1292e45e9327011ebba9aea32b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007348.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007348

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Access Income Fund
- **CENTRAL INDEX KEY:** 0001886878

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23749
- **FILM NUMBER:** 261043723

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

**MAIL ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

## Nport-Ex

<br> Consolidated Schedule of Investments PIMCO Access Income Fund March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 157.1% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 39.6%**  |  |  |
| **Aligned Data Centers International LP**<br>7.223% due 12/18/2029 «~ | $3400 | $3422 |
| **Altice France SA**  |  |  |
| 7.797% (TSFR3M + 4.125%) due 04/30/2028 ~ | 852 | 849 |
| 8.735% (TSFR3M + 5.063%) due 10/30/2028 ~ | 3148 | 3139 |
| 9.047% (TSFR3M + 5.375%) due 05/14/2029 ~ | 2628 | 2616 |
| 10.547% (TSFR3M + 6.875%) due 05/31/2031 ~ | 1938 | 1946 |
| **AP Core Holdings II LLC**<br>9.428% (TSFR3M + 5.500%) due 09/01/2027 ~ | 1844 | 1802 |
| **Bausch Health Cos., Inc.**<br>9.918% (TSFR1M + 6.250%) due 10/08/2030 ~ | 2182 | 2112 |
| **Central Parent, Inc.**<br>6.950% (TSFR3M + 3.250%) due 07/06/2029 ~ | 7496 | 5369 |
| **Cerba Healthcare SAS**  |  |  |
| 5.839% (EUR006M + 3.700%) due 06/30/2028 ~ | 2500 | 2137 |
| 6.089% (EUR006M + 3.950%) due 02/16/2029 ~ | 3000 | 2561 |
| **Circor International, Inc.**<br>0.500% due 06/20/2029 «~µ | $166 | 167 |
| **Clover Holdings 2 LLC**<br>TBD% - 3.500% due 12/10/2029 ~µ | 846 | 780 |
| **Comexposium**  |  |  |
| TBD% (EUR012M + 0.000%) due 03/28/2031 «~ | 5476 | 7722 |
| TBD% (EUR012M + 0.000%) due 07/10/2031 «~ | 13232 | 18659 |
| TBD% - 1.138% (EUR012M + 0.000%) due 10/16/2031 «~ | 1916 | 2701 |
| **Coreweave Compute Acquisition Co. II LLC**<br>13.266% - 13.326% (TSFR3M + 9.620%) due 07/31/2028 «~ | $2187 | 2252 |
| **Coreweave Compute Acquisition Co. IV LLC**<br>9.669% - 9.700% (TSFR3M + 6.000%) due 05/16/2029 «~ | 5823 | 6000 |
| **Databricks, Inc.**  |  |  |
| 1.000% due 01/05/2032 ~µ | 362 | 361 |
| 8.171% (TSFR1M + 4.500%) due 01/05/2032 ~ | 1638 | 1629 |
| **Dun & Bradstreet Corp.**  |  |  |
| 0.500% - 5.500% due 08/26/2032 «~µ | 155 | 156 |
| 0.500% - 5.500% (TSFR1M + 5.500%) due 08/26/2032 «~ | 1551 | 1520 |
| **Envalior Finance GmbH**<br>7.526% (EUR003M + 5.500%) due 03/29/2030 ~ | 2400 | 2495 |
| **Envision Healthcare Corp.**  |  |  |
| 11.641% (TSFR3M + 7.875%) due 07/20/2026 «~ | $102 | 102 |
| 11.641% (TSFR3M + 7.875%) due 11/03/2028 «~ | 14057 | 14478 |
| **Espai Barca Fondo De Titulizacion (6.500% PIK)**<br>6.500% (EUR006M + 0.000%) due 06/30/2028 «~(b) | 3432 | 4345 |
| **Finastra USA, Inc.**  |  |  |
| 7.671% (TSFR3M + 4.000%) due 09/15/2032 ~ | $5700 | 5366 |
| 10.674% (TSFR3M + 7.000%) due 09/15/2033 ~ | 400 | 346 |
| **Forward Air Corp.**<br>8.167% (TSFR3M + 4.500%) due 12/19/2030 ~ | 3539 | 3454 |
| **Galaxy U.S. Opco, Inc.**<br>12.667% (TSFR3M + 5.250%) due 07/31/2030 ~ | 5994 | 5202 |
| **Gateway Casinos & Entertainment Ltd.**<br>9.936% (TSFR3M + 6.250%) due 12/18/2030 ~ | 2515 | 2521 |
| **Gray Television, Inc.**<br>8.918% (TSFR1M + 5.250%) due 06/04/2029 ~ | 24 | 24 |
| **Guardian**  |  |  |
| 1.000% due 08/29/2032 «~µ | 300 | 300 |
| 9.167% (TSFR3M + 5.500%) due 08/29/2032 «~ | 2100 | 2081 |
| **Harp Finco Ltd.**<br>8.727% due 03/27/2032 «~ | 2319 | 3092 |
| **Houghton Mifflin Harcourt Publishing Co.**<br>9.018% (TSFR1M + 5.250%) due 04/09/2029 ~ | $100 | 85 |
| **iHeartCommunications, Inc.**<br>9.557% (TSFR1M + 5.775%) due 05/01/2029 ~ | 2795 | 2458 |
| **Ineos U.S. Finance LLC**<br>6.918% (TSFR1M + 3.250%) due 02/18/2030 ~ | 4563 | 4001 |
| **Ivanti Software, Inc.**  |  |  |
| 8.411% (TSFR3M + 4.750%) due 06/01/2029 ~ | 4768 | 3236 |
| 9.411% (TSFR3M + 5.750%) due 06/01/2029 ~µ | 636 | 637 |
| **J&J Ventures Gaming LLC**<br>8.782% (TSFR1M + 5.000%) due 04/26/2028 «~ | 1152 | 1152 |
| **McAfee LLC**<br>6.668% (TSFR1M + 3.000%) due 03/01/2029 ~ | 497 | 446 |
| **MPH Acquisition Holdings LLC**  |  |  |
| 7.417% (TSFR3M + 3.750%) due 12/31/2030 ~ | 136 | 136 |
| 8.528% (TSFR3M + 4.600%) due 12/31/2030 ~ | 3910 | 3481 |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Newfold Digital Holdings Group, Inc.**  |  |  |
| 7.269% - 9.442% (TSFR1M + 3.500%) due 04/30/2029 ~ | 3170 | 2184 |
| 7.269% - 9.442% (TSFR3M + 5.750%) due 04/30/2029 «~ | 316 | 240 |
| **Nscale AS**<br>TBD% - 8.700% (TSFR3M + 5.000%) due 08/11/2032 «~µ | 3000 | 3000 |
| **OCS Group Holdings Ltd.**<br>8.980% due 11/28/2031 ~ | 1700 | 2242 |
| **Paradigm Parent LLC**<br>8.200% (TSFR3M + 4.500%) due 04/16/2032 ~ | $1393 | 1156 |
| **Peraton Corp.**  |  |  |
| 7.517% (TSFR3M + 3.750%) due 02/01/2028 ~ | 16726 | 14315 |
| 11.523% (TSFR3M + 7.750%) due 02/01/2029 ~ | 480 | 348 |
| **Polaris Newco LLC**  |  |  |
| 6.026% (EUR003M + 4.000%) due 06/02/2028 ~ | 2726 | 2684 |
| 7.928% (TSFR3M + 4.000%) due 06/02/2028 ~ | $9704 | 8567 |
| **Poseidon Bidco SASU**<br>7.504% (EUR006M + 5.000%) due 03/13/2030 ~ | 3600 | 1248 |
| **Promotora de Informaciones SA**  |  |  |
| 7.249% (EUR003M + 5.220%) due 06/29/2029 ~ | 21112 | 24524 |
| 7.499% (EUR003M + 5.470%) due 12/31/2029 «~ | 4274 | 4829 |
| **Puris LLC**<br>9.420% - 9.451% (TSFR3M + 5.750%) due 06/30/2031 «~ | $1936 | 1871 |
| **SCUR-Alpha 1503 GmbH**<br>9.167% (TSFR3M + 5.500%) due 03/29/2030 ~ | 5777 | 5084 |
| **Softbank Vision Fund II**<br>7.350% (TSFR3M + 3.650%) due 04/25/2029 «~ | 2647 | 2691 |
| **Spruce Bidco II, Inc.**  |  |  |
| 0.500% - 8.371% (TSFR6M + 4.750%) due 01/30/2032 «~µ | 260 | 259 |
| 0.500% - 8.371% (JY0003M + 5.000%) due 01/30/2032 «~ | 22195 | 139 |
| 0.500% - 8.371% (CDOR06 + 4.750%) due 01/30/2032 «~ | 207 | 148 |
| 0.500% - 8.371% (TSFR6M + 4.750%) due 01/30/2032 «~ | $1144 | 1134 |
| **Steenbok Lux Finco 2 SARL**<br>1TBD% due 12/31/2028 ~ | 24948 | 7742 |
| **Stepstone Group Midco 2 GmbH**  |  |  |
| 6.599% (EUR006M + 4.500%) due 04/26/2032 ~ | 7800 | 7920 |
| 8.199% (TSFR6M + 4.500%) due 12/19/2031 ~ | $1290 | 1135 |
| **Strategic Gaming Commitment**<br>10.672% (TSFR3M + 7.000%) due 10/15/2030 «~ | 2200 | 2244 |
| **Subcalidora 2**<br>7.877% (EUR003M + 5.750%) due 08/14/2029 «~ | 6400 | 7231 |
| **Syniverse Holdings, Inc.**<br>10.700% (TSFR3M + 7.000%) due 05/13/2027 «~ | $9159 | 8483 |
| **Transnet SOC Ltd.**<br>10.658% due 03/02/2028 «~ | 24895 | 1452 |
| **U.S. Renal Care, Inc.**<br>8.782% (TSFR1M + 5.000%) due 06/28/2028 ~ | $21147 | 19973 |
| **Unicorn Bay**<br>13.000% due 12/31/2026 «~ | 34917 | 4509 |
| **Upfield BV**<br>TBD% due 10/31/2030 | 6500 | 8238 |
| Total Loan Participations and Assignments (Cost $287,642) |  | 272928 |
| **CORPORATE BONDS & NOTES 26.8%**  |  |  |
| **BANKING & FINANCE 6.1%**  |  |  |
| **Alamo Re Ltd.** <br>15.390% (FHMMUSTF + 11.880%) due 06/08/2026 ~ | $300 | 306 |
| **Armor Holdco, Inc.** <br>8.500% due 11/15/2029 (i) | 4200 | 3840 |
| **Cape Lookout Re Ltd.**  |  |  |
| 8.760% (FHMMUSTF + 5.250%) due 03/21/2033 ~  | 250 | 250 |
| 9.510% (FHMMUSTF + 6.000%) due 03/21/2033 ~  | 250 | 250 |
| 12.239% (GSMMUSTF + 8.702%) due 04/05/2027 ~(i)  | 800 | 813 |
| **Corestate Capital Holding SA (8.000% Cash or 9.000% PIK)** <br>8.000% due 12/31/2028 (b) | 509 | 306 |
| **East Lane Re VII Ltd.** <br>12.160% (BRMMUSDF + 8.500%) due 03/31/2032 ~ | $250 | 250 |
| **Everglades Re II Ltd.**  |  |  |
| 14.041% (GSMMUSTI + 10.500%) due 05/13/2027 ~  | 300 | 304 |
| 15.041% (GSMMUSTI + 11.500%) due 05/13/2031 ~  | 300 | 305 |
| 16.291% (GSMMUSTI + 12.750%) due 05/13/2027 ~  | 300 | 305 |
| **Gateway Re Ltd.** <br>5.560% (BRMMUSDF + 2.000%) due 07/06/2029 ~ | 700 | 700 |
| **Golden Bear Re Ltd.**  |  |  |
| 13.162% (T-BILL 1MO + 9.500%) due 03/08/2032 ~  | 250 | 250 |
| 13.412% (JMMMUSTF + 9.750%) due 01/08/2029 ~  | 420 | 428 |
| **Greengrove RE Ltd.** <br>11.290% (BNMMDTSC + 7.750%) due 04/08/2032 ~ | 250 | 259 |
| **Hestia Re Ltd.** <br>3.640% (BNMMDTSC + 0.100%) due 04/22/2029 ~ | 27 | 15 |
| **Integrity RE III Ltd.** <br>29.010% (FHMMUSTF + 25.500%) due 06/06/2027 ~ | 250 | 275 |
| **Integrity Re Ltd.**  |  |  |
| 20.744% (FHMMUSTF + 17.234%) due 06/08/2026 ~(i)  | 400 | 412 |
| 26.306% (FHMMUSTF + 22.796%) due 06/08/2026 ~  | 400 | 415 |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **ION Platform Finance SARL**  |  |  |
| 6.500% due 09/30/2030 (i)  | 2500 | 2414 |
| 6.875% due 09/30/2032 (i)  | 1800 | 1663 |
| 7.875% due 05/01/2029 (i)  | 5600 | 6041 |
| **ION Platform Finance U.S., Inc.** <br>7.875% due 09/30/2032 | $200 | 155 |
| **ION Platform Finance U.S., Inc./ION Platform Finance SARL**  |  |  |
| 5.000% due 05/01/2028 (i)  | 500 | 468 |
| 8.750% due 05/01/2029 (i)  | 1400 | 1303 |
| 9.000% due 08/01/2029 (i)  | 2200 | 2042 |
| 9.500% due 05/30/2029 (i)  | 1100 | 1037 |
| **Luca RE Ltd.** <br>10.810% (JMMMUSTF + 7.250%) due 07/22/2031 ~(i) | 300 | 309 |
| **Nature Coast Re Ltd.**  |  |  |
| 11.661% (T-BILL 3MO + 8.000%) due 02/26/2030 ~  | 250 | 249 |
| 13.291% (GSMMUSTI + 9.750%) due 04/10/2033 ~  | 250 | 259 |
| **Polestar Re Ltd.**  |  |  |
| 14.150% (BRMMUSDF + 10.590%) due 01/07/2028 ~  | 300 | 314 |
| 16.810% (BRMMUSDF + 13.250%) due 01/07/2027 ~  | 800 | 827 |
| **Quercus II Re DAC** <br>13.079% (EUR003M + 11.000%) due 01/07/2028 ~ | 250 | 289 |
| **Sanders Re III Ltd.** <br>15.880% (BRMMUSDF + 12.320%) due 04/09/2029 ~ | $1815 | 1180 |
| **Thames Ssnm Unfunded Comm** <br>9.750% due 10/10/2027  | 27 | 34 |
| **Titanium 2l Bondco SARL** <br>6.250% due 01/14/2031 | 18731 | 3518 |
| **Torrey Pines Re Ltd.**  |  |  |
| 9.596% (JMMMUSTF + 6.036%) due 06/07/2027 ~(i)  | $250 | 258 |
| 10.666% (JMMMUSTF + 7.106%) due 06/07/2027 ~  | 250 | 259 |
| **Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC** <br>6.000% due 01/15/2030 (i) | 8000 | 7533 |
| **Ursa Re II Ltd.** <br>11.411% (MSMMUSTF + 7.750%) due 06/07/2028 ~ | 250 | 252 |
| **Ursa Re Ltd.**  |  |  |
| 11.041% (GSMMUSTI + 7.500%) due 02/22/2028 ~(i)  | 400 | 409 |
| 12.810% (JMMMUSTF + 9.250%) due 12/07/2028 ~(i)  | 900 | 926 |
| **Winston RE Ltd.** <br>15.230% (BNMMDTSC + 11.690%) due 02/26/2031 ~ | 700 | 731 |
|  |  | 42153 |
| **INDUSTRIALS 17.4%**  |  |  |
| **Altice France Lux 3/Altice Holdings 1** <br>10.000% due 01/15/2033 (i) | 3178 | 2892 |
| **Altice France SA** <br>9.500% due 11/01/2029 (i) | 998 | 1009 |
| **ams-OSRAM AG**  |  |  |
| 10.500% due 03/30/2029 (i)  | 4800 | 5830 |
| 12.250% due 03/30/2029 (i)  | $2250 | 2395 |
| **APLD ComputeCo 2 LLC** <br>6.750% due 03/15/2031 (i) | 400 | 397 |
| **Aston Martin Capital Holdings Ltd.**  |  |  |
| 10.000% due 03/31/2029 (i)  | 3800 | 2863 |
| 10.375% due 03/31/2029 (i)  | 1600 | 1638 |
| **Beignet Investor LLC** <br>6.581% due 05/30/2049 (i) | $2060 | 2120 |
| **Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc.** <br>8.000% due 06/15/2029 (i) | 2870 | 2136 |
| **Central Parent, Inc./CDK Global, Inc.** <br>7.250% due 06/15/2029 (i) | 3320 | 2393 |
| **Cheplapharm Arzneimittel GmbH** <br>7.500% due 05/15/2030 (i) | 400 | 467 |
| **Cogent Communications Group LLC/Cogent Finance, Inc.**  |  |  |
| 7.000% due 06/15/2027 (i)  | $580 | 573 |
| 7.000% due 06/15/2027  | 100 | 99 |
| **Directv Financing LLC** <br>8.875% due 02/01/2030 (i) | 100 | 100 |
| **DISH DBS Corp.**  |  |  |
| 5.250% due 12/01/2026 (i)  | 4820 | 4781 |
| 5.750% due 12/01/2028 (i)  | 17600 | 17033 |
| 7.750% due 07/01/2026 (i)  | 2500 | 2495 |
| **Ecopetrol SA**  |  |  |
| 4.625% due 11/02/2031 (i)  | 600 | 534 |
| 7.750% due 02/01/2032 (i)  | 12800 | 12937 |
| **Flora Food Management BV** <br>7.500% due 10/31/2030 | 500 | 573 |
| **GSG Bidco Ltd.** <br>6.375% due 06/15/2051 | 1000 | 1148 |
| **Incora Intermediate II LLC (0.500% PIK)** <br>0.500% due 01/31/2030 «(b) | $2627 | 2627 |
| **Incora Top Holdco LLC** <br>6.000% due 01/30/2033 «(h) | 1826 | 2765 |
| **JetBlue Airways Corp./JetBlue Loyalty LP** <br>9.875% due 09/20/2031 (i) | 1438 | 1361 |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Motion Finco SARL** <br>7.375% due 06/15/2030 (i) | 1400 | 1405 |
| **MPH Acquisition Holdings LLC** <br>5.750% due 12/31/2030 (i) | $5000 | 3831 |
| **MPH Acquisition Holdings LLC (6.500% Cash and 5.000% PIK)** <br>11.500% due 12/31/2030 (b)(i) | 3362 | 3042 |
| **National Mentor Holdings, Inc.** <br>10.500% due 12/15/2030 (i) | 1100 | 1136 |
| **Newfold Digital Holdings Group, Inc.** <br>7.269% due 04/30/2029 | 3878 | 1834 |
| **Nissan Motor Co. Ltd.** <br>7.500% due 07/17/2030 (i) | 400 | 403 |
| **Ocado Group PLC**  |  |  |
| 10.500% due 08/08/2029 (i)  | 4500 | 5890 |
| 11.000% due 06/15/2030 (i)  | 2810 | 3714 |
| **Petroleos de Venezuela SA**  |  |  |
| 6.000% due 11/15/2026 ^(c)  | $3300 | 1136 |
| 9.750% due 05/17/2035 ^(c)  | 1900 | 794 |
| **Petroleos Mexicanos** <br>6.700% due 02/16/2032 (i) | 1978 | 1937 |
| **ProFrac Holdings II LLC** <br>10.932% (TSFR3M + 7.250%) due 01/23/2029 ~(i) | 2496 | 2490 |
| **Sonangol Finance Ltd.** <br>10.000% due 01/29/2031 | 2100 | 2094 |
| **Thames Water Super Senior Issuer PLC** <br>9.750% due 10/10/2027 | 117 | 169 |
| **Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC**  |  |  |
| 8.250% due 05/15/2030 (i)  | 4800 | 4809 |
| 9.500% due 05/15/2030 (i)  | $1200 | 1061 |
| **U.S. Renal Care, Inc.** <br>10.625% due 06/28/2028 | 4470 | 3732 |
| **Ubisoft Entertainment SA** <br>0.878% due 11/24/2027 (i) | 3200 | 2988 |
| **Vale SA** <br>0.000% due 12/29/2049 ~(g) | 10300 | 871 |
| **Venture Global LNG, Inc.** <br>9.500% due 02/01/2029 (i) | $820 | 887 |
| **Viridien**  |  |  |
| 8.500% due 10/15/2030 (i)  | 1989 | 2420 |
| 10.000% due 10/15/2030 (i)  | $1245 | 1326 |
| **VZ Secured Financing BV** <br>7.500% due 01/15/2033 (i) | 1200 | 1132 |
|  |  | 120267 |
| **UTILITIES 3.3%**  |  |  |
| **Altice Holdings 1 SARL** <br>0.010% due 12/31/2099 « | 15 | 204 |
| **OI SA (10.000% Cash or 6.000% PIK and 7.500% Cash or 13.500% PIK)** <br>10.000% due 06/30/2027 ^(b)(c) | $17124 | 8305 |
| **OI SA (8.500% PIK)** <br>8.500% due 12/31/2028 ^(b)(c) | 35764 | 380 |
| **Peru LNG SRL** <br>5.375% due 03/22/2030 (i) | 7056 | 6854 |
| **Petersen Claim Units** <br>0.000% due 12/31/2099 «(h) | 46 | 206 |
| **Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC** <br>6.500% due 02/15/2029 (i) | 6725 | 6538 |
|  |  | 22487 |
| Total Corporate Bonds & Notes (Cost $231,973) |  | 184907 |
| **CONVERTIBLE BONDS & NOTES 0.2%**  |  |  |
| **INDUSTRIALS 0.2%**  |  |  |
| **Ubisoft Entertainment SA** <br>2.375% due 11/15/2028 | 1200 | 1325 |
| Total Convertible Bonds & Notes (Cost $1,347) |  | 1325 |
| **U.S. GOVERNMENT AGENCIES 6.9%**  |  |  |
| **Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust**  |  |  |
| 4.500% due 02/25/2059 - 11/25/2061 ~(i) | $14394 | 13764 |
| 4.750% due 08/25/2058 ~(i) | 7602 | 7419 |
| **Federal Home Loan Mortgage Corp. STACR REMICS Trust**  |  |  |
| 10.762% due 01/25/2042 •(i) | 2000 | 2076 |
| 11.162% due 10/25/2041 •(i) | 7400 | 7612 |
| 11.462% due 11/25/2041 •(i) | 6229 | 6442 |
| **Federal National Mortgage Association Connecticut Avenue Securities Trust**  |  |  |
| 9.662% due 10/25/2041 •(i) | 4755 | 4854 |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 13.162% due 03/25/2042 •(i) | 5200 | 5558 |
| Total U.S. Government Agencies (Cost $46,353) |  | 47725 |
| **U.S. TREASURY OBLIGATIONS 0.2%**  |  |  |
| **U.S. Treasury Bonds**  |  |  |
| 4.875% due 08/15/2045 (k)(m) | 386 | 385 |
| **U.S. Treasury Notes**  |  |  |
| 4.250% due 08/15/2035 (k)(m) | 724 | 721 |
| Total U.S. Treasury Obligations (Cost $1,138) |  | 1106 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 27.6%**  |  |  |
| **245 Park Avenue Trust** <br>3.657% due 06/05/2037 ~(i) | 2680 | 2610 |
| **Ashford Hospitality Trust** <br>6.945% due 04/15/2035 •(i) | 14536 | 14342 |
| **Banc of America Funding Trust** <br>6.500% due 07/25/2047 | 820 | 637 |
| **BBCCRE Trust** <br>4.563% due 08/10/2033 ~(i) | 5370 | 4310 |
| **BBCMS Mortgage Trust** <br>3.688% due 02/15/2053 ~(i) | 4785 | 3001 |
| **BCAP LLC Trust**  |  |  |
| 1.145% due 11/27/2036 •(i)  | 38346 | 8467 |
| 3.640% due 04/25/2038 ~(i)  | 2883 | 2221 |
| **BCP Trust** <br>7.425% due 06/15/2038 •(i) | 5500 | 415 |
| **Beast Mortgage Trust**  |  |  |
| 7.237% due 03/15/2036 •(i)  | 6750 | 1093 |
| 8.237% due 03/15/2036 •(i)  | 2500 | 274 |
| **BMO Mortgage Trust**  |  |  |
| 3.269% due 02/17/2055 ~(i)  | 9615 | 9156 |
| 3.939% due 02/17/2055 ~(i)  | 11000 | 8124 |
| **BSST Mortgage Trust**  |  |  |
| 9.173% due 02/15/2037 •(i)  | 8800 | 422 |
| 10.173% due 02/15/2037 •  | 1500 | 41 |
| **CHL Mortgage Pass-Through Trust** <br>6.500% due 01/25/2038 (i) | 13893 | 5773 |
| **CLNY Trust**  |  |  |
| 6.059% due 11/15/2038 •(i)  | 2300 | 2205 |
| 6.755% due 11/15/2038 •(i)  | 1600 | 1508 |
| **CSMC Trust** <br>6.994% due 07/15/2032 •(i) | 12000 | 11937 |
| **DOLP Trust** <br>3.704% due 05/10/2041 ~(i) | 14250 | 10555 |
| **GSMSC Resecuritization Trust** <br>3.362% due 11/26/2037 (i) | 10882 | 10278 |
| **JP Morgan Chase Commercial Mortgage Securities Trust**  |  |  |
| 6.020% due 12/15/2031 •(i)  | 5025 | 4918 |
| 6.227% due 06/15/2038 •(i)  | 3276 | 2727 |
| 6.887% due 03/15/2036 •(i)  | 2000 | 1090 |
| 7.427% due 06/15/2038 •  | 250 | 162 |
| 7.637% due 03/15/2036 •(i)  | 12756 | 6095 |
| 8.637% due 03/15/2036 •  | 1000 | 258 |
| **MRCD Mortgage Trust** <br>2.718% due 12/15/2036 (i) | 16198 | 8815 |
| **New Orleans Hotel Trust** <br>6.409% due 04/15/2032 •(i) | 12700 | 12476 |
| **New Residential Mortgage Loan Trust** <br>3.828% due 11/25/2059 ~(i) | 15500 | 9108 |
| **Project Cashmere**  |  |  |
| 0.000% due 12/30/2057 «(a)  | 6100 | 4209 |
| 7.563% due 12/30/2057 «(a)  | 2400 | 1656 |
| 8.643% due 12/30/2057 «(a)  | 2700 | 1863 |
| **SFO Commercial Mortgage Trust**  |  |  |
| 6.187% due 05/15/2038 •  | $340 | 337 |
| 6.687% due 05/15/2038 •(i)  | 6500 | 6431 |
| **Stratton Hawksmoor PLC**  |  |  |
| 5.745% due 02/25/2053 •(i)  | 3800 | 5021 |
| 6.495% due 02/25/2053 •(i)  | 8379 | 11071 |
| **Uropa Securities PLC** <br>3.381% due 10/10/2040 •(i) | 2640 | 2822 |
| **WaMu Mortgage Pass-Through Certificates Trust** <br>4.693% due 10/25/2045 •(i) | $7152 | 6336 |
| **Wells Fargo Commercial Mortgage Trust** <br>4.928% due 12/15/2039 ~(i) | 8600 | 7484 |
| Total Non-Agency Mortgage-Backed Securities (Cost $236,934) |  | 190248 |
| **ASSET-BACKED SECURITIES 29.7%**  |  |  |
| **AUTOMOBILE ABS OTHER 0.3%**  |  |  |
| **Flagship Credit Auto Trust** <br>0.000% due 06/15/2029 «(f) | 25 | 0 |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Santander Bank Auto Credit-Linked Notes**  |  |  |
| 7.762% due 06/15/2032  | 565 | 574 |
| 10.171% due 06/15/2032  | 732 | 752 |
| 13.030% due 06/15/2032  | 847 | 876 |
|  |  | 2202 |
| **AUTOMOBILE SEQUENTIAL 0.7%**  |  |  |
| **CPS Auto Securitization Trust** <br>11.000% due 06/16/2032 «(i) | 4832 | 4901 |
| **HOME EQUITY OTHER 19.8%**  |  |  |
| **ACE Securities Corp. Home Equity Loan Trust**  |  |  |
| 4.213% due 04/25/2036 •(i)  | 24347 | 19614 |
| 4.233% due 08/25/2036 •(i)  | 20667 | 4685 |
| **Aegis Asset-Backed Securities Trust** <br>4.768% due 06/25/2035 •(i) | 4500 | 1431 |
| **Bear Stearns Asset-Backed Securities I Trust** <br>4.843% due 07/25/2034 •(i) | 3620 | 3895 |
| **BNC Mortgage Loan Trust** <br>4.083% due 05/25/2037 •(i) | 16250 | 14188 |
| **Countrywide Asset-Backed Certificates Trust**  |  |  |
| 4.053% due 06/25/2047 •(i)  | 15238 | 12737 |
| 4.168% due 06/25/2047 •(i)  | 10600 | 9589 |
| 4.763% due 08/25/2047 •(i)  | 2000 | 1791 |
| **GSAMP Trust**  |  |  |
| 4.213% due 05/25/2046 •(i)  | 13995 | 12597 |
| 4.738% due 07/25/2045 •(i)  | 15226 | 11807 |
| **Home Equity Mortgage Loan Asset-Backed Trust** <br>4.708% due 10/25/2035 •(i) | 11200 | 10006 |
| **HSI Asset Securitization Corp. Trust** <br>4.603% due 12/25/2035 •(i) | 13243 | 10544 |
| **Long Beach Mortgage Loan Trust** <br>5.368% due 02/25/2035 •(i) | 10308 | 9631 |
| **Merrill Lynch Mortgage Investors Trust** <br>4.843% due 04/25/2036 •(i) | 5987 | 5447 |
| **Saxon Asset Securities Trust** <br>4.083% due 01/25/2047 •(i) | 1713 | 1675 |
| **Structured Asset Securities Corp. Mortgage Loan Trust** <br>5.218% due 02/25/2036 •(i) | 6876 | 6640 |
|  |  | 136277 |
| **WHOLE LOAN COLLATERAL 3.1%**  |  |  |
| **First Franklin Mortgage Loan Trust** <br>4.103% due 10/25/2036 •(i) | 14744 | 12366 |
| **Securitized Asset-Backed Receivables LLC Trust** <br>4.393% due 11/25/2035 •(i) | 5029 | 4396 |
| **Specialty Underwriting & Residential Finance Trust** <br>5.593% due 12/25/2035 •(i) | 4749 | 4646 |
|  |  | 21408 |
| **OTHER ABS 5.8%**  |  |  |
| **College Avenue Student Loans Trust**  |  |  |
| 0.000% due 06/25/2054 «(f)  | 5 | 2778 |
| 8.660% due 06/25/2054 (i)  | 914 | 966 |
| **Cologix Canadian Issuer LP** <br>7.740% due 01/25/2052 (i) | 5400 | 3828 |
| **Deer Park CLO DAC** <br>0.000% due 10/15/2034 ~ | 4000 | 1886 |
| **Duke Funding VI Ltd.** <br>7.250% due 04/08/2039 •(i) | $125567 | 9688 |
| **LendingPoint Pass-Through Trust**  |  |  |
| 0.000% due 04/15/2028 «(f)  | 7600 | 716 |
| 0.000% due 05/15/2028 (f)  | 7554 | 863 |
| **RR 1 LLC** <br>0.000% due 07/15/2117 ~ | 3200 | 395 |
| **RR 17 Ltd.** <br>0.000% due 07/15/2034 ~ | 4000 | 1232 |
| **RR 7 Ltd.** <br>0.000% due 01/15/2120 ~(i) | 14600 | 3306 |
| **SMB Private Education Loan Trust**  |  |  |
| 0.000% due 11/16/2054 «(f)  | 9 | 6620 |
| 0.000% due 02/16/2055 «(f)  | 5 | 4450 |
| **Upstart Securitization Trust** <br>7.410% due 09/20/2035 (i) | 3500 | 3559 |
|  |  | 40287 |
| Total Asset-Backed Securities (Cost $249,087) |  | 205075 |
| **SOVEREIGN ISSUES 9.4%**  |  |  |
| **Angola Government International Bonds** <br>8.000% due 11/26/2029 (i) | 700 | 693 |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Argentina Republic Government International Bonds**  |  |  |
| 0.750% due 07/09/2030 þ(i)  | 504 | 423 |
| 3.500% due 07/09/2041 þ(i)  | 1700 | 1141 |
| 4.125% due 07/09/2035 þ(i)  | 1100 | 797 |
| **Avenir Issuer IV Ireland DAC** <br>6.000% due 10/25/2027 | 1578 | 1529 |
| **Colombia Government International Bonds** <br>1.000% due 03/26/2031  | 284700 | 60 |
| **Colombia TES**  |  |  |
| 1.000% due 08/22/2029  | 212300 | 54 |
| 9.250% due 05/28/2042  | 146000 | 30 |
| 11.000% due 08/22/2029  | 3361600 | 848 |
| 11.500% due 07/25/2046  | 73000 | 18 |
| 11.750% due 01/24/2035  | 50271500 | 12464 |
| 12.000% due 03/13/2058  | 481000 | 118 |
| 12.750% due 11/28/2040  | 560000 | 148 |
| **Congolese International Bonds** <br>9.500% due 02/17/2035 (i) | $400 | 361 |
| **Dominican Republic International Bonds** <br>10.500% due 03/15/2037 (i) | 351800 | 6040 |
| **Ecuador Government International Bonds**  |  |  |
| 0.000% due 07/31/2030 (f)(i)  | $2430 | 2037 |
| 8.750% due 01/29/2034 (i)  | 5700 | 5609 |
| **Egypt Government Bonds** <br>19.698% due 10/14/2030 | 467300 | 8418 |
| **Republic of Kenya Government International Bonds**  |  |  |
| 7.875% due 02/26/2034 (i)  | $1900 | 1729 |
| 8.700% due 02/26/2039 (i)  | 1900 | 1724 |
| **Romania Government International Bonds**  |  |  |
| 5.875% due 07/11/2032 (i)  | 2300 | 2697 |
| 6.250% due 09/10/2034  | 3400 | 3993 |
| **Russia Foreign Bonds - Eurobond**  |  |  |
| 5.625% due 04/04/2042  | $8800 | 6160 |
| 5.875% due 09/16/2043  | 200 | 137 |
| **Turkiye Government Bonds**  |  |  |
| 39.740% (BISTREFI) due 05/17/2028 ~(i)  | 27900 | 626 |
| 40.299% (BISTREFI) due 09/06/2028 ~(i)  | 240100 | 5381 |
| **Venezuela Government International Bonds**  |  |  |
| 9.250% due 09/15/2027 ^(c)(i)  | $1800 | 864 |
| 9.250% due 05/07/2028 ^(c)(i)  | 600 | 276 |
| 11.750% due 10/21/2026 ^(c)  | 100 | 52 |
| 11.950% due 08/05/2031 ^(c)  | 300 | 154 |
| Total Sovereign Issues (Cost $63,491) |  | 64581 |
|  | SHARES |  |
| **COMMON STOCKS 6.5%**  |  |  |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **Steinhoff International Holdings NV «(d)(h)** | 39030044 | 0 |
| **West Marine «(d)(h)** | 8371 | 53 |
|  |  | 53 |
| **FINANCIALS 1.3%**  |  |  |
| **Banca Monte dei Paschi di Siena SpA** | 1073500 | 9367 |
| **HEALTH CARE 4.6%**  |  |  |
| **AmSurg Corp. «(d)(h)** | 718727 | 31606 |
| **INDUSTRIALS 0.6%**  |  |  |
| **Incora New Equity «(d)(h)** | 80167 | 3036 |
| **Luxco Co. Ltd. «(d)(h)** | 60652 | 1122 |
|  |  | 4158 |
| **REAL ESTATE 0.0%**  |  |  |
| **MNSN Holdings, Inc. «(d)(h)** | 3863 | 239 |
| Total Common Stocks (Cost $37,251) |  | 45423 |
| **WARRANTS 0.0%**  |  |  |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **West Marine - Exp. 09/08/2028 «** | 14259 | 0 |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Total Warrants (Cost $0) |  | 0 |
| **PREFERRED SECURITIES 6.9%**  |  |  |
| **BANKING & FINANCE 0.9%**  |  |  |
| **ADLER Group SA** « | 3298852 | 0 |
| **WAFC Voussoir** « | 6320668 | 6321 |
|  |  | 6321 |
| **INDUSTRIALS 6.0%**  |  |  |
| **Atlas Re Ltd.** « | 59 | 5925 |
| **Clover Holdings, Inc.**<br>0.000% «(h) | 12441 | 235 |
| **Mustang Express Ltd.**<br>0.000% « | 21186 | 21636 |
| **SVB Financial Trust**  |  |  |
| 0.000% due 11/07/2032 (f) | 19600 | 1 |
| 11.000% due 11/07/2032 | 4403 | 2081 |
| **Syniverse Holdings, Inc.**<br>12.500% «(h) | 12788269 | 10760 |
| **Venture Global LNG, Inc.**<br>9.000% due 09/30/2029 •(g) | 470000 | 468 |
|  |  | 41106 |
| Total Preferred Securities (Cost $49,382) |  | 47427 |
|  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **SHORT-TERM INSTRUMENTS 3.3%**  |  |  |
| **EGYPT TREASURY BILLS 0.5%**  |  |  |
| 24.304% due 08/04/2026 - 11/17/2026 (e)(f) | 194200 | 3260 |
| **NIGERIA TREASURY BILLS 2.2%**  |  |  |
| 20.606% due 01/14/2027 - 01/28/2027 (e)(f) | 24105300 | 15151 |
| **TURKEY TREASURY BILLS 0.0%**  |  |  |
| 38.693% due 04/07/2026 (e)(f) | 9000 | 201 |
| **U.S. TREASURY BILLS 0.6%**  |  |  |
| 3.681% due 04/07/2026 - 07/21/2026 (e)(f)(k)(m) | $4530 | 4505 |
| Total Short-Term Instruments (Cost $23,345) |  | 23117 |
| Total Investments in Securities (Cost $1,227,943) |  | 1083862 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 11.7%**  |  |  |
| **COMMON STOCKS 0.9%**  |  |  |
| **AFFILIATED INVESTMENTS 0.9%**  |  |  |
| **Market Garden †«‡(h)** | 5412622 | 6019 |
| Total Common Stocks (Cost $5,413) |  | 6019 |
| **SHORT-TERM INSTRUMENTS 10.8%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 10.8%**  |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** | 7672172 | 74719 |
| Total Short-Term Instruments (Cost $74,676) |  | 74719 |
| Total Investments in Affiliates (Cost $80,089) |  | 80738 |
| Total Investments 168.8% (Cost $1,308,032) |  | $1164600 |
| **Financial Derivative Instruments (j)(l) 0.4**%(Cost or Premiums, net $11,919) |  | 2847 |
| Other Assets and Liabilities, net (69.2)% |  | (477469) |
| Net Assets 100.0% |  | $689978 |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **†** | **Represents co-investment made with Company's affiliates in accordance with the terms of the exemptive relief received from the U.S. Securities and Exchange Commission.** | **Represents co-investment made with Company's affiliates in accordance with the terms of the exemptive relief received from the U.S. Securities and Exchange Commission.** | **Represents co-investment made with Company's affiliates in accordance with the terms of the exemptive relief received from the U.S. Securities and Exchange Commission.** | **Represents co-investment made with Company's affiliates in accordance with the terms of the exemptive relief received from the U.S. Securities and Exchange Commission.** | **Represents co-investment made with Company's affiliates in accordance with the terms of the exemptive relief received from the U.S. Securities and Exchange Commission.** | **Represents co-investment made with Company's affiliates in accordance with the terms of the exemptive relief received from the U.S. Securities and Exchange Commission.** | **Represents co-investment made with Company's affiliates in accordance with the terms of the exemptive relief received from the U.S. Securities and Exchange Commission.** | **Represents co-investment made with Company's affiliates in accordance with the terms of the exemptive relief received from the U.S. Securities and Exchange Commission.** |
| **^** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **µ** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **‡** | **Insurance-Linked Investments.** | **Insurance-Linked Investments.** | **Insurance-Linked Investments.** | **Insurance-Linked Investments.** | **Insurance-Linked Investments.** | **Insurance-Linked Investments.** | **Insurance-Linked Investments.** | **Insurance-Linked Investments.** |
| **(a)** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** |
| **(b)** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** |
| **(c)** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** |
| **(d)** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** |
| **(e)** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** |
| **(f)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(g)** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** |
| **(h)** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** |
| Issuer Description | Issuer Description | Acquisition<br>Date | Acquisition<br>Date | Cost | Cost | Market<br>Value | Market<br>Value | Market Value<br>as Percentage<br>of Net Assets |
| AmSurg Corp. | AmSurg Corp. | 11/02/2023 - 11/06/2023 | 11/02/2023 - 11/06/2023 | $30032 | 30032 | $31606 | 31606 | 4.58 |
| Clover Holdings, Inc. | Clover Holdings, Inc. | 12/09/2024 - 03/10/2025 | 12/09/2024 - 03/10/2025 | 186 | 186 | 235 | 235 | 0.03 |
| Incora New Equity | Incora New Equity | 01/31/2025 | 01/31/2025 | 3894 | 3894 | 3036 | 3036 | 0.44 |
| Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | 01/31/2025 - 01/31/2026 | 01/31/2025 - 01/31/2026 | 1826 | 1826 | 2765 | 2765 | 0.40 |
| Luxco Co. Ltd. | Luxco Co. Ltd. | 10/01/2025 | 10/01/2025 | 1068 | 1068 | 1122 | 1122 | 0.16 |
| MNSN Holdings, Inc. | MNSN Holdings, Inc. | 03/16/2023 - 03/29/2023 | 03/16/2023 - 03/29/2023 | 43 | 43 | 239 | 239 | 0.03 |
| Market Garden | Market Garden | 03/13/2024 | 03/13/2024 | 5413 | 5413 | 6019 | 6019 | 0.87 |
| Petersen Claim Units 0.000% due 12/31/2099 | Petersen Claim Units 0.000% due 12/31/2099 | 12/08/2025 - 03/17/2026 | 12/08/2025 - 03/17/2026 | 1323 | 1323 | 206 | 206 | 0.03 |
| Steinhoff International Holdings NV | Steinhoff International Holdings NV | 06/30/2023 - 10/30/2023 | 06/30/2023 - 10/30/2023 | 0 | 0 | 0 | 0 | 0.00 |
| Syniverse Holdings, Inc. | Syniverse Holdings, Inc. | 05/12/2022 - 11/30/2025 | 05/12/2022 - 11/30/2025 | 12622 | 12622 | 10760 | 10760 | 1.56 |
| West Marine | West Marine | 09/12/2023 | 09/12/2023 | 120 | 120 | 53 | 53 | 0.01 |
|  |  |  |  | $56527 | 56527 | $56041 | 56041 | 8.11% |
| **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** |
| **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** |
| Counterparty | Borrowing Rate<sup>(1)</sup> | Settlement Date | Maturity Date | Maturity Date | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> | Payable for<br>Reverse<br>Repurchase<br>Agreements | Payable for<br>Reverse<br>Repurchase<br>Agreements |
| BPS | (0.500)%  | 01/26/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (342) | (342) | $(395) | (395) |
|  | 1.700  | 02/10/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (2384) | (2384) | (2762) | (2762) |
|  | 1.800  | 02/10/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (674) | (674) | (781) | (781) |
|  | 2.268  | 03/12/2026 | 06/12/2026 | 06/12/2026 | (792) | (792) | (917) | (917) |
|  | 4.050  | 02/03/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (3011) | (3011) | (4011) | (4011) |
|  | 4.750  | 03/18/2026 | 09/14/2026 | 09/14/2026 | $(4559) | (4559) | (4568) | (4568) |
|  | 4.830  | 01/27/2026 | 07/23/2026 | 07/23/2026 | (49776) | (49776) | (50205) | (50205) |
|  | 4.830  | 03/18/2026 | 09/14/2026 | 09/14/2026 | (6852) | (6852) | (6865) | (6865) |
| BRC | 1.400  | 02/11/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (357) | (357) | (413) | (413) |
|  | 1.500  | 09/29/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (323) | (323) | (376) | (376) |
|  | 1.600  | 02/11/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (272) | (272) | (315) | (315) |
|  | 1.650  | 02/11/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (1704) | (1704) | (1974) | (1974) |
|  | 2.000  | 02/26/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (2513) | (2513) | (2910) | (2910) |
|  | 3.250  | 12/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (100) | (100) | (134) | (134) |
|  | 3.580  | 03/06/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | $(780) | (780) | (782) | (782) |
|  | 4.000  | 02/06/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (628) | (628) | (631) | (631) |
|  | 4.000  | 03/23/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (2461) | (2461) | (2463) | (2463) |
|  | 4.050  | 03/05/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (364) | (364) | (365) | (365) |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | 4.200  | 03/05/2026 | TBD<sup>(2)</sup> | (281) | (282) |
|  | 4.650  | 03/05/2026 | TBD<sup>(2)</sup> | (342) | (344) |
|  | 4.730  | 01/20/2026 | 04/20/2026 | (10793) | (10894) |
|  | 4.800  | 02/02/2026 | 06/02/2026 | (4832) | (4869) |
|  | 4.800  | 02/09/2026 | 04/10/2026 | (4381) | (4411) |
|  | 4.800  | 03/27/2026 | 04/08/2026 | (1096) | (1097) |
|  | 4.820  | 03/10/2026 | 06/10/2026 | (1277) | (1280) |
|  | 4.830  | 12/19/2025 | 04/20/2026 | (4252) | (4312) |
|  | 4.830  | 01/20/2026 | 04/20/2026 | (21590) | (21797) |
|  | 4.850  | 02/02/2026 | 06/02/2026 | (228) | (229) |
|  | 4.920  | 01/22/2026 | 04/22/2026 | (2188) | (2208) |
| BYR | 4.110  | 03/03/2026 | 06/01/2026 | (4063) | (4077) |
|  | 4.130  | 01/21/2026 | 04/21/2026 | (9722) | (9800) |
|  | 4.130  | 02/03/2026 | 07/31/2026 | (4802) | (4834) |
|  | 4.130  | 03/10/2026 | 07/31/2026 | (1865) | (1869) |
|  | 4.130  | 03/18/2026 | 04/21/2026 | (5988) | (5998) |
|  | 4.130  | 03/31/2026 | 04/21/2026 | (2180) | (2180) |
|  | 4.155  | 03/25/2026 | 05/26/2026 | (6373) | (6378) |
| CEW | 4.120  | 02/26/2026 | 05/27/2026 | (2022) | (2030) |
|  | 5.020  | 01/20/2026 | 04/20/2026 | (1471) | (1486) |
| DBL | 2.100  | 02/23/2026 | TBD<sup>(2)</sup> | (1195) | (1385) |
|  | 3.900  | 12/12/2025 | TBD<sup>(2)</sup> | $(81) | (82) |
|  | 3.950  | 12/12/2025 | TBD<sup>(2)</sup> | (5946) | (6018) |
|  | 3.950  | 03/26/2026 | TBD<sup>(2)</sup> | (1047) | (1047) |
|  | 4.100  | 03/06/2026 | 04/06/2026 | (5795) | (5812) |
|  | 4.416  | 02/06/2026 | 05/08/2026 | (2835) | (2854) |
|  | 4.620  | 03/13/2026 | 05/08/2026 | (3896) | (3906) |
|  | 4.770  | 03/13/2026 | 05/08/2026 | (13993) | (14028) |
|  | 4.870  | 03/13/2026 | 05/08/2026 | (8818) | (8841) |
|  | 4.907  | 03/04/2026 | 06/02/2026 | (155) | (156) |
|  | 4.916  | 02/06/2026 | 05/08/2026 | (3489) | (3515) |
|  | 5.040  | 02/10/2026 | 05/08/2026 | (2008) | (2022) |
|  | 5.157  | 03/04/2026 | 06/02/2026 | (1407) | (1412) |
|  | 5.170  | 03/13/2026 | 05/08/2026 | (7346) | (7366) |
| DEU | 3.970  | 03/06/2026 | TBD<sup>(2)</sup> | (1111) | (1114) |
|  | 3.970  | 03/10/2026 | TBD<sup>(2)</sup> | (1034) | (1036) |
|  | 4.000  | 02/02/2026 | TBD<sup>(2)</sup> | (619) | (623) |
| IND | 4.090  | 03/04/2026 | 06/04/2026 | (362) | (363) |
| MEI | 4.278  | 03/11/2026 | 06/11/2026 | (3025) | (4014) |
|  | 4.428  | 03/13/2026 | 05/13/2026 | (6209) | (8238) |
| MSB | 4.530  | 02/04/2026 | 08/03/2026 | $(535) | (539) |
|  | 4.630  | 03/31/2026 | 09/30/2026 | (2059) | (2059) |
|  | 4.680  | 02/04/2026 | 08/03/2026 | (3176) | (3199) |
|  | 4.680  | 03/18/2026 | 07/16/2026 | (477) | (478) |
|  | 4.730  | 02/06/2026 | 08/05/2026 | (2831) | (2851) |
|  | 4.780  | 02/06/2026 | 08/05/2026 | (4020) | (4049) |
|  | 4.880  | 02/06/2026 | 08/05/2026 | (5331) | (5370) |
| MSC | 4.100  | 03/20/2026 | 05/01/2026 | (1895) | (1898) |
| MYI | 1.350  | 03/26/2026 | TBD<sup>(2)</sup> | (84) | (97) |
|  | 1.500  | 02/10/2026 | TBD<sup>(2)</sup> | (273) | (316) |
|  | 2.788  | 03/11/2026 | 06/11/2026 | (1922) | (2225) |
|  | 3.950  | 03/23/2026 | TBD<sup>(2)</sup> | (1172) | (1553) |
| MZF | 4.730  | 03/24/2026 | 09/24/2026 | $(62830) | (62896) |
| NOM | 3.950  | 02/25/2026 | TBD<sup>(2)</sup> | (684) | (686) |
|  | 4.000  | 02/25/2026 | TBD<sup>(2)</sup> | (609) | (612) |
|  | 4.150  | 03/25/2026 | TBD<sup>(2)</sup> | (1583) | (1585) |
| RBC | 3.590  | 03/05/2026 | 05/14/2026 | (3603) | (2597) |
| RTA | 4.155  | 02/20/2026 | 08/20/2026 | $(2203) | (2213) |
|  | 4.155  | 03/02/2026 | 09/02/2026 | (4521) | (4537) |
|  | 4.155  | 03/03/2026 | 08/20/2026 | (85) | (85) |
|  | 4.155  | 03/11/2026 | 09/11/2026 | (721) | (722) |
|  | 4.155  | 03/18/2026 | 09/18/2026 | (857) | (859) |
|  | 4.210  | 03/09/2026 | 07/09/2026 | (1688) | (1692) |
|  | 4.255  | 03/25/2026 | 04/27/2026 | (14634) | (14646) |
|  | 4.430  | 03/04/2026 | 06/04/2026 | (2121) | (2128) |
|  | 4.600  | 03/18/2026 | 09/18/2026 | (8661) | (8677) |
|  | 4.670  | 03/09/2026 | 07/09/2026 | (1720) | (1725) |
|  | 4.730  | 01/28/2026 | 07/28/2026 | (1208) | (1218) |
|  | 4.780  | 01/28/2026 | 07/28/2026 | (1233) | (1243) |
| SBI | 4.476  | 03/27/2026 | 07/27/2026 | (771) | (772) |
| SCX | 4.020  | 03/03/2026 | 04/02/2026 | (1651) | (1657) |
|  | 4.050  | 01/30/2026 | TBD<sup>(2)</sup> | (1055) | (1062) |
|  | 4.050  | 02/03/2026 | TBD<sup>(2)</sup> | (5748) | (5785) |
|  | 4.050  | 02/06/2026 | TBD<sup>(2)</sup> | (4913) | (4943) |
| SOG | 2.180  | 02/26/2026 | TBD<sup>(2)</sup> | (559) | (648) |
|  | 2.220  | 01/30/2026 | TBD<sup>(2)</sup> | (1662) | (1929) |
|  | 3.970  | 12/12/2025 | TBD<sup>(2)</sup> | $(1202) | (1217) |
|  | 3.970  | 03/10/2026 | TBD<sup>(2)</sup> | (380) | (381) |
|  | 3.990  | 03/10/2026 | TBD<sup>(2)</sup> | (5458) | (5471) |
|  | 4.000  | 02/10/2026 | TBD<sup>(2)</sup> | (1645) | (2189) |
|  | 4.190  | 01/07/2026 | 04/07/2026 | $(1589) | (1605) |
|  | 4.190  | 01/08/2026 | 04/08/2026 | (896) | (905) |
|  | 4.190  | 03/17/2026 | 04/08/2026 | (336) | (337) |
|  | 4.630  | 03/19/2026 | 09/18/2026 | (1248) | (1250) |
|  | 4.730  | 02/20/2026 | 08/20/2026 | (3291) | (3308) |
|  | 4.780  | 02/09/2026 | 08/07/2026 | (740) | (745) |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UBS | UBS | UBS | UBS | UBS | UBS | UBS | UBS | UBS | 2.090  | 2.090  | 2.090  | 02/26/2026 | 02/26/2026 | 02/26/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | EUR | (2461) | (2461) |  | (2850) | (2850) |
|  |  |  |  |  |  |  |  |  | 2.170  | 2.170  | 2.170  | 02/26/2026 | 02/26/2026 | 02/26/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (370) | (370) |  | (429) | (429) |
|  |  |  |  |  |  |  |  |  | 2.220  | 2.220  | 2.220  | 03/06/2026 | 03/06/2026 | 03/06/2026 | 06/08/2026 | 06/08/2026 | 06/08/2026 |  | (5183) | (5183) |  | (6001) | (6001) |
|  |  |  |  |  |  |  |  |  | 2.329  | 2.329  | 2.329  | 03/26/2026 | 03/26/2026 | 03/26/2026 | 06/25/2026 | 06/25/2026 | 06/25/2026 |  | (1086) | (1086) |  | (1256) | (1256) |
|  |  |  |  |  |  |  |  |  | 4.000  | 4.000  | 4.000  | 02/26/2026 | 02/26/2026 | 02/26/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | GBP | (1963) | (1963) |  | (2607) | (2607) |
|  |  |  |  |  |  |  |  |  | 4.600  | 4.600  | 4.600  | 01/06/2026 | 01/06/2026 | 01/06/2026 | 04/06/2026 | 04/06/2026 | 04/06/2026 | $ | (5453) | (5453) |  | (5513) | (5513) |
|  |  |  |  |  |  |  |  |  | 4.670  | 4.670  | 4.670  | 01/23/2026 | 01/23/2026 | 01/23/2026 | 04/23/2026 | 04/23/2026 | 04/23/2026 |  | (6189) | (6189) |  | (6243) | (6243) |
|  |  |  |  |  |  |  |  |  | 4.670  | 4.670  | 4.670  | 03/31/2026 | 03/31/2026 | 03/31/2026 | 04/01/2026 | 04/01/2026 | 04/01/2026 |  | (1495) | (1495) |  | (1495) | (1495) |
|  |  |  |  |  |  |  |  |  | 4.670  | 4.670  | 4.670  | 04/01/2026 | 04/01/2026 | 04/01/2026 | 04/23/2026 | 04/23/2026 | 04/23/2026 |  | (997) | (997) |  | (997) | (997) |
|  |  |  |  |  |  |  |  |  | 4.700  | 4.700  | 4.700  | 01/06/2026 | 01/06/2026 | 01/06/2026 | 04/06/2026 | 04/06/2026 | 04/06/2026 |  | (5914) | (5914) |  | (5980) | (5980) |
|  |  |  |  |  |  |  |  |  | 4.820  | 4.820  | 4.820  | 01/23/2026 | 01/23/2026 | 01/23/2026 | 04/23/2026 | 04/23/2026 | 04/23/2026 |  | (4275) | (4275) |  | (4314) | (4314) |
|  |  |  |  |  |  |  |  |  | 4.900  | 4.900  | 4.900  | 10/16/2025 | 10/16/2025 | 10/16/2025 | 04/16/2026 | 04/16/2026 | 04/16/2026 |  | (8456) | (8456) |  | (8648) | (8648) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  |  |  |  |  |  |  |  | **$** | $**(458366)** | **(458366)** |
| **(i)** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $575,167 and cash of $4,694 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(437332) at a weighted average interest rate of 4.773%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. |
| <sup>(2)</sup> | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. |
| **(j)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** |
| **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** |
| **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Description | Description | Description | Description | Description |  | Expiration<br>Month | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Asset |  | Liability |
| 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 06/2026 | 06/2026 | 06/2026 | 16 | $ | (3853) | (3853) | (3853) | 60 | 60 | 60 | 0 | 0 | 0 | $ | 0 |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | $**60** | **60** | **60** | **0** | **0** | **0** | **$** | **0** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Reference Entity | Reference Entity | Reference Entity | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> |  | Notional<br>Amount<sup>(3)</sup> | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/<br>(Received) |  |  | Unrealized<br>Appreciation/<br>(Depreciation) |  | Market<br>Value<sup>(4)</sup> | Market<br>Value<sup>(4)</sup> | Asset | Asset | Asset | Liability |
| Venture Global LNG, Inc. | Venture Global LNG, Inc. | Venture Global LNG, Inc. | 5.000% | Quarterly | 12/20/2030 | 12/20/2030 | 2.514 | 2.514 | 2.514 | $ | $7800 | 7800 | 178 | $ | $ | 630 | $ | 808 | 808 | 33 | 33 | 33 | 0 |
| Worldline SA/France  | Worldline SA/France  | Worldline SA/France  | 5.000% | Quarterly | 12/20/2027 | 12/20/2027 | 10.088 | 10.088 | 10.088 | EUR | 400 | 400 | (39) |  |  | 4 |  | (35) | (35) | 0 | 0 | 0 | (6) |
| Worldline SA/France  | Worldline SA/France  | Worldline SA/France  | 5.000 | Quarterly | 12/20/2028 | 12/20/2028 | 10.418 | 10.418 | 10.418 |  | 100 | 100 | (14) |  |  | 2 |  | (12) | (12) | 0 | 0 | 0 | (1) |
| Worldline SA/France  | Worldline SA/France  | Worldline SA/France  | 5.000 | Quarterly | 12/20/2030 | 12/20/2030 | 10.922 | 10.922 | 10.922 |  | 10900 | 10900 | (1781) |  |  | (489) |  | (2270) | (2270) | 0 | 0 | 0 | (161) |
|  |  |  |  |  |  |  |  |  |  |  |  |  | (1656) | $ | $ | 147 | $ | (1509) | (1509) | 33 | 33 | 33 | (168) |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Pay/<br>Receive<br>Floating Rate | Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Floating Rate Index | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date |  | Notional<br>Amount | Notional<br>Amount | Premiums<br>Paid/<br>(Received) | Premiums<br>Paid/<br>(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) |  | Market<br>Value | Market<br>Value | Asset | Asset | Asset | Liability |
| Pay | Pay | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 3.500% | Annual | Annual | 03/18/2031 | 03/18/2031 | GBP | 1400 | 1400 | $(6) | (6) | $ | (54) | $ | $(60) | (60) | $5 | 5 | 5 | $0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/18/2027 | 12/18/2027 | $ | 239300 | 239300 | 2405 | 2405 |  | (2002) |  | 403 | 403 | 102 | 102 | 102 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/18/2028 | 12/18/2028 |  | 84900 | 84900 | 1218 | 1218 |  | (847) |  | 371 | 371 | 57 | 57 | 57 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 06/20/2029 | 06/20/2029 |  | 1400 | 1400 | (26) | (26) |  | 22 |  | (4) | (4) | 0 | 0 | 0 | (1) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | Annual | 06/18/2030 | 06/18/2030 |  | 111900 | 111900 | (1026) | (1026) |  | (1204) |  | (2230) | (2230) | 109 | 109 | 109 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 03/18/2031 | 03/18/2031 |  | 81820 | 81820 | 610 | 610 |  | (1057) |  | (447) | (447) | 86 | 86 | 86 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/17/2035 | 12/17/2035 |  | 8500 | 8500 | (139) | (139) |  | 210 |  | 71 | 71 | 0 | 0 | 0 | (7) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/17/2045 | 12/17/2045 |  | 5250 | 5250 | 102 | 102 |  | 195 |  | 297 | 297 | 10 | 10 | 10 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2052 | 06/15/2052 |  | 25600 | 25600 | 6320 | 6320 |  | 4100 |  | 10420 | 10420 | 71 | 71 | 71 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 12/21/2052 | 12/21/2052 |  | 17400 | 17400 | 4191 | 4191 |  | 2722 |  | 6913 | 6913 | 50 | 50 | 50 | 0 |

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<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.400 | Annual | Annual | 12/21/2052 |  | 22900 |  | 40 |  | 2806 |  | 2846 |  | 74 | 74 |  | 0 |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.500 | Annual | Annual | 09/21/2052 | EUR | 7800 |  | 676 |  | 3605 |  | 4281 |  | 0 | 0 |  | (49) |
| Receive<sup>(5)</sup> | Receive<sup>(5)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.830 | Annual | Annual | 12/09/2052 |  | 22900 |  | 313 |  | 2515 |  | 2828 |  | 27 | 27 |  | 0 |
|  |  |  |  |  |  |  |  |  | $ | $14678 | 14678 | $11, 011 | 11, 011 | $25689 | 25689 | $591 | 591 | 591 | $(57) | (57) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **$** | $**13022** | **13022** | $**11158** | **11158** | $**24180** | **24180** | $**624** | **624** | **624** | $**(225)** | **(225)** |
| **(k)** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $1,734 and cash of $18,659 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** |
| <sup>(1)</sup> | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(5)</sup> | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. |
| **(l)** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |
| **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** |
|  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Settlement<br>Month | Settlement<br>Month |  | Currency to<br>be Delivered | Currency to<br>be Delivered | Currency to<br>be Delivered |  | Currency to<br>be Received | Currency to<br>be Received | Currency to<br>be Received | Asset | Asset | Asset | Asset | Liability | Liability | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 04/2026  | 04/2026  | 04/2026  | CAD | 5311 | 5311 | 5311 | $ | $3885 | 3885 | 3885 | 67 | 67 | 67 | 67 | $0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | DOP | 165779 | 165779 | 165779 |  | 2713 | 2713 | 2713 | 12 | 12 | 12 | 12 | (13) | (13) | (13) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | EUR | 303 | 303 | 303 |  | 348 | 348 | 348 | 0 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | JPY | 72395 | 72395 | 72395 |  | 454 | 454 | 454 | 0 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $2712 | 2712 | 2712 | EUR | 2334 | 2334 | 2334 | 0 | 0 | 0 | 0 | (15) | (15) | (15) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 101 | 101 | 101 | TRY | 4576 | 4576 | 4576 | 1 | 1 | 1 | 1 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | DOP | 3699 | 3699 | 3699 | $ | $57 | 57 | 57 | 0 | 0 | 0 | 0 | (4) | (4) | (4) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $349 | 349 | 349 | EUR | 303 | 303 | 303 | 2 | 2 | 2 | 2 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  |  | 454 | 454 | 454 | JPY | 72177 | 72177 | 72177 | 2 | 2 | 2 | 2 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | 04/2026  | 04/2026  | 04/2026  | CAD | 566 | 566 | 566 | $ | $418 | 418 | 418 | 11 | 11 | 11 | 11 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | JPY | 1126200 | 1126200 | 1126200 |  | 7079 | 7079 | 7079 | 0 | 0 | 0 | 0 | (38) | (38) | (38) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $149 | 149 | 149 | KWD | 46 | 46 | 46 | 0 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  |  | 06/2026  | 06/2026  | 06/2026  |  | 107 | 107 | 107 |  | 33 | 33 | 33 | 0 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  |  | 07/2026  | 07/2026  | 07/2026  |  | 67 | 67 | 67 |  | 20 | 20 | 20 | 0 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  |  | 06/2027  | 06/2027  | 06/2027  |  | 52 | 52 | 52 |  | 16 | 16 | 16 | 0 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  |  | 05/2029  | 05/2029  | 05/2029  | KWD | 238 | 238 | 238 | $ | $820 | 820 | 820 | 39 | 39 | 39 | 39 | 0 | 0 | 0 |
|  |  |  | 07/2029  | 07/2029  | 07/2029  |  | 17 | 17 | 17 |  | 60 | 60 | 60 | 3 | 3 | 3 | 3 | 0 | 0 | 0 |
|  |  |  | 05/2030  | 05/2030  | 05/2030  |  | 163 | 163 | 163 |  | 560 | 560 | 560 | 26 | 26 | 26 | 26 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | 04/2026  | 04/2026  | 04/2026  | HKD | 2335 | 2335 | 2335 |  | 298 | 298 | 298 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | TRY | 281673 | 281673 | 281673 |  | 6122 | 6122 | 6122 | 0 | 0 | 0 | 0 | (92) | (92) | (92) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $8604 | 8604 | 8604 | TRY | 387978 | 387978 | 387978 | 45 | 45 | 45 | 45 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | ZAR | 5643 | 5643 | 5643 | $ | $345 | 345 | 345 | 12 | 12 | 12 | 12 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | TRY | 84430 | 84430 | 84430 |  | 1812 | 1812 | 1812 | 0 | 0 | 0 | 0 | (11) | (11) | (11) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $232 | 232 | 232 | TRY | 10778 | 10778 | 10778 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | 04/2026  | 04/2026  | 04/2026  | JPY | 400148 | 400148 | 400148 | $ | $2507 | 2507 | 2507 | 0 | 0 | 0 | 0 | (15) | (15) | (15) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $8200 | 8200 | 8200 | GBP | 6160 | 6160 | 6160 | 0 | 0 | 0 | 0 | (47) | (47) | (47) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | GBP | 6160 | 6160 | 6160 | $ | $8200 | 8200 | 8200 | 47 | 47 | 47 | 47 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $2507 | 2507 | 2507 | JPY | 398942 | 398942 | 398942 | 15 | 15 | 15 | 15 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | 04/2026  | 04/2026  | 04/2026  | EUR | 2730 | 2730 | 2730 | $ | $3167 | 3167 | 3167 | 12 | 12 | 12 | 12 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $7470 | 7470 | 7470 | GBP | 5635 | 5635 | 5635 | 0 | 0 | 0 | 0 | (11) | (11) | (11) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | EUR | 5297 | 5297 | 5297 | $ | $6083 | 6083 | 6083 | 0 | 0 | 0 | 0 | (49) | (49) | (49) |
|  |  |  | 06/2026  | 06/2026  | 06/2026  | COP | 16496311 | 16496311 | 16496311 |  | 4388 | 4388 | 4388 | 0 | 0 | 0 | 0 | (29) | (29) | (29) |
|  |  |  | 08/2026  | 08/2026  | 08/2026  |  | 31890564 | 31890564 | 31890564 |  | 8388 | 8388 | 8388 | 0 | 0 | 0 | 0 | (29) | (29) | (29) |
|  |  |  | 09/2026  | 09/2026  | 09/2026  |  | 5358867 | 5358867 | 5358867 |  | 1384 | 1384 | 1384 | 0 | 0 | 0 | 0 | (21) | (21) | (21) |
| &nbsp;&nbsp;&nbsp;&nbsp; DUB | &nbsp;&nbsp;&nbsp;&nbsp; DUB | &nbsp;&nbsp;&nbsp;&nbsp; DUB | 04/2026  | 04/2026  | 04/2026  | HKD | 11332 | 11332 | 11332 |  | 1449 | 1449 | 1449 | 2 | 2 | 2 | 2 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; FAR | &nbsp;&nbsp;&nbsp;&nbsp; FAR | &nbsp;&nbsp;&nbsp;&nbsp; FAR | 04/2026  | 04/2026  | 04/2026  | GBP | 13824 | 13824 | 13824 |  | 18681 | 18681 | 18681 | 384 | 384 | 384 | 384 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | JPY | 498220 | 498220 | 498220 |  | 3122 | 3122 | 3122 | 0 | 0 | 0 | 0 | (18) | (18) | (18) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $2919 | 2919 | 2919 | GBP | 2158 | 2158 | 2158 | 0 | 0 | 0 | 0 | (63) | (63) | (63) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 996 | 996 | 996 | JPY | 155555 | 155555 | 155555 | 0 | 0 | 0 | 0 | (15) | (15) | (15) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  |  | 3122 | 3122 | 3122 |  | 496715 | 496715 | 496715 | 17 | 17 | 17 | 17 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | &nbsp;&nbsp;&nbsp;&nbsp; GLM | &nbsp;&nbsp;&nbsp;&nbsp; GLM | 04/2026  | 04/2026  | 04/2026  | DOP | 101215 | 101215 | 101215 | $ | $1568 | 1568 | 1568 | 0 | 0 | 0 | 0 | (91) | (91) | (91) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  |  | 87462 | 87462 | 87462 |  | 1351 | 1351 | 1351 | 0 | 0 | 0 | 0 | (87) | (87) | (87) |
|  |  |  | 06/2026  | 06/2026  | 06/2026  |  | 12519 | 12519 | 12519 |  | 204 | 204 | 204 | 0 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  |  | 09/2026  | 09/2026  | 09/2026  |  | 11373 | 11373 | 11373 |  | 180 | 180 | 180 | 0 | 0 | 0 | 0 | (4) | (4) | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; IND | &nbsp;&nbsp;&nbsp;&nbsp; IND | &nbsp;&nbsp;&nbsp;&nbsp; IND | 04/2026  | 04/2026  | 04/2026  | EUR | 112137 | 112137 | 112137 |  | 132409 | 132409 | 132409 | 2796 | 2796 | 2796 | 2796 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | 04/2026  | 04/2026  | 04/2026  | HKD | 13223 | 13223 | 13223 |  | 1691 | 1691 | 1691 | 3 | 3 | 3 | 3 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $2884 | 2884 | 2884 | CAD | 3931 | 3931 | 3931 | 0 | 0 | 0 | 0 | (58) | (58) | (58) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 1242 | 1242 | 1242 | EUR | 1058 | 1058 | 1058 | 0 | 0 | 0 | 0 | (19) | (19) | (19) |

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<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  | 04/2026  | 04/2026  | ZAR | 15067 | 15067 | 15067 | $ | 902 | 902 |  | 13 | 13 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | 04/2026  | 04/2026  | GBP | 129 | 129 | 129 |  | 173 | 173 |  | 2 | 2 |  | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | JPY | 154008 | 154008 | 154008 |  | 963 | 963 |  | 0 | 0 |  | (7) | (7) |
|  |  |  | 04/2026  | 04/2026  | $ | $2093 | 2093 | 2093 | EUR | 1809 | 1809 |  | 1 | 1 |  | (3) | (3) |
|  |  |  | 04/2026  | 04/2026  |  | 1102 | 1102 | 1102 | JPY | 171372 | 171372 |  | 0 | 0 |  | (22) | (22) |
|  |  |  | 05/2026  | 05/2026  | EUR | 629 | 629 | 629 | $ | 724 | 724 |  | 0 | 0 |  | (4) | (4) |
|  |  |  | 05/2026  | 05/2026  | $ | $963 | 963 | 963 | JPY | 153542 | 153542 |  | 7 | 7 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; NGF | &nbsp;&nbsp;&nbsp;&nbsp; NGF | &nbsp;&nbsp;&nbsp;&nbsp; NGF | 04/2026  | 04/2026  |  | 1599 | 1599 | 1599 | TRY | 73638 | 73638 |  | 3 | 3 |  | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  |  | 864 | 864 | 864 |  | 39904 | 39904 |  | 0 | 0 |  | (2) | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | 04/2026  | 04/2026  |  | 1407 | 1407 | 1407 | CAD | 1948 | 1948 |  | 0 | 0 |  | (7) | (7) |
|  |  |  | 04/2026  | 04/2026  |  | 784 | 784 | 784 | JPY | 122338 | 122338 |  | 0 | 0 |  | (13) | (13) |
|  |  |  | 05/2026  | 05/2026  | CAD | 1945 | 1945 | 1945 | $ | 1407 | 1407 |  | 7 | 7 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | 04/2026  | 04/2026  | EUR | 2272 | 2272 | 2272 |  | 2688 | 2688 |  | 62 | 62 |  | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | $ | $129625 | 129625 | 129625 | EUR | 112241 | 112241 |  | 201 | 201 |  | (92) | (92) |
|  |  |  | 04/2026  | 04/2026  |  | 4337 | 4337 | 4337 | JPY | 674769 | 674769 |  | 0 | 0 |  | (85) | (85) |
|  |  |  | 05/2026  | 05/2026  | EUR | 108798 | 108798 | 108798 | $ | 125749 | 125749 |  | 0 | 0 |  | (197) | (197) |
|  |  |  | 06/2026  | 06/2026  | EGP | 3045 | 3045 | 3045 |  | 56 | 56 |  | 3 | 3 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 04/2026  | 04/2026  | $ | $5 | 5 | 5 | JPY | 791 | 791 |  | 0 | 0 |  | 0 | 0 |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | $**3795** | **3795** | **3795** | $**(1171)** | **(1171)** | **(1171)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> |
| Counterparty | Counterparty | Reference Entity | Reference Entity | Fixed <br>Receive Rate | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| BPS | BPS | Petroleos Mexicanos  | Petroleos Mexicanos  | 1.000% | 1.000% | Quarterly | 12/20/2028 | 2.711% | 2.711% | 2.711% | $900 | (174) | (174) | 136 | 0 | 0 | (38) |
| BRC | BRC | Egypt Government International Bonds  | Egypt Government International Bonds  | 1.000 | 1.000 | Quarterly | 12/20/2028 | 3.550 | 3.550 | 3.550 | 3000 | (520) | (520) | 332 | 0 | 0 | (188) |
|  |  | Egypt Government International Bonds  | Egypt Government International Bonds  | 1.000 | 1.000 | Quarterly | 06/20/2029 | 3.628 | 3.628 | 3.628 | 800 | (171) | (171) | 111 | 0 | 0 | (60) |
|  |  | Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  | 1.000 | 1.000 | Quarterly | 12/20/2030 | 2.738 | 2.738 | 2.738 | 100000 | (55) | (55) | 8 | 0 | 0 | (47) |
| CBK | CBK | Argentine Republic Government International Bonds  | Argentine Republic Government International Bonds  | 5.000 | 5.000 | Quarterly | 06/20/2027 | 3.980 | 3.980 | 3.980 | $400 | (47) | (47) | 52 | 5 | 5 | 0 |
| DUB | DUB | Petroleos Mexicanos « | Petroleos Mexicanos « | 4.750 | 4.750 | Monthly | 07/06/2026 | —◆ | —◆ | —◆ | 471 | 0 | 0 | 3 | 3 | 3 | 0 |
|  |  | Petroleos Mexicanos « | Petroleos Mexicanos « | 4.850 | 4.850 | Monthly | 07/06/2026 | —◆ | —◆ | —◆ | 823 | 0 | 0 | 5 | 5 | 5 | 0 |
| GST | GST | Argentine Republic Government International Bonds  | Argentine Republic Government International Bonds  | 5.000 | 5.000 | Quarterly | 06/20/2027 | 3.980 | 3.980 | 3.980 | 900 | (82) | (82) | 94 | 12 | 12 | 0 |
| JPM | JPM | Ecuador Government International Bonds  | Ecuador Government International Bonds  | 5.000 | 5.000 | Quarterly | 06/20/2027 | 2.178 | 2.178 | 2.178 | 400 | 13 | 13 | 1 | 14 | 14 | 0 |
|  |  | Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  | 1.000 | 1.000 | Quarterly | 12/20/2030 | 2.738 | 2.738 | 2.738 | 50000 | (28) | (28) | 5 | 0 | 0 | (23) |
| MYC | MYC | Argentine Republic Government International Bonds  | Argentine Republic Government International Bonds  | 5.000 | 5.000 | Quarterly | 12/20/2026 | 2.754 | 2.754 | 2.754 | $2400 | 16 | 16 | 26 | 42 | 42 | 0 |
|  |  | Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  | 1.000 | 1.000 | Quarterly | 12/20/2030 | 2.738 | 2.738 | 2.738 | 100000 | (55) | (55) | 9 | 0 | 0 | (46) |
|  |  |  |  |  |  |  |  |  |  |  |  | (1103) | (1103) | 782 | 81 | 81 | (402) |
| **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** | **TOTAL RETURN SWAPS ON LOAN PARTICIPATIONS AND ASSIGNMENTS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u> | <u>Swap Agreements, at Value</u> | <u>Swap Agreements, at Value</u> |
| Counterparty | Counterparty | Underlying Reference | Underlying Reference | Underlying Reference | Financing Rate | Financing Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Notional<br>Amount | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| BPS | BPS | AP Core Holdings II, LLC  | AP Core Holdings II, LLC  | AP Core Holdings II, LLC  | 1-Day USD-SOFR<br> Compounded-OIS | 1-Day USD-SOFR<br> Compounded-OIS | Maturity | Maturity | 04/30/2026 | 04/30/2026 | 204 | 0 | 0 | 145 | 145 | 145 | 0 |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **(1103)** | **(1103)** | $**927** | **226** | **226** | $**(402)** |
| **(m)** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $560 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** |
| <sup>◆</sup> | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. |
| <sup>(1)</sup> | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |

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<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

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|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 1 | Level 2 | Level 2 | Level 2 | Level 3 | Level 3 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 |  |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |  |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $0 | 0 | 0 | $166549 | 166549 | $ | $106379 | 106379 | $ | 272928 |  |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |  |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 0 | 0 | 0 | 42153 | 42153 |  | 0 | 0 |  | 42153 |  |
| Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 114875 | 114875 |  | 5392 | 5392 |  | 120267 |  |
| Utilities | Utilities | Utilities | Utilities | Utilities | 0 | 0 | 0 | 22077 | 22077 |  | 410 | 410 |  | 22487 |  |
| Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes |  |
| Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 1325 | 1325 |  | 0 | 0 |  | 1325 |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 0 | 0 | 0 | 47725 | 47725 |  | 0 | 0 |  | 47725 |  |
| U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | 0 | 0 | 0 | 1106 | 1106 |  | 0 | 0 |  | 1106 |  |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 0 | 0 | 182520 | 182520 |  | 7728 | 7728 |  | 190248 |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |  |
| Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | 0 | 0 | 0 | 2202 | 2202 |  | 0 | 0 |  | 2202 |  |
| Automobile Sequential | Automobile Sequential | Automobile Sequential | Automobile Sequential | Automobile Sequential | 0 | 0 | 0 | 0 | 0 |  | 4901 | 4901 |  | 4901 |  |
| Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | 0 | 0 | 0 | 136277 | 136277 |  | 0 | 0 |  | 136277 |  |
| Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | 0 | 0 | 0 | 21408 | 21408 |  | 0 | 0 |  | 21408 |  |
| Other ABS | Other ABS | Other ABS | Other ABS | Other ABS | 0 | 0 | 0 | 25723 | 25723 |  | 14564 | 14564 |  | 40287 |  |
| Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | 0 | 0 | 0 | 64581 | 64581 |  | 0 | 0 |  | 64581 |  |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |  |
| Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | 0 | 0 | 0 | 0 | 0 |  | 53 | 53 |  | 53 |  |
| Financials | Financials | Financials | Financials | Financials | 0 | 0 | 0 | 9367 | 9367 |  | 0 | 0 |  | 9367 |  |
| Health Care | Health Care | Health Care | Health Care | Health Care | 0 | 0 | 0 | 0 | 0 |  | 31606 | 31606 |  | 31606 |  |
| Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 0 | 0 |  | 4158 | 4158 |  | 4158 |  |
| Real Estate | Real Estate | Real Estate | Real Estate | Real Estate | 0 | 0 | 0 | 0 | 0 |  | 239 | 239 |  | 239 |  |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |  |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 0 | 0 | 0 | 0 | 0 |  | 6321 | 6321 |  | 6321 |  |
| Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 2550 | 2550 |  | 38556 | 38556 |  | 41106 |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |
| Egypt Treasury Bills | Egypt Treasury Bills | Egypt Treasury Bills | Egypt Treasury Bills | Egypt Treasury Bills | 0 | 0 | 0 | 3260 | 3260 |  | 0 | 0 |  | 3260 |  |
| Nigeria Treasury Bills | Nigeria Treasury Bills | Nigeria Treasury Bills | Nigeria Treasury Bills | Nigeria Treasury Bills | 0 | 0 | 0 | 15151 | 15151 |  | 0 | 0 |  | 15151 |  |
| Turkey Treasury Bills | Turkey Treasury Bills | Turkey Treasury Bills | Turkey Treasury Bills | Turkey Treasury Bills | 0 | 0 | 0 | 201 | 201 |  | 0 | 0 |  | 201 |  |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | 0 | 0 | 0 | 4505 | 4505 |  | 0 | 0 |  | 4505 |  |
|  |  |  |  |  | $0 | 0 | 0 | $863555 | 863555 | $ | $220307 | 220307 | $ | 1083862 |  |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |  |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |  |
| Affiliated Investments | Affiliated Investments | Affiliated Investments | Affiliated Investments | Affiliated Investments | 0 | 0 | 0 | 0 | 0 |  | 6019 | 6019 |  | 6019 |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |
| Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | 74719 | 74719 | 74719 | 0 | 0 |  | 0 | 0 |  | 74719 |  |
|  |  |  |  |  | $74719 | 74719 | 74719 | $0 | 0 | $ | $6019 | 6019 | $ | 80738 |  |
| Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | $74719 | 74719 | 74719 | $863555 | 863555 | $ | $226326 | 226326 | $ | 1164600 |  |
| **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  |  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | 0 | 0 | 624 | 624 |  | 0 | 0 |  | 624 |  |
| Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | 4013 | 4013 |  | 8 | 8 |  | 4021 |  |
|  |  |  |  |  | $0 | 0 | 0 | $4637 | 4637 | $ | $8 | 8 | $ | 4645 |  |
| **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  |  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | 0 | 0 | (225) | (225) |  | 0 | 0 |  | (225) |  |
| Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | (1573) | (1573) |  | 0 | 0 |  | (1573) |  |
|  |  |  |  |  | $0 | 0 | 0 | $(1798) | (1798) | $ | $0 | 0 | $ | (1798) |  |
| Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | $0 | 0 | 0 | $2839 | 2839 | $ | $8 | 8 | $ | 2847 |  |
| Totals | Totals | Totals | Totals | Totals | $74719 | 74719 | 74719 | $866394 | 866394 | $ | $226334 | 226334 | $ | 1167447 |  |
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** |
| Category and Subcategory | Beginning<br>Balance<br>at 06/30/2025 | Net<br>Purchases<sup>(1)</sup> | Net<br>Sales/Settlements<sup>(1)</sup> | Accrued<br>Discounts/<br>(Premiums) | Accrued<br>Discounts/<br>(Premiums) | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(2)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(2)</sup> | Transfers into<br>Level 3 | Transfers into<br>Level 3 | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 03/31/2026 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(2)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | $69500 | $8601 | $(13566) | $ | 242 | $87 | $ | (879) | $42394 | 42394 | 42394 | $0 | 0 | $106379 | $(754) |
| Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | 58 | 0 | (20) |  | 0 | 0 |  | (4) | 0 | 0 | 0 | (34) | (34) | 0 | 0 |
| Industrials | 7749 | 345 | (4118) |  | 82 | 0 |  | 1334 | 0 | 0 | 0 | 0 | 0 | 5392 | 275 |
| Utilities | 0 | 1496 | 0 |  | (3) | 0 |  | (1083) | 0 | 0 | 0 | 0 | 0 | 410 | (1083) |
| Non-Agency Mortgage-Backed Securities | 0 | 7322 | 0 |  | 0 | 0 |  | 406 | 0 | 0 | 0 | 0 | 0 | 7728 | 406 |

---

------

<br> Consolidated Schedule of Investments PIMCO Access Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Asset-Backed Securities | Asset-Backed Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Automobile Sequential | Automobile Sequential | 5082 | 0 |  |  | (169) | 0 |  | (12) | 0 | 0 | 0 | 4901 |  |  | (9) |
| Other ABS | Other ABS | 16763 | 0 |  |  | 0 | 0 |  | (1336) | (863) | (863) | (863) | 14564 |  |  | (1212) |
| Common Stocks | Common Stocks |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Consumer Discretionary | Consumer Discretionary | 53 | 0 |  |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 53 |  |  | 0 |
| Health Care | Health Care | 32448 | 0 |  |  | 0 | 0 |  | (842) | 0 | 0 | 0 | 31606 |  |  | (842) |
| Industrials | Industrials | 2709 | 3777 |  |  | (2750) | 41 |  | 381 | 0 | 0 | 0 | 4158 |  |  | 382 |
| Real Estate<sup>(3)</sup> | Real Estate<sup>(3)</sup> | 16 | 0 |  |  | 0 | 0 |  | 223 | 0 | 0 | 0 | 239 |  |  | 223 |
| Preferred Securities | Preferred Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | Banking & Finance | 0 | 6321 |  |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 6321 |  |  | 0 |
| Industrials | Industrials | 17611 | 22288 |  |  | 0 | 0 |  | (1343) | 0 | 0 | 0 | 38556 |  |  | (1343) |
|  |  | $151989 | 50150 | $ | $ | $(20623) | $128 | $ | $(3155) | $(897) | (897) | (897) | 220307 | $ | $ | (3957) |
| **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** | **Investments in Affiliates** |
| Common Stocks | Common Stocks |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Affiliated Investments | Affiliated Investments | $9950 | 0 | $ | $ | $(4696) | $0 | $ | $765 | $0 | 0 | 0 | 6019 | $ | $ | 691 |
| **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | Over the counter | $24 | 0 | $ | $ | $(10) | $0 | $ | $(6) | $0 | 0 | 0 | 8 | $ | $ | (7) |
| Totals | Totals | $161963 | 50150 | $ | $ | $(25329) | $128 | $ | $(2396) | $(897) | (897) | (897) | 226334 | $ | $ | (3273) |
| <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** |
|  |  |  |  |  |  |  |  |  |  |  | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Ending<br>Balance<br>at 03/31/2026 | Ending<br>Balance<br>at 03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | Input Value(s) | Input Value(s) | Input Value(s) | Weighted Average | Weighted Average | Weighted Average |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $14580 | 14580 | 14580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.360 | 16.360 | 16.360 | 16.360 |  |  |
|  |  |  | 41656 | 41656 | 41656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 6.062 - 22.746 | 6.062 - 22.746 | 6.062 - 22.746 | 6.062 - 22.746 | 8.859 | 8.859 |
|  |  |  | 4509 | 4509 | 4509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 101.250 | 101.250 | 101.250 | 101.250 |  |  |
|  |  |  | 3000 | 3000 | 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 | 100.000 | 100.000 | 100.000 |  |  |
|  |  |  | 42634 | 42634 | 42634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 76.000 - 122.000 | 76.000 - 122.000 | 76.000 - 122.000 | 76.000 - 122.000 | 113.149 | 113.149 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Industrials | Industrials | Industrials | 5392 | 5392 | 5392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | X/% | 12.500/10.000 | 12.500/10.000 | 12.500/10.000 |  |  |
| Utilities | Utilities | Utilities | 206 | 206 | 206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 450.000 | 450.000 | 450.000 | 450.000 |  |  |
|  |  |  | 204 | 204 | 204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | EUR | 12.000 | 12.000 | 12.000 |  |  |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 7728 | 7728 | 7728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 | 100.000 | 100.000 | 100.000 |  |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| Automobile Sequential | Automobile Sequential | Automobile Sequential | 4901 | 4901 | 4901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate |  | 10.420 | 10.420 | 10.420 |  |  |
| Other ABS | Other ABS | Other ABS | 14564 | 14564 | 14564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate |  | 12.500 - 15.000 | 12.500 - 15.000 | 12.500 - 15.000 | 13.230 | 13.230 |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |
| Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | 53 | 53 | 53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple / Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple / Discount Rate | X/% | 0.500/20.750 | 0.500/20.750 | 0.500/20.750 |  |  |
| Health Care | Health Care | Health Care | 31606 | 31606 | 31606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | X | 16.360 | 16.360 | 16.360 |  |  |
| Industrials | Industrials | Industrials | 1122 | 1122 | 1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | EUR | 16.000 | 16.000 | 16.000 |  |  |
|  |  |  | 3036 | 3036 | 3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | X/% | 12.500/10.000 | 12.500/10.000 | 12.500/10.000 |  |  |
| Real Estate | Real Estate | Real Estate | 239 | 239 | 239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; - |  | - | - | - |  |  |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |
| Banking & Finance | Banking & Finance | Banking & Finance | 6321 | 6321 | 6321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase price | $- | - | - | - |  |  |
| Industrials | Industrials | Industrials | 235 | 235 | 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; Revenue/ EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; Revenue/ EBITDA Multiple | 4.625/18.000- | 4.625/18.000- | 4.625/18.000- | 4.625/18.000- |  |  |
|  |  |  | 23781 | 23781 | 23781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 3.734 -19.155 | 3.734 -19.155 | 3.734 -19.155 | 3.734 -19.155 | 15.237 | 15.237 |
|  |  |  | 14540 | 14540 | 14540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; - | - | - | - | - |  |  |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |
| Affiliated Investments | Affiliated Investments | Affiliated Investments | 6019 | 6019 | 6019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sum of the Parts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sum of the Parts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sum of the Parts | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate/Mortality Assumption | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate/Mortality Assumption | X/% | 15.323/2015 ANB VBT Mortality Table | 15.323/2015 ANB VBT Mortality Table | 15.323/2015 ANB VBT Mortality Table |  |  |
| **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | Over the counter | Over the counter | 8 | 8 | 8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 0.191 - 0.206 | 0.191 - 0.206 | 0.191 - 0.206 | 0.191 - 0.206 | 0.201 | 0.201 |
| Total | Total | Total | $226334 | 226334 | 226334 |  |  |  |  |  |  |  |  |  |  |  |
| <sup>(1)</sup> | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. |
| <sup>(2)</sup> | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. |
| <sup>(3)</sup> | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. | Sector type updated from Financials to Real Estate since prior fiscal year end. |
| <sup>(4)</sup> | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. |

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Notes to Financial Statements

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**1. BASIS FOR CONSOLIDATION**

Each of the Funds' subsidiaries was formed as a wholly owned subsidiary acting as an investment vehicle for the Fund in order to effect certain investments for the Fund consistent with the Fund's investment objectives and policies in effect from time to time. Each Fund's investment portfolio has been consolidated and includes the portfolio holdings of the Fund and its subsidiaries. Accordingly, the consolidated financial statements include the accounts of each Fund and its subsidiaries. All inter-company transactions and balances have been eliminated. This structure was established so that certain investments could be held by a separate legal entity from the Fund. See the table below for details regarding the structure, incorporation and relationship as of period end of the subsidiaries.

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **Subsidiary** | &nbsp;&nbsp; **Date of Formation** | &nbsp;&nbsp; **Subsidiary % of Consolidated Fund Net Assets**<sup>†</sup> |
| &nbsp;&nbsp;&nbsp; PAXSLS I LLC | &nbsp;&nbsp;&nbsp; 12/31/2021 | &nbsp;&nbsp;&nbsp; 0.0% |
| &nbsp;&nbsp;&nbsp; RLM 4355 LLC | &nbsp;&nbsp;&nbsp; 12/31/2021 | &nbsp;&nbsp;&nbsp; 0.0% |

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<sup>†</sup> A zero balance may reflect actual amounts rounding to less than 0.01%.

**2. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS**

**(a) Investment Valuation Policies** The net asset value ("NAV") of the Fund's shares, or each of its share classes, as applicable, is determined by dividing the total value of portfolio investments and other assets attributable to the Fund or class, less any liabilities, as applicable, by the total number of shares outstanding.

On each day that the New York Stock Exchange ("NYSE") is open, the Fund's shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) ("NYSE Close"). Information that becomes known to the Fund or its agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the price of a security or the NAV determined earlier that day. If regular trading on the NYSE closes earlier than scheduled, the Fund may calculate its NAV as of the earlier closing time or calculate its NAV as of the NYSE Close for that day. The Fund generally does not calculate its NAV on days on which the NYSE is not open for business. If the NYSE is closed on a day it would normally be open for business, the Fund may calculate its NAV as of the NYSE Close for such day or such other time that the Fund may determine.

For purposes of calculating NAV, portfolio securities and other assets for which market quotations are readily available are valued at market value. A market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the Fund can access at the measurement date, provided that a quotation will not be readily available if it is not reliable. Market value is generally determined on the basis of official closing prices or the last reported sales prices. The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close and do not normally take into account trading, clearances or settlements that take place after the NYSE Close. A foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by Pacific Investment Management Company LLC ("PIMCO") to be the primary exchange. If market value pricing is used, a foreign (non-U.S.) equity security will be valued as of the close of trading on the foreign exchange, or the NYSE Close if the NYSE Close occurs before the end of trading on the foreign exchange.

Investments for which market quotations are not readily available are valued at fair value as determined in good faith pursuant to Rule 2a-5 under the Investment Company Act. As a general principle, the fair value of a security or other asset is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Pursuant to Rule 2a-5, the Board of Trustees has designated PIMCO as the valuation designee ("Valuation Designee") for the Fund to perform the fair value determination relating to all Fund investments. PIMCO may carry out its designated responsibilities as Valuation Designee through various teams and committees. The Valuation Designee's policies and procedures govern the Valuation Designee's selection and application of methodologies for determining and calculating the fair value of Fund portfolio investments. The Valuation Designee may value Fund portfolio securities for which market quotations are not readily available and other Fund assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources (together, "Pricing Sources").

Domestic and foreign (non-U.S.) fixed income securities, non-exchange traded derivatives and equity options are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources using data reflecting the earlier closing of the principal markets for those securities. Prices obtained from Pricing Sources may be based on, among other things, information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Certain fixed income securities purchased on a delayed-delivery basis are marked to market daily until settlement at the forward settlement date. Common stocks, exchange-traded funds ("ETFs"), exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. Exchange-traded options, except equity options, futures and options on futures, are valued at the settlement price determined by the relevant exchange. Swap agreements and swaptions are valued on the basis of bid quotes obtained from brokers and dealers or market-based prices supplied by Pricing Sources. With respect to any portion of the Fund's assets that are invested in one or more open-end management investment companies (other thanETFs), the Fund's NAV will be calculated based on the NAVs of such investments.Open-end management investment companies may include affiliated funds.

If a foreign (non-U.S.) equity security's value has materially changed after the close of the security's primary exchange or principal market but before the NYSE Close, the security may be valued at fair value. Foreign (non-U.S.) equity securities that do not trade when the NYSE is open are also valued at fair value. With respect to foreign (non-U.S.) equity securities, the Fund may determine the fair value of investments based on information provided by Pricing Sources, which may recommend fair value or adjustments with reference to other securities, indexes or assets. In considering whether fair valuation is required and in determining fair values, the Valuation Designee may, among other things, consider significant events (which may be considered to include changes in the value of U.S. securities or securities indexes) that occur after the close of the relevant market and before the NYSE Close. The Fund may utilize modeling tools provided by third-party vendors to determine fair values of foreign (non-U.S.) securities. For these purposes, unless otherwise determined by the Valuation Designee, any movement in the applicable reference index or instrument ("zero trigger") between the earlier close of the applicable foreign market and the NYSE Close may be deemed to be a significant event, prompting the application of the pricing model (effectively resulting in daily fair valuations). Foreign exchanges may permit trading in foreign (non-U.S.) equity securities on days when the Fund is not open for business, which may result in the Fund's portfolio investments being affected when shareholders are unable to buy or sell shares.

Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates obtained from Pricing Sources. As a result, the value of such investments and, in turn, the NAV of the Fund's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Fund is not open for business. As a result, to the extent that the Fund holds foreign (non-U.S.) investments, the value of those investments may change at times when shareholders are unable to buy or sell shares and the value of such investments will be reflected in the Fund's next calculated NAV. An alternative exchange rate may be obtained from a Pricing Source or an exchange rate may otherwise be determined if believed to be more reflective of the rates at which the Fund may transact.

------

Notes to Financial Statements(Cont.)

Fair valuation may require subjective determinations about the value of a security. While the Fund's and Valuation Designee's policies and procedures are intended to result in a calculation of the Fund's NAV that fairly reflects security values as of the time of pricing, the Fund cannot ensure that fair values accurately reflect the price that the Fund could obtain for a security if it were to dispose of that security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by the Fund may differ from the value that would be realized if the securities were sold.

**(b) Fair Value Hierarchy** U.S. GAAP describes fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2 or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

• Level 1 — Quoted prices (unadjusted) in active markets or exchanges for identical assets and liabilities.

• Level 2 — Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

• Level 3 — Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Valuation Designee that are used in determining the fair value of investments.

Assets or liabilities categorized as Level 2 or 3 as of period end have been transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing the investments. Transfers from Level 2 to Level 3 are a result of a change, in the normal course of business, from the use of methods used by Pricing Sources (Level 2) to the use of a Broker Quote or valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Schedule of Investments for the Fund.

For fair valuations using significant unobservable inputs, U.S. GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and transfers into and out of the Level 3 category during the period. The end of period value is used for the transfers between fair value Levels of the Fund's assets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy and, if material, a Level 3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for the Fund.

**(c) Valuation Techniques and the Fair Value Hierarchy**

**Level 1, Level 2 and Level 3 trading assets and trading liabilities, at fair value** The valuation methods (or "techniques") and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level 1, Level 2 and Level 3 of the fair value hierarchy are as follows:

Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

Investments in registered open-end investment companies (other than ETFs) will be valued based upon the NAVs of such investments and are categorized as Level 1 of the fair value hierarchy. Investments in unregistered open-end investment companies will be calculated based upon the NAVs of such investments and are considered Level 1 provided that the NAVs are observable, calculated daily and are the value at which both purchases and sales will be conducted.

Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible preferred securities, non-U.S. bonds and short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Sources' internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Fixed income securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level 2 of the fair value hierarchy.

Mortgage-related and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These securities are also normally valued by Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the NYSE Close. These securities are valued using Pricing Sources that consider the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy. Preferred securities and other equities traded on inactive markets or valued by reference to similar instruments are also categorized as Level 2 of the fair value hierarchy.

------

Notes to Financial Statements(Cont.)

Valuation adjustments may be applied to certain exchange traded futures and options to account for market movement between the exchange settlement and the NYSE Close. These securities are valued using quotes obtained from a quotation reporting system, established market makers or Pricing Sources. Financial derivatives using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.

Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indexes, reference rates and other inputs or a combination of these factors. These contracts are normally valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Sources (normally determined as of the NYSE Close). Depending on the product and the terms of the transaction, financial derivative instruments can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as quoted prices, issuer details, indexes, bid/ask spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indexes, reference rates and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Sources (normally determined as of the NYSE Close). Centrally cleared swaps and over the counter swaps can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

If third-party evaluated vendor pricing is not available or not deemed to be indicative of fair value, the Manager may elect to obtain Broker Quotes directly from the broker-dealer or passed through from a third-party vendor. In the event that fair value is based upon a single sourced Broker Quote, these securities are categorized as Level 3 of the fair value hierarchy. Broker Quotes are typically received from established market participants. Although independently received, the Manager does not have the transparency to view the underlying inputs which support the market quotation. Significant changes in the Broker Quote would have direct and proportional changes in the fair value of the security.

Expected recovery valuation estimates that the fair value of an existing asset can be recovered, net of any liability. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Discounted Cash Flow model is based on future cash flows generated by the investment and may be normalized based on expected investment performance. Future cash flows are discounted to present value using an appropriate rate of return, typically calibrated to the initial transaction date and adjusted based on Capital Asset Pricing Model and/or other market-based inputs. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Comparable Companies model is based on application of valuation multiples from publicly traded comparable companies to the financials of the subject company. Adjustments may be made to the market-derived valuation multiples based on differences between the comparable companies and the subject company. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Sum-of-the-Parts model is typically used when an investment or subject company has two or more separate and distinct assets that would each require its own valuation methodology, typically an income or market approach. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

Securities may be valued based on purchase prices of privately negotiated transactions. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

Short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the base price.

When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Valuation Designee believes reflects fair value and are categorized as Level 3 of the fair value hierarchy.

**3. FEDERAL INCOME TAX MATTERS**

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the "Code") and distribute all of its taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made.

The Fund may be subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments.

In accordance with U.S. GAAP, the Manager has reviewed the Fund's tax positions for all open tax years. As of March 31, 2026, the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns.

The Fund files U.S. federal, state and local tax returns as required. The Fund's tax returns are subject to examination by relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.

**4. INVESTMENTS IN AFFILIATES**

The Fund may invest in the PIMCO Short Asset Portfolio and the PIMCO Short-Term Floating NAV Portfolio III ("Central Funds") to the extent permitted by the Act, rules thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for use solely by the series of the Trust and other series of registered investment companies advised by the Adviser, in connection with their cash management activities. The main investments of the Central Funds are money market and short maturity fixed income instruments. The Central Funds may incur expenses related to their investment activities, but do not pay Investment Advisory Fees or Supervisory and Administrative Fees to the Adviser. The Central Funds are considered to be affiliated with the Fund.A copy of each affiliate fund's shareholder report is available at the U.S Securities and Exchange

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Notes to Financial Statements(Cont.)

Commission ("SEC") website at www.sec.gov, on the Fund's website at www.pimco.com, or upon request, as applicable.The table below shows the Fund's transactions in and earnings from investments in the affiliated funds for the period endedMarch 31, 2026 (amounts in thousands<sup>†</sup>):

**Investment in PIMCO Short-Term Floating NAV Portfolio III**

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Market Value<br>06/30/2025** | **Purchases at<br>Cost** | **Proceeds from<br>Sales** | **Net<br>Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation<br>(Depreciation)** | **Market Value<br>03/31/2026** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| $64290 | $340909 | $(330500) | $18 | $2 | $74719 | $1909 | $0 |

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<sup>†</sup> A zero balance may reflect actual amounts rounding to less than one thousand.

<sup>(1)</sup> The tax characterization of distributions is determined in accordance with Federal income tax regulations and may contain a return of capital. The actual tax characterization of distributions received is determined at the end of the fiscal year of the affiliated fund.

An affiliate includes any company in which a Fund owns 5% or more of the company's outstanding voting shares. The table below represents transactions in and earnings from these affiliated issuers for the period ended March 31, 2026 (amounts in thousands<sup>†</sup>, except number of shares).

**PIMCO Access Income Fund**

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **Security Name** | &nbsp;&nbsp; **Market Value at 06/30/2025** | &nbsp;&nbsp; **Purchases at cost** | &nbsp;&nbsp; **Proceeds from Sale** | &nbsp;&nbsp; **Net Realized Gain/(Loss)** | &nbsp;&nbsp; **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp; **Market Value at 03/31/2026** | &nbsp;&nbsp; **Dividend Income** | &nbsp;&nbsp; **Shares Held at 03/30/2026** |
| &nbsp;&nbsp; Market Garden Dogwood LLC | $&nbsp;&nbsp; 9950 | $&nbsp;&nbsp; 0 | $&nbsp;&nbsp; (4696) | $&nbsp;&nbsp; 0 | $&nbsp;&nbsp; 765 | $&nbsp;&nbsp; 6019 | $&nbsp;&nbsp; 0 | &nbsp;&nbsp; 5412622 |

---

<sup>†</sup> A zero balance may reflect actual amounts rounding to less than onethousand.

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** |  | (Unaudited) |
| **Counterparty Abbreviations:** | **Counterparty Abbreviations:** |  |  |  |  |
| **BOA** | Bank of America N.A. | **GLM** | Goldman Sachs Bank USA | **MZF** | Mizuho Securities USA LLC |
| **BPS** | BNP Paribas S.A. | **GST** | Goldman Sachs International | **NGF** | Nomura Global Financial Products, Inc. |
| **BRC** | Barclays Bank PLC | **IND** | Crédit Agricole Corporate and Investment Bank <br> S.A. | **NOM** | Nomura Securities International, Inc. |
| **BSH** | Banco Santander S.A. - New York Branch | **JPM** | JP Morgan Chase Bank N.A. | **RBC** | Royal Bank of Canada |
| **BYR** | The Bank of Nova Scotia - Toronto | **MBC** | HSBC Bank Plc | **RTA** | RBC (Barbados) Trading Bank Corp. |
| **CBK** | Citibank N.A. | **MEI** | Merrill Lynch International | **SBI** | Citigroup Global Markets Ltd. |
| **CEW** | Canadian Imperial Bank of Commerce World Markets | **MSB** | Morgan Stanley Bank, N.A | **SCX** | Standard Chartered Bank, London |
| **DBL** | Deutsche Bank AG London | **MSC** | Morgan Stanley & Co. LLC. | **SOG** | Societe Generale Paris |
| **DEU** | Deutsche Bank Securities, Inc. | **MYC** | Morgan Stanley Bank, N.A. | **SSB** | State Street Bank and Trust Co. |
| **DUB** | Deutsche Bank AG | **MYI** | Morgan Stanley & Co. International PLC | **UBS** | UBS Securities LLC |
| **FAR** | Wells Fargo Bank National Association |  |  |  |  |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **AUD** | Australian Dollar | **EGP** | Egyptian Pound | **KWD** | Kuwaiti Dinar |
| **BRL** | Brazilian Real | **EUR** | Euro | **NGN** | Nigerian Naira |
| **CAD** | Canadian Dollar | **GBP** | British Pound | **TRY** | Turkish New Lira |
| **COP** | Colombian Peso | **HKD** | Hong Kong Dollar | **USD (or $)** | United States Dollar |
| **DOP** | Dominican Peso | **JPY** | Japanese Yen | **ZAR** | South African Rand |
| **Index/Spread Abbreviations:** | **Index/Spread Abbreviations:** |  |  |  |  |
| **BISTREFI** | Turkish Lira Overnight Reference Rate | **EUR012M** | 12 Month EUR Swap Rate | **MSMMUSTF** | MSILF Money Market US Treasury Fund <br> Index |
| **BNMMDTSC** | Dreyfus Treasury Securites Cash Management Fund Yield | **FHMMUSTF** | Federated Hermes US Treasury Cash Reserves <br> Fund Yield | **SOFR** | Secured Overnight Financing Rate |
| **BRMMUSDF** | BlackRock Money Market US Treasury Fund Index | **GSMMUSTF** | Goldman Sachs Money Market US Treasury Fund <br> Index | **SONIO** | Sterling Overnight Interbank Average Rate |
| **CDOR06** | 6 month CDN Swap Rate | **GSMMUSTI** | Goldman Sachs Money Market US Treasury <br> Instrument Index | **TSFR1M** | Term SOFR 1-Month |
| **EUR003M** | 3 Month EUR Swap Rate | **JMMMUSTF** | JP Morgan Money Market US Treasury Fund Index | **TSFR3M** | Term SOFR 3-Month |
| **EUR006M** | 6 Month EUR Swap Rate | **JY0003M** | 3 Month JPY-LIBOR | **TSFR6M** | Term SOFR 6-Month |
| **Other Abbreviations:** | **Other Abbreviations:** |  |  |  |  |
| **ABS** | Asset-Backed Security | **EURIBOR** | Euro Interbank Offered Rate | **TBA** | To-Be-Announced |
| **CLO** | Collateralized Loan Obligation | **OIS** | Overnight Index Swap | **TBD** | To-Be-Determined |
| **DAC** | Designated Activity Company | **PIK** | Payment-in-Kind | **TBD%** | Interest rate to be determined when loan <br> settles or at the time of funding |
| **EBITDA** | Earnings before Interest, Taxes, Depreciation and Amoritization | **REMIC** | Real Estate Mortgage Investment Conduit |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Access Income Fund

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

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

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

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** (844) 337-4626

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

- **a. Name of Series:** N/A

- **c. LEI of Series:** N/A

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1233504405.37

**Total Liabilities:** $543620601.24

**Net Assets:** $689883804.13

**Delayed Delivery Securities:** $3844740.37

**Cash Not Reported:** $26930798.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5751.799800 | **1-Year:** 1259.540700 | **5-Year:** 17159.986100 | **10-Year:** -449.908700 | **30-Year:** -6777.221000

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

- **3-Month:** 79086.441400 | **1-Year:** 40837.405400 | **5-Year:** 124097.286200 | **10-Year:** 70230.999200 | **30-Year:** 1137.164700

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 5.72%                | -2.10%               | -6.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1310361.20              | $-475691.81                                |
| Month 2  | $3375755.01              | $-13049758.48                              |
| Month 3  | $-1639107.90             | $-19661171.23                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                              | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 B5 144A          | CUSIP: 64828XAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15500000 | PA      | $9107651.20   | 1.32%             | 2059-11-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| LUCA RE LTD                                                                | LUCA RE LTD UNSECURED 144A 07/31 VAR                          | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $309165.00    | 0.04%             | 2031-07-22      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| STRATTON HAWKSMOOR 2022-1 PLC 22-1A                                        | STRATTON HAWKSMOOR PLC HWKSM 2022 1A F 144A                   | CUSIP: ACI27FLY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     8379000 | PA      | $11071323.87  | 1.60%             | 2053-02-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1719708 | PA      | $-1724872.40  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-3Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $262076.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH H 144A         | CUSIP: 46654EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $161565.13    | 0.02%             | 2038-06-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6267.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                 | REPUBLIC OF KENYA SR UNSECURED 144A 02/39 8.7                 | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1900000 | PA      | $1724409.32   | 0.25%             | 2039-02-26      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1095937 | PA      | $-1096667.63  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE4                                                       | GSAMP TRUST GSAMP 2005 HE4 M5                                 | CUSIP: 362341KG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15226000 | PA      | $11806805.28  | 1.71%             | 2045-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4019990 | PA      | $-4048933.93  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                        | BANCA MONTE DEI PASCHI SIENA COMMON STOCK                     | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     1073500 | NS      | $9366850.96   | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6                                 | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TD 144A        | CUSIP: 05492TBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4785000 | PA      | $3001069.70   | 0.44%             | 2053-02-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                            | PARK AVENUE TRUST PRKAV 2017 245P D 144A                      | CUSIP: 90187LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2680000 | PA      | $2610044.23   | 0.38%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| CERBA HEALTHCARE (CHROME BIDCO)                                            | CERBA HEALTHCARE SAS 2021 EUR TERM LOAN B                     | CUSIP: 937NEWII5<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |     2500000 | PA      | $2136776.96   | 0.31%             | 2028-06-30      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                          | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA E 144A                 | CUSIP: 647622AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12700000 | PA      | $12475980.89  | 1.81%             | 2032-04-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260615                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-504.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | MERRILL LYNCH REVERSE REPO GBP ZCP                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -6209438 | PA      | $-8237912.25  | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                              | BSST MORTGAGE TRUST BSST 2021 1818 E 144A                     | CUSIP: 07403PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6750000 | PA      | $1093120.65   | 0.16%             | 2036-03-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                        | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR                  | CUSIP: 13947LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.04%             | 2033-03-21      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $7269.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EGP BOUGHT USD 20260618                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $3303.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $42332.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/29 8.75               | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1303435.38   | 0.19%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -362211 | PA      | $-363363.09   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-WF1                                         | STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M7               | CUSIP: 863576FP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6876000 | PA      | $6640248.09   | 0.96%             | 2036-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1962615 | PA      | $-2607500.88  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5988200 | PA      | $-5997980.73  | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $4714.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -272649 | PA      | $-315804.33   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-2269837.48  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $201299.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                               | YI4360438 NIGERIA OMO BILL                                    | CUSIP: 990ACHTT6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  8240400000 | PA      | $5195010.03   | 0.75%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260505                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $343.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 02/32 7.75                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    12800000 | PA      | $12936889.47  | 1.88%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260506                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1384.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -322695 | PA      | $-375835.64   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5946119 | PA      | $-6017885.10  | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                   | UPFIELD B V 2026 GBP TERM LOAN B14                            | CUSIP: BA000W840<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |     6500000 | PA      | $8237758.35   | 1.19%             | 2030-10-31      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2202674 | PA      | $-2213087.75  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                              | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 05/30 7.5            | CUSIP: ACI2FPJG4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $467094.69    | 0.07%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-19243.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-5                                        | BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 7A5                | CUSIP: 059523BB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      820343 | PA      | $636608.77    | 0.09%             | 2047-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS (MOTION FINCO SARL)                                  | MOTION FINCO SARL SR SECURED REGS 06/30 7.375                 | CUSIP: ACI2G9CJ0<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1404548.32   | 0.20%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-6158.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4521253 | PA      | $-4537058.14  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                   | TITANIUM 2L BONDCO SARL SR SECURED 01/31 6.25                 | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |    18730900 | PA      | $3518140.20   | 0.51%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-364.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPS AUTO SECURITIZATION TRUST 2025-1                                       | CPS AUTO TRUST CPS 2025 1 A 144A                              | CUSIP: 22411GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4831511 | PA      | $4901392.07   | 0.71%             | 2032-06-16      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -370224 | PA      | $-428803.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DEER PARK CLO DAC 1A                                                       | DEER PARK CLO DERPK 1A SUB 144A                               | CUSIP: ACI23DBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     4000000 | PA      | $1886295.78   | 0.27%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS M 144A                                 | CUSIP: 990ABJSM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     2400000 | PA      | $1655880.45   | 0.24%             | 2057-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -342365 | PA      | $-343559.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-7312.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -618809 | PA      | $-622796.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260403                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5045.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 5.75           | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3830527.65   | 0.56%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260713                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-480.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                          | MNSN HOLDINGS INC COMMON STOCK                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3863 | NS      | $239506.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | US TREASURY N/B 08/35 4.25                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      724000 | PA      | $721398.13    | 0.10%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                             | WINSTON RE LTD UNSECURED 144A 02/31 VAR                       | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |      700000 | PA      | $730660.00    | 0.11%             | 2031-02-26      | Floating      | 15.21%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -2513302 | PA      | $-2910430.73  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2059098 | PA      | $-2059362.42  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                    | CUSIP: BA000K739<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |     1550659 | PA      | $1520157.32   | 0.22%             | 2032-08-26      | Floating      | 9.18%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-5983.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-4Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $188752.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260916                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-20623.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 08/29 11                           | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3361600000 | PA      | $847562.61    | 0.12%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                                         | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                   | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1815000 | PA      | $1179750.00   | 0.17%             | 2029-04-09      | Floating      | 15.86%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260422                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4085.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-84932.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MIZUHO SECURITIES                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -62830078 | PA      | $-62895979.58 | -9.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX LCDS SP DUB                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4689.08      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/17/25-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $70697.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -281277 | PA      | $-282162.87   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED REGS 03/29 10.5                     | CUSIP: ACI2L69P0<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     4800000 | PA      | $5830038.36   | 0.85%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98985.26     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED                | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |        5083 | NS      | $96136.36     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $104.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      820000 | PA      | $887075.51    | 0.13%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BRUCETON MILLS ASSOCIATES LLC                                              | PURIS TERM LOAN                                               | CUSIP: BA0005TS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1936365 | PA      | $1871176.39   | 0.27%             | 2030-07-01      | Floating      | 9.45%                 | No            |                  3 | On Loan: No      |
| ATLAS RE LIMITED                                                           | ATLAS RE LIMITED ATLAS RE LTD SIDECAR                         | CUSIP: 956BLH000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          59 | NS      | $5925029.05   | 0.86%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      446000 | PA      | $445102.30    | 0.06%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                                       | SONANGOL FINANCE LTD COMPANY GUAR 144A 01/31 10               | CUSIP: ACI387RK2<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |     2100000 | PA      | $2094224.77   | 0.30%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |    -1662402 | PA      | $-1928806.26  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6372962 | PA      | $-6378098.10  | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| ARM MUSTANG EXPRESS HOLDCO LLC                                             | MUSTANG EXPRESS SERIES A PFD U MUSTANG EXPRESS SERIES A PFD U | CUSIP: 958LNU906<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       14540 | NS      | $14540050.00  | 2.11%             |  |  |  | No            |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH EUR TERM LOAN B1                        | CUSIP: D255LZAB1<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |     2400000 | PA      | $2494916.57   | 0.36%             | 2030-03-29      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2120525 | PA      | $-2127963.02  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                    | GSG BIDCO LTD SR SECURED 144A 06/51 6.375                     | CUSIP: ACI38RD49<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     1000000 | PA      | $1147938.43   | 0.17%             | 2051-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                 | BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 360D 144A              | CUSIP: 05609MDC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3468541.50   | 0.50%             | 2055-02-17      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| ZIGGO (VZ SECURED FINANCING BV)                                            | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5             | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1132198.68   | 0.16%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20290502                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $39241.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-376.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PATTERSON CO (PARADIGM PARENT LLC)                                         | PARADIGM PARENT LLC 1ST LIEN TERM LOAN                        | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |     1393000 | PA      | $1156190.00   | 0.17%             | 2032-04-16      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 MONTH SOFR FUT  MAR26 XCME 20260616                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -16 | NC      | $59818.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                    | VALE SA SUBORDINATED 12/49 VAR                                | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    10300000 | PA      | $871448.98    | 0.13%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | EGYPT TREASURY BILL BILLS 10/26 0.00000                       | CUSIP: ACI3187G8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     7600000 | PA      | $122203.48    | 0.02%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIALTO PARTNERS (GALAXY US OPCO INC)                                       | GALAXY US OPCO INC. TERM LOAN                                 | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6012277 | PA      | $5217814.80   | 0.76%             | 2030-07-31      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                    | FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A                   | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6228740 | PA      | $6441844.50   | 0.93%             | 2041-11-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR              | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $304650.00    | 0.04%             | 2031-05-13      | Floating      | 15.03%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20290702                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2863.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 D 144A         | CUSIP: 46653DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1089973.80   | 0.16%             | 2036-03-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                                                             | GATEWAY RE LTD UNSECURED 144A 07/29 VAR                       | CUSIP: 36779CBA3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |      700000 | PA      | $700000.00    | 0.10%             | 2029-07-06      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260420                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-10111.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | VENTURE GLOBAL LNG INC SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $808098.93    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                      | DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99902.53     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                       | COLLEGE AVE STUDENT LOANS CASL 2024 A D 144A                  | CUSIP: 19424RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      914000 | PA      | $965617.78    | 0.14%             | 2054-06-25      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                 | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN        | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    14056559 | PA      | $14478256.22  | 2.10%             | 2028-09-15      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                        | CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR                  | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      800000 | PA      | $812520.00    | 0.12%             | 2027-04-05      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260420                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $314.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-WMC2                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC2 M6              | CUSIP: 59020UWN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5986705 | PA      | $5447326.47   | 0.79%             | 2036-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-305.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260414                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2946.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAST MORTGAGE TRUST 2022-1700                                             | BSST MORTGAGE TRUST BSST 2022 1700 G 144A                     | CUSIP: 055742AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8800000 | PA      | $421772.56    | 0.06%             | 2037-02-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260417                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3846.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1904.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR1                                          | SECURITIZED ASSET BACKED RECEI SABR 2006 FR1 M1               | CUSIP: 81375WJU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5029052 | PA      | $4395999.29   | 0.64%             | 2035-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                      | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A E 144A            | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      564898 | PA      | $574059.77    | 0.08%             | 2032-06-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2179944 | PA      | $-2180194.09  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -81175 | PA      | $-82142.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 B1              | CUSIP: 92922F4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7152002 | PA      | $6336145.39   | 0.92%             | 2045-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2025 TERM LOAN B11                           | CUSIP: BA000QF29<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      851932 | PA      | $848737.47    | 0.12%             | 2028-04-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | NISSAN MOTOR CO LTD SNR JP SP BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $-23306.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.83000 12/09/42-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $2827796.53   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260421                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6273.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CERBA HEALTHCARE (CHROME BIDCO)                                            | CERBA HEALTHCARE S A S 2022 EUR TERM LOAN C                   | CUSIP: 944ZQDII8<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |     3000000 | PA      | $2560872.85   | 0.37%             | 2029-02-16      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                                      | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN                  | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |     3400000 | PA      | $3422074.13   | 0.50%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625              | CUSIP: X74344DS2<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     5800000 | PA      | $4060000.00   | 0.59%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3876.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                   | FLORA FOOD MANAGEMENT BV SR SECURED 144A 10/30 7.5            | CUSIP: ACI386PJ9<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $572791.16    | 0.08%             | 2030-10-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC CAD TERM LOAN                             | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |      207052 | PA      | $147613.57    | 0.02%             | 2032-01-30      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED REGS 09/30 6.5            | CUSIP: ACI30SMJ2<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     1100000 | PA      | $1062010.12   | 0.15%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-13597.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                        | NATURE COAST RE LTD UNSECURED 144A 04/33 VAR                  | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $258800.00    | 0.04%             | 2033-04-10      | Floating      | 13.28%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -85043 | PA      | $-85331.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 E 144A         | CUSIP: 46653DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12756000 | PA      | $6094777.26   | 0.88%             | 2036-03-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260420                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3811.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2005-C                                    | INDYMAC RESIDENTIAL ASSET BACK INABS 2005 C M4                | CUSIP: 456606HX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11200000 | PA      | $10005975.84  | 1.45%             | 2035-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -10792980 | PA      | $-10894302.10 | -1.58%            |  |  |  | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                              | BSST MORTGAGE TRUST BSST 2021 1818 F 144A                     | CUSIP: 07403PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $273609.50    | 0.04%             | 2036-03-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1232921 | PA      | $-1243299.36  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                        | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF E 144A               | CUSIP: 04410RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14536000 | PA      | $14342035.98  | 2.08%             | 2035-04-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                  | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE      | CUSIP: 948FWLII3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     2631886 | PA      | $821357.68    | 0.12%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4831688 | PA      | $-4869053.05  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260424                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2711.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75             | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       89878 | PA      | $129752.42    | 0.02%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-46812.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-441.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                       | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     1938440 | PA      | $1946116.59   | 0.28%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-3Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $141594.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP SR SECURED 144A 12/28 5.75                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17600000 | PA      | $17033236.70  | 2.47%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-92419.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2830875 | PA      | $-2851044.98  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                 | REPUBLIC OF KENYA SR UNSECURED 144A 02/34 7.875               | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1900000 | PA      | $1729501.73   | 0.25%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GRP INC. 2025 NEW MONEY TRANCHE A TL    | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      315512 | PA      | $239788.90    | 0.03%             | 2029-04-30      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | YAHOO (AKA: AP CORE HOLDI TL TRS BKL BPS                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $71929.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                              | SUBCALIDORA 2 2024 EUR TERM LOAN                              | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     6400000 | PA      | $7230485.30   | 1.05%             | 2029-08-14      | Floating      | 7.88%                 | No            |                  3 | On Loan: No      |
| FUTBOL CLUB BARCELONA SL                                                   | ESPAI BRCA FNDO DE TITULZACION EUR TERM LOAN                  | CUSIP: 948FVAII8<br>LEI: 95980020140005871781 | Long             | LON              | CORP              | ES        |     3432276 | PA      | $4345203.33   | 0.63%             | 2028-05-31      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $384091.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                         | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                  | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     2182008 | PA      | $2111692.33   | 0.31%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -534800 | PA      | $-538618.47   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B12                           | CUSIP: BA000QFP8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     3147661 | PA      | $3138816.16   | 0.45%             | 2028-10-30      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25                 | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1800000 | PA      | $864000.00    | 0.13%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UROPA SECURITIES PLC 2007-1                                                | UROPA SECURITIES PLC UROPA 2007 1 B1B REGS                    | CUSIP: 995YLSII1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     2639668 | PA      | $2822231.39   | 0.41%             | 2040-10-10      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                     | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |     9158799 | PA      | $8483337.26   | 1.23%             | 2027-05-13      | Floating      | 10.70%                | No            |                  3 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 F 144A         | CUSIP: 46653DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $258174.00    | 0.04%             | 2036-03-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.50000 03/18/26-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-446744.28   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO SAS)                                    | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                      | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |     3600000 | PA      | $1248318.24   | 0.18%             | 2030-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET                                                                   | TRANSNET SOC LTD 2015 ZAR TERM LOAN                           | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |    24895158 | PA      | $1452034.80   | 0.21%             | 2028-03-02      | Floating      | 10.66%                | No            |                  3 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                      | ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10             | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     3800000 | PA      | $2862749.00   | 0.41%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | EGYPT GOVERNMENT BOND BONDS 10/30 19.698                      | CUSIP: ACI350557<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   467300000 | PA      | $8417655.80   | 1.22%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875              | CUSIP: X74359AC8<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |      200000 | PA      | $136888.00    | 0.02%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/29 9.5                | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1036671.46   | 0.15%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260401                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4373.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260403                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2724.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2022425 | PA      | $-2030294.08  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOGIX CANADIAN ISSUER LP 2022-1CAN                                       | COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN C 144A         | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     5400000 | PA      | $3827629.93   | 0.55%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-FM2                                               | ACE SECURITIES CORP. ACE 2006 FM2 A2D                         | CUSIP: 00442CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20666971 | PA      | $4685227.23   | 0.68%             | 2036-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 06/26 0.00000                                   | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1611000 | PA      | $1599923.93   | 0.23%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1046520 | PA      | $-1047109.86  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| VOUSSOIR RE LTD                                                            | WAFC VOUSSOIR WAFC VOUSSOIR                                   | CUSIP: 957IQY903<br>LEI: 549300XW5WDY1508DB60 | Long             | EP               | CORP              | US        |     6320668 | NS      | $6320668.00   | 0.92%             |  |  |  | No            |                  3 | On Loan: No      |
| HOUGHTON MIFFLIN HARCOURT COMPANY                                          | HOUGHTON MIFFLIN HARCOURT COMP TERM LOAN B                    | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       99742 | PA      | $84848.68     | 0.01%             | 2029-04-09      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 05/42 9.25                         | CUSIP: ACI22YPY3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   146000000 | PA      | $29831.51     | 0.00%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -14634269 | PA      | $-14646348.25 | -2.12%            |  |  |  | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2022-2                                          | FLAGSHIP CREDIT AUTO TRUST FCAT 2022 2 R                      | CUSIP: 33844X108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6250 | PA      | $0.00         | 0.00%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                       | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     2794625 | PA      | $2457956.53   | 0.36%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $10921.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1979.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1264.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED REGS 09/32 6.875          | CUSIP: ACI30SM29<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     1800000 | PA      | $1663429.12   | 0.24%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2007500 | PA      | $-2021552.17  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE3                                                       | GSAMP TRUST GSAMP 2006 HE3 M1                                 | CUSIP: 36244KAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13995394 | PA      | $12596764.54  | 1.83%             | 2046-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR COMMON STOCK UNIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4403 | NS      | $2080417.50   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5914025 | PA      | $-5979654.25  | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-25                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 M1                 | CUSIP: 12667TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10599726 | PA      | $9589194.90   | 1.39%             | 2047-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260528                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-627.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      227000 | PA      | $226702.85    | 0.03%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-OP1                                               | ACE SECURITIES CORP. ACE 2006 OP1 M1                          | CUSIP: 00442PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24346500 | PA      | $19613688.92  | 2.84%             | 2036-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5795076 | PA      | $-5812235.87  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC REVOLVER                                | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      845632 | PA      | $779550.09    | 0.11%             | 2029-12-10      | Floating      | 0.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260416                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-91124.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                       | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    27900000 | PA      | $625633.51    | 0.09%             | 2028-05-17      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 03/58 12                           | CUSIP: ACI2Z8HT4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   481000000 | PA      | $118208.44    | 0.02%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                      | ASTON MARTIN CAPITAL HOL SR SECURED REGS 03/29 10.375         | CUSIP: ACI2N9Q99<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     1600000 | PA      | $1638139.10   | 0.24%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1106177 | PA      | $-1108874.26  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                               | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000            | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2430000 | PA      | $2036947.50   | 0.30%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST3                            | LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST3 CERT 144A        | CUSIP: 52607TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7554000 | PA      | $863240.90    | 0.13%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROFRAC HOLDINGS II LLC                                                    | PROFRAC HOLDINGS II LLC SR SECURED 144A 01/29 VAR             | CUSIP: 74319TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2584000 | PA      | $2577540.00   | 0.37%             | 2029-01-23      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | ECUADOR LA SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $14049.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                 | OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5                  | CUSIP: BA000XG23<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |     1700000 | PA      | $2242245.36   | 0.33%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                        | LUXCO3 SHARES COMMON STOCK                                    | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       60652 | NS      | $1121674.04   | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625              | CUSIP: 78307ADE0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     3000000 | PA      | $2100000.00   | 0.30%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 05/26 0.00000                                   | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      444000 | PA      | $441533.10    | 0.06%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                  | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      400000 | PA      | $411800.00    | 0.06%             | 2026-06-08      | Floating      | 20.74%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260429                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2974.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                    | COREWEAVE COMPUTE ACQCO II LLC DDTL                           | CUSIP: 948GKAII8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2187500 | PA      | $2251749.62   | 0.33%             | 2028-07-31      | Floating      | 13.30%                | No            |                  3 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                               | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/28 8              | CUSIP: ACI11QWM1<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |      509310 | PA      | $306117.00    | 0.04%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 1 SARL                                                  | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TERM LOAN RESTRUC      | CUSIP: 948FWJII8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     4785440 | PA      | $709576.72    | 0.10%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                        | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR                  | CUSIP: 13947LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.04%             | 2033-03-21      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1085924 | PA      | $-1255650.97  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $573111.34    | 0.08%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -935200 | PA      | $-946544.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE CENTR BANK BILL BILLS 04/26 0.00000                   | CUSIP: ACI38VBK6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     9000000 | PA      | $201019.32    | 0.03%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |      -84155 | PA      | $-97292.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | EGYPT TREASURY BILL BILLS 08/26 0.00000                       | CUSIP: ACI3134R8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   177000000 | PA      | $2986213.64   | 0.43%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                    | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN    | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5822506 | PA      | $6000322.28   | 0.87%             | 2029-05-30      | Floating      | 9.70%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | PETROLEOS MEXICANOS (PEMEX) LA SP BPS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-38289.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260505                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $46824.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-1                                        | SAXON ASSET SECURITIES TRUST SAST 2007 1 M1                   | CUSIP: 80556BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1712690 | PA      | $1675246.81   | 0.24%             | 2047-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                              | STEINHOFF CVR                                                 | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |    39030044 | NS      | $45.11        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | MERRILL LYNCH REVERSE REPO GBP ZCP                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -3024800 | PA      | $-4013568.17  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                               | YI4360529 NIGERIA OMO BILL                                    | CUSIP: 990ACHUB3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |  7946000000 | PA      | $4979061.06   | 0.72%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                | UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6             | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7533132.88   | 1.09%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -5183310 | PA      | $-6000729.34  | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1406578 | PA      | $-1412219.56  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNC MORTGAGE LOAN TRUST 2007-2                                             | BNC MORTGAGE LOAN TRUST BNCMT 2007 2 A4                       | CUSIP: 05569QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16250000 | PA      | $14188042.38  | 2.06%             | 2037-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                         | ALTICE FRANCE SA 2025 TERM LOAN B13                           | CUSIP: BA000QF03<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     2627526 | PA      | $2616030.11   | 0.38%             | 2029-05-14      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -9722060 | PA      | $-9800453.80  | -1.42%            |  |  |  | No            |                  2 | On Loan: No      |
| STRATTON HAWKSMOOR 2022-1 PLC 22-1A                                        | STRATTON HAWKSMOOR PLC HWKSM 2022 1A E 144A                   | CUSIP: ACI27FLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     3800000 | PA      | $5021048.29   | 0.73%             | 2053-02-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                  | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1438000 | PA      | $1360949.57   | 0.20%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $62115.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       19600 | NS      | $1274.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5331229 | PA      | $-5370413.17  | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1110959 | PA      | $-1113991.64  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-18931.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH F 144A         | CUSIP: 46654EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3276000 | PA      | $2726604.97   | 0.40%             | 2038-06-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260518                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-161.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                                    | GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B                | CUSIP: BA000DCX3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |     2514679 | PA      | $2520965.50   | 0.37%             | 2030-12-18      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                               | YI4360503 NIGERIA OMO BILL                                    | CUSIP: 990ACHTR0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  7918900000 | PA      | $4977150.65   | 0.72%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $10778.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20270610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-394.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -267112 | PA      | $-270352.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC COMPANY GUAR REGS 08/29 10.5                  | CUSIP: ACI2QDHC0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |     4500000 | PA      | $5890263.57   | 0.85%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 08/29 9                  | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2041968.72   | 0.30%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ABS INC 2004-FR1                                              | BEAR STEARNS ASSET BACKED SECU BSABS 2004 FR1 M2              | CUSIP: 073879DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3620496 | PA      | $3894752.16   | 0.56%             | 2034-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2008-IND2                                                   | BCAP LLC TRUST BCAP 2008 IND2 A2                              | CUSIP: 05531EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2882914 | PA      | $2220741.44   | 0.32%             | 2038-04-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A              | CUSIP: 83206NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4814 | PA      | $4449552.61   | 0.64%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8661089 | PA      | $-8676650.10  | -1.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260409                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $669.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS F 144A                                 | CUSIP: 990ABJSF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     2700000 | PA      | $1862865.50   | 0.27%             | 2057-12-30      | Floating      | 8.64%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1894917 | PA      | $-1897507.10  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN        | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     3909868 | PA      | $3481424.61   | 0.50%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP COMPANY GUAR 07/26 7.75                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2494530.50   | 0.36%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP SR SECURED 144A 12/26 5.25                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4820000 | PA      | $4781432.10   | 0.69%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP TERM LOAN B                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    16726272 | PA      | $14314928.75  | 2.07%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                  | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |        7358 | NS      | $139164.15    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4275407 | PA      | $-4314332.35  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                      | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP E 144A            | CUSIP: 12651QAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $11937530.40  | 1.73%             | 2032-07-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                      | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878        | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     3200000 | PA      | $2987925.34   | 0.43%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4252440 | PA      | $-4311935.69  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 07/26 0.00000                                   | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $494457.71    | 0.07%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARINE ONE HOLDCO LLC                                                      | WEST MARINE NEW COMMON STOCK EQTYWM9A9                        | CUSIP: 902LVFII8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8371 | NS      | $52886.04     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR                  | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      504000 | PA      | $423297.00    | 0.06%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260630                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-128.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | GRAY TELEVISION INC 2024 TERM LOAN B                          | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |       24000 | PA      | $24036.00     | 0.00%             | 2029-05-23      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A             | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2204837.50   | 0.32%             | 2038-11-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SECURED REGS 05/29 7.875             | CUSIP: ACI30YBC6<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     4700000 | PA      | $5070014.21   | 0.73%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260409                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2351.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1247565 | PA      | $-1249659.61  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                              | MRCD MORTGAGE TRUST MRCD 2019 PARK F 144A                     | CUSIP: 55348UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3300000.00   | 0.48%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-21963.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 05/26 0.00000                                   | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      154000 | PA      | $153255.67    | 0.02%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20270610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-392.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3488920 | PA      | $-3514646.52  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260406                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $12238.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-A                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 A R 144A              | CUSIP: 78450FAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        8700 | PA      | $6620220.14   | 0.96%             | 2054-11-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-8689.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | EGYPT EM SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-59830.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $17469.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4351900 | PA      | $-4362511.38  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO STANDARD CHARTERE VAR 1                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4913345 | PA      | $-4943194.03  | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT CAD SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-57610.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -2384116 | PA      | $-2762250.96  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                       | INTEGRITY RE III UNSECURED 144A 06/27 VAR                     | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $274725.00    | 0.04%             | 2027-06-06      | Floating      | 29.01%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -380375 | PA      | $-381185.32   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-10                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2M1                | CUSIP: 23246BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15238194 | PA      | $12737233.43  | 1.85%             | 2047-06-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED 144A 09/30 6.5            | CUSIP: ACI30SHJ8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1351649.24   | 0.20%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2460639 | PA      | $-2462944.58  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -341732 | PA      | $-394629.55   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1232185 | PA      | $-1241427.25  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| COMETE HOLDING                                                             | COMEXPOSIUM 2019 EUR TERM LOAN B                              | CUSIP: 964NDFII9<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    13232211 | PA      | $18659233.88  | 2.70%             | 2031-07-10      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NOMURA                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -609194 | PA      | $-611563.23   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                              | MRCD MORTGAGE TRUST MRCD 2019 PARK G 144A                     | CUSIP: 55348UAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11198000 | PA      | $5515015.00   | 0.80%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260401                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3482.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260617                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-145.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-11385.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC COMPANY GUAR REGS 06/30 11                    | CUSIP: ACI2WWMJ0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |     2810000 | PA      | $3714414.78   | 0.54%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -792100 | PA      | $-916700.23   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20260420                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $1913.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                      | SYNIVERSE PFD PIK PFDJJZ917                                   | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    12788269 | NS      | $10759550.87  | 1.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-2415.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 2ND LIEN TERM LOAN                      | CUSIP: 31772YAB2<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      400000 | PA      | $346000.00    | 0.05%             | 2033-09-15      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1984.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC            | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5           | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6537396.31   | 0.95%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $1947.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1276625 | PA      | $-1280385.37  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -627689 | PA      | $-631454.68   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260505                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2823.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT CAD SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-6613.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                  | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $258487.50    | 0.04%             | 2032-06-07      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/26 11.75           | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      100000 | PA      | $51750.00     | 0.01%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1921678 | PA      | $-2224778.20  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260430                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3917.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                  | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1100000 | PA      | $797500.00    | 0.12%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1703700 | PA      | $-1973624.70  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN    | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |      136430 | PA      | $136395.81    | 0.02%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 EYT1 144A      | CUSIP: 46651QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5024893 | PA      | $4917665.67   | 0.71%             | 2031-12-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                   | SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN                  | CUSIP: BA000KP88<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     2346564 | PA      | $2385751.62   | 0.35%             | 2029-04-25      | Floating      | 7.35%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6666899 | PA      | $-6703183.38  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS E 144A                                 | CUSIP: 990ABJRU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     2400000 | PA      | $1655880.45   | 0.24%             | 2057-12-30      | Floating      | 7.56%                 | No            |                  3 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED REGS 09/34 6.25                          | CUSIP: ACI2TMW89<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3400000 | PA      | $3993201.29   | 0.58%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR TRUST 2022-DNA1                                          | FREDDIE MAC   STACR STACR 2022 DNA1 B2 144A                   | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2075756.80   | 0.30%             | 2042-01-25      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC JPY TERM LOAN                             | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    22194722 | PA      | $138798.66    | 0.02%             | 2032-01-30      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -739968 | PA      | $-744999.41   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5               | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   351800000 | PA      | $6040467.21   | 0.88%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -720554 | PA      | $-722308.35   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                       | EAST LANE RE VII LTD SR UNSECURED 144A 03/32 VAR              | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      250000 | PA      | $250425.00    | 0.04%             | 2032-03-31      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| RR 7 LTD 2019-7A                                                           | RR LTD RRAM 2019 7A SUB 144A                                  | CUSIP: 74980CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14600000 | PA      | $3306099.92   | 0.48%             | 2120-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-7917.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4                          | FREDDIE MAC   SCRT SCRT 2019 4 M 144A                         | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8493560 | PA      | $8262313.16   | 1.20%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                    | J + J VENTURES GAMING LLC 2024 TERM LOAN                      | CUSIP: 46604BAG3<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |     1152450 | PA      | $1152450.00   | 0.17%             | 2028-04-26      | Floating      | 8.78%                 | No            |                  3 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                       | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1825769 | PA      | $2765166.08   | 0.40%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| DOLP TRUST 2021-NYC                                                        | DOLP TRUST DOLP 2021 NYC G 144A                               | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $6111695.50   | 0.89%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX LCDS SP DUB                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2577.54      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IVANTI SOFTWARE INC                                                        | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                   | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |     4768307 | PA      | $3236130.97   | 0.47%             | 2029-06-01      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO STANDARD CHARTERE VAR 1                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -597592 | PA      | $-601403.06   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2                            | LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 CERT 144A        | CUSIP: 52607QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7600000 | PA      | $716527.39    | 0.10%             | 2028-04-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.50000 09/21/22-30Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $4280468.58   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                     | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       26837 | PA      | $39111.08     | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALTICE SA                                                                  | ALTICE HOLDINGS 1 12/99 0                                     | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |       14719 | NS      | $204155.51    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| DOLP TRUST 2021-NYC                                                        | DOLP TRUST DOLP 2021 NYC F 144A                               | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $4443368.85   | 0.64%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                       | COLLEGE AVE STUDENT LOANS CASL 2024 A R 144A                  | CUSIP: 19424R108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5079 | PA      | $2778446.63   | 0.40%             | 2054-06-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -272304 | PA      | $-315424.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20260420                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $339.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2022-1                                          | FLAGSHIP CREDIT AUTO TRUST FCAT 2022 1 R 144A                 | CUSIP: 33845V101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19183 | PA      | $0.00         | 0.00%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1644912 | PA      | $-2189316.58  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3175600 | PA      | $-3199014.76  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. SR SECURED 144A 06/27 10                              | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    17124298 | PA      | $8305284.53   | 1.20%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR                 | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $304050.00    | 0.04%             | 2031-05-13      | Floating      | 14.03%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260415                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2640.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONGO GOVT                                                                 | REPUBLIC OF CONGO SR UNSECURED REGS 02/35 9.5                 | CUSIP: ACI38JJB5<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |      400000 | PA      | $360507.76    | 0.05%             | 2035-02-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260403                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1351.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP 2ND LIEN TERM LOAN B1                            | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      480491 | PA      | $348355.98    | 0.05%             | 2029-02-01      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3290546 | PA      | $-3308204.76  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN               | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    21146555 | PA      | $19972498.53  | 2.90%             | 2028-06-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| GREENGROVE RE LTD                                                          | GREENGROVE RE LTD UNSECURED 144A 04/32 VAR                    | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $259125.00    | 0.04%             | 2032-04-08      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-12                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 2M1                | CUSIP: 126697AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1790666.00   | 0.26%             | 2047-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CASSINI SAS                                                                | COMEXPOSIUM 2019 EUR REVOLVER                                 | CUSIP: 945BLZII6<br>LEI: 9695009FFM30CUZ8FO85 | Long             | LON              | CORP              | FR        |     1915712 | PA      | $2701417.12   | 0.39%             | 2031-10-16      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| US RENAL CARE INC                                                          | US RENAL CARE INC SR SECURED 144A 06/28 10.625                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     4469850 | PA      | $3732324.75   | 0.54%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260416                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6259.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20300509                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $25476.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSCALE SERVICES UK LIMITED                                                 | NSCALE DELAYED DRAW TERM LOAN                                 | CUSIP: BA000WQD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3000000 | PA      | $3000000.00   | 0.43%             | 2032-08-11      | Floating      | 0.36%                 | No            |                  3 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                      | CUSIP: 73110JAB8<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |      800000 | PA      | $827200.00    | 0.12%             | 2027-01-07      | Floating      | 16.79%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO GBP ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -3011191 | PA      | $-4011242.64  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4381192 | PA      | $-4410984.61  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 06/26 0.00000                                   | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $198308.26    | 0.03%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260507                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-38306.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE A TERM LOAN       | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     2796441 | PA      | $2061368.63   | 0.30%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260401                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $7.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -780300 | PA      | $-782082.59   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -227500 | PA      | $-229277.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CASSINI SAS                                                                | COMEXPOSIUM 2019 EUR 1ST LIEN TLB                             | CUSIP: 945AYZII4<br>LEI: 9695009FFM30CUZ8FO85 | Long             | LON              | CORP              | FR        |     5475789 | PA      | $7721614.14   | 1.12%             | 2031-03-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO STANDARD CHARTERE VAR 1                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1054910 | PA      | $-1062149.32  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25            | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      600000 | PA      | $276000.00    | 0.04%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC 2025 DELAYED DRAW TERM LOAN                    | CUSIP: 23803RAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      362445 | PA      | $360633.18    | 0.05%             | 2032-01-05      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-211.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN     | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |     4274348 | PA      | $4829345.00   | 0.70%             | 2029-12-31      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| LONG BEACH MTGE LOAN TR 2005-1                                             | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M6                | CUSIP: 542514KE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10308430 | PA      | $9631047.66   | 1.40%             | 2035-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-13366.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2903.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | EGYPT TREASURY BILL BILLS 11/26 0.00000                       | CUSIP: ACI355705<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     9600000 | PA      | $151763.80    | 0.02%             | 2026-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NOMURA                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -683485 | PA      | $-686109.77   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GSMSC RESECURITIZATION TRUST 2014-2R                                       | GS MORTGAGE SECURITIES CORP. GSMSC 2014 2R 3B 144A            | CUSIP: 36249UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10882435 | PA      | $10278460.98  | 1.49%             | 2037-11-26      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1687521 | PA      | $-1692092.12  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260610                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-174.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -49776287 | PA      | $-50205469.22 | -7.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6852089 | PA      | $-6865145.86  | -1.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 11/31 4.625                         | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      600000 | PA      | $533612.88    | 0.08%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $8586.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260413                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5356.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260430                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6974.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3896246 | PA      | $-3905746.75  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| RR 1 LLC 2017-1A                                                           | RR 1 LTD RRAM 2017 1A SUB 144A                                | CUSIP: 78109AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $395336.42    | 0.06%             | 2117-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF14                                          | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6               | CUSIP: 32027LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14743839 | PA      | $12366085.34  | 1.79%             | 2036-10-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -155190 | PA      | $-155782.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.40000 12/21/22-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2845953.73   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                             | ADLER GROUP SA   VTG SHS COMMON STOCK                         | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |     3298852 | NS      | $3.81         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT INC/CENTRAL MERGER SUB INC)                     | CNTRL PARENT/CDK GLB INC SR SECURED 144A 06/29 7.25           | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3320000 | PA      | $2392982.63   | 0.35%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BCP TRUST 2021-330N                                                        | BCP TRUST BCP 2021 330N E 144A                                | CUSIP: 05553BAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $414804.50    | 0.06%             | 2038-06-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75          | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |      630700 | PA      | $509567.76    | 0.07%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1978000 | PA      | $1937471.33   | 0.28%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                     | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A             | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $337553.87    | 0.05%             | 2038-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/32 5.875                         | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2300000 | PA      | $2696763.85   | 0.39%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260401                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $8496.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-62760.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |      470000 | NS      | $468303.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3955.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 11.5           | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3362000 | PA      | $3042383.87   | 0.44%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                                | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5                  | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3839502.24   | 0.56%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260505                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-671.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEVITA (NATIONAL MENTOR HOLDINGS INC)                                      | NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5           | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1136241.70   | 0.16%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 06/20/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-3635.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUARDIAN BIDCO INC                                                         | GUARDIAN 1ST LIEN DELAYED DRAW TL                             | CUSIP: BA000P6S4<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |     2100000 | PA      | $2081071.61   | 0.30%             | 2032-08-29      | Fixed         | 9.17%                 | No            |                  3 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                      | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     5700000 | PA      | $5366322.00   | 0.78%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 11/40 12.75                        | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   560000000 | PA      | $148427.86    | 0.02%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260428                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3628.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/29 8                  | CUSIP: ACI1H0020<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      700000 | PA      | $693131.07    | 0.10%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75             | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     3247529 | PA      | $1324181.48   | 0.19%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED REGS 10/30 8.5                            | CUSIP: ACI2VMKZ9<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      271263 | PA      | $330015.88    | 0.05%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                  | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1700000 | PA      | $1140700.00   | 0.17%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                  | STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN PIK TERM LOAN A2       | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    17530739 | PA      | $6210581.52   | 0.90%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2                          | FREDDIE MAC   SCRT SCRT 2019 2 M 144A                         | CUSIP: 35563PKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7601705 | PA      | $7418775.59   | 1.08%             | 2058-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-15430.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                      | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     7652507 | PA      | $74527766.95  | 10.80%            |  |  |  | No            |                  1 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                               | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                  | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |     7800000 | PA      | $7919646.45   | 1.15%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1365.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260413                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2528.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-8038.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                                 | ION PLATFORM FINANCE SAR SR SECURED 144A 05/29 7.875          | CUSIP: ACI30ZWV8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      900000 | PA      | $970853.78    | 0.14%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260420                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $11791.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260430                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $189.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1033653 | PA      | $-1036026.78  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                           | GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR                   | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      420000 | PA      | $427623.00    | 0.06%             | 2029-01-08      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                               | REPUBLIC OF ECUADOR SR UNSECURED 144A 01/34 8.75              | CUSIP: ACI389084<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     5700000 | PA      | $5608800.00   | 0.81%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | PETERSEN CLAIM UNITS                                          | CUSIP: 958CFGII7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | CORP              | US        |       45743 | PA      | $205843.50    | 0.03%             | 2099-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 07/30 7.5                   | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $403418.54    | 0.06%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                          | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6            | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1800000 | PA      | $619380.00    | 0.09%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260421                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1168.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                | URSA RE LTD UNSECURED 144A 02/28 VAR                          | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $409000.00    | 0.06%             | 2028-02-22      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | US TREASURY N/B 08/45 4.875                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      386000 | PA      | $384823.90    | 0.06%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -13992571 | PA      | $-14027797.64 | -2.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -363783 | PA      | $-364887.99   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | NISSAN MOTOR CO LTD SNR JP SP JPM                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $-23306.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                 | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL     | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      102197 | PA      | $102196.69    | 0.01%             | 2026-11-03      | Floating      | 11.64%                | No            |                  3 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 07/46 11.5                         | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    73000000 | PA      | $17610.89     | 0.00%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2400.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -357008 | PA      | $-413430.58   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ARGENTINA LA SP CBK                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $5460.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-34373.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2187500 | PA      | $-2208128.12  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-196512.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | TITULOS DE TESORERIA BONDS 01/35 11.75                        | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 50271500000 | PA      | $12464113.44  | 1.81%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260602                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-162.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARP FINCO LIMITED                                                         | HARP FINCO LIMITED GBP TERM LOAN                              | CUSIP: BA0008GH5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     2318914 | PA      | $3091519.18   | 0.45%             | 2032-03-27      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| IVANTI SECURITY HOLDINGS LLC                                               | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                      | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      635671 | PA      | $636465.66    | 0.09%             | 2029-06-01      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| DOGWOOD LLC                                                                | MARKET GARDEN EQTYQL9A8                                       | CUSIP: 902FLS002<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     5412622 | NS      | $6019155.02   | 0.87%             |  |  |  | Yes           |                  3 | On Loan: No      |
| URSA RE LTD                                                                | URSA RE LTD UNSECURED 144A 12/28 VAR                          | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |      900000 | PA      | $925515.00    | 0.13%             | 2028-12-07      | Floating      | 12.80%                | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                | ION PLATFORM FINANCE US SR SECURED 144A 09/32 7.875           | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $155055.15    | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260429                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2588.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      497481 | PA      | $445867.44    | 0.06%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                  | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      400000 | PA      | $415400.00    | 0.06%             | 2026-06-08      | Floating      | 26.31%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | WORLDLINE SNR SE ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-13236.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                      | BBCCRE TRUST BBCCR 2015 GTP E 144A                            | CUSIP: 05490TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5370000 | PA      | $4309643.56   | 0.62%             | 2033-08-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -857255 | PA      | $-858647.09   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO STANDARD CHARTERE VAR 1                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5150345 | PA      | $-5183372.07  | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL                             | WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL D 144A           | CUSIP: 95003WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8600000 | PA      | $7483761.28   | 1.08%             | 2039-12-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                       | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2               | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |     1843519 | PA      | $1801754.29   | 0.26%             | 2027-09-01      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260507                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $6120.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                      | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375        | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1324605.07   | 0.19%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                          | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75         | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1900000 | PA      | $793820.00    | 0.12%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC TERM LOAN                                 | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     1143615 | PA      | $1134351.90   | 0.16%             | 2032-01-30      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 10                             | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     1245000 | PA      | $1325893.88   | 0.19%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $662.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC 2025 1ST AMENDMENT TERM LOAN                   | CUSIP: 23803RAE1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     1637555 | PA      | $1629366.82   | 0.24%             | 2032-01-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7345692 | PA      | $-7365735.77  | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                               | FANNIE MAE   CAS CAS 2021 R01 1B2 144A                        | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4755000 | PA      | $4854290.58   | 0.70%             | 2041-10-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4062974 | PA      | $-4076556.45  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-92.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-13577.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGIC GAMING MANAGEMENT LLC                                            | STRATEGIC GAMING COMMITMENT TERM LOAN                         | CUSIP: BA000QXN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2200000 | PA      | $2244081.18   | 0.33%             | 2030-10-15      | Fixed         | 10.67%                | No            |                  3 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                 | BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 111D 144A              | CUSIP: 05609MCQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9615000 | PA      | $9156392.38   | 1.33%             | 2055-02-17      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | NISSAN MOTOR CO LTD SNR JP SP MYC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $-46613.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                             | POLARIS NEWCO, LLC USD TERM LOAN B                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     9704012 | PA      | $8566847.62   | 1.24%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1589310 | PA      | $-1604848.22  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-3                                        | UPSTART SECURITIZATION TRUST UPST 2025 3 D 144A               | CUSIP: 91684FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3558532.25   | 0.52%             | 2035-09-20      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. SR SECURED 144A 12/28 8.5                             | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    35764334 | PA      | $379996.05    | 0.06%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                 | BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 360E 144A              | CUSIP: 05609MDE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $4656231.60   | 0.67%             | 2055-02-17      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT KWD SOLD USD 20260707                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-332.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                     | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A             | CUSIP: 78432WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $6430749.65   | 0.93%             | 2038-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                     | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6                | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |     1578495 | PA      | $1529413.01   | 0.22%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                                 | INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR              | CUSIP: 45338XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2626620 | PA      | $2626620.00   | 0.38%             | 2030-01-31      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                       | APLD COMPUTECO 2 LLC SR SECURED 144A 03/31 6.75               | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $397335.64    | 0.06%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH (SPRUCE BIDCO II INC)                                       | SPRUCE BIDCO II INC REVOLVER                                  | CUSIP: BA000FL00<br>LEI: 254900ZDXA1N7X9RDU49 | Long             | LON              | CORP              | US        |      259679 | PA      | $259211.49    | 0.04%             | 2032-01-30      | Fixed         | 2.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5453294 | PA      | $-5512523.01  | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20260420                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $3266.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                               | ALAMO RE LTD UNSECURED 144A 06/26 VAR                         | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $305850.00    | 0.04%             | 2026-06-08      | Floating      | 15.39%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260409                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5354.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |     -559402 | PA      | $-647920.61   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD ZAR BOUGHT USD 20260420                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $13077.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA NEW EQUITY                                             | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       80167 | NS      | $3036243.35   | 0.44%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260429                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3449.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | FWD0104H8 COLOMBIA GOVT FWD 04 24 2026                        | CUSIP: 958QWGII7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   212300000 | PA      | $53509.76     | 0.01%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINANCING CO INC) | CNT PRNT/CDK GLO II/FIN SR SECURED 144A 06/29 8               | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2870000 | PA      | $2136006.22   | 0.31%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IPL SCHOELLER (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)  | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 9.5             | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1200000 | PA      | $1061189.04   | 0.15%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     2250000 | PA      | $2395048.50   | 0.35%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO STANDARD CHARTERE VAR 1                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1651426 | PA      | $-1656773.69  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET SECUR CORP TRUST 2006-OPT1                                       | HSI ASSET SECURITIZATION CORPO HASC 2006 OPT1 M4              | CUSIP: 40430HDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13243000 | PA      | $10543415.77  | 1.53%             | 2035-12-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION (CLUE OPCO LLC)                                    | FORWARD AIR CORPORATION TERM LOAN B                           | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3538725 | PA      | $3453795.60   | 0.50%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR                 | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $305250.00    | 0.04%             | 2031-05-13      | Floating      | 16.28%                | No            |                  2 | On Loan: No      |
| UNICORN BAY (HONG KONG) INVESTMENTS LIMITED                                | UNICORN BAY HKD FIXED TERM LOAN A                             | CUSIP: BA00077Z7<br>LEI: N/A                  | Long             | LON              | CORP              | HK        |    34916661 | PA      | $4508636.31   | 0.65%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260428                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6862.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RBC DOMINION REVERSE REPO CAD REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | CA        |    -3603199 | PA      | $-2597176.18  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                       | INEOS US FINANCE LLC 2023 USD TERM LOAN B                     | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     4563121 | PA      | $4001286.61   | 0.58%             | 2030-02-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| IPL SCHOELLER (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)  | TOUCAN FINCO LTD/CAN/US SR SECURED REGS 05/30 8.25            | CUSIP: ACI2WX3R1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     4800000 | PA      | $4808993.00   | 0.70%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | NISSAN MOTOR CO LTD SNR JP SP BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $-23306.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                           | GOLDEN BEAR RE LTD UNSECURED 144A 03/32 VAR                   | CUSIP: 38090EAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.04%             | 2032-03-08      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WEST MARINE NEW WARRANT WARRWM911                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       14259 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1471210 | PA      | $-1485775.39  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95           | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      300000 | PA      | $154500.00    | 0.02%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                      | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $314460.00    | 0.05%             | 2028-01-07      | Floating      | 14.13%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |      -99968 | PA      | $-133553.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                       | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2119596.73   | 0.31%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 06/15/22-30Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $10419472.35  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAST MORTGAGE TRUST 2022-1700                                             | BSST MORTGAGE TRUST BSST 2022 1700 H 144A                     | CUSIP: 055742AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $40676.55     | 0.01%             | 2037-02-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/17/25-20Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $296500.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260911                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-4477.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260430                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-9893.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                    | FREDDIE MAC   STACR STACR 2021 DNA6 B2 144A                   | CUSIP: 35564KLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7400000 | PA      | $7612448.08   | 1.10%             | 2041-10-25      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                    | ION PLAT FIN US/SARL SR SECURED 144A 05/28 5                  | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $467546.05    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC)                                            | CENTRAL PARENT INC 2024 TERM LOAN B                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7495595 | PA      | $5369394.86   | 0.78%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES SA 2025 EUR TERM LOAN              | CUSIP: BA000KZY0<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |    21111504 | PA      | $24523745.23  | 3.55%             | 2029-06-29      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2015-RR3                                                    | BCAP LLC TRUST BCAP 2015 RR3 2A4 144A                         | CUSIP: 05545JAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38346096 | PA      | $8467197.61   | 1.23%             | 2036-11-27      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2835000 | PA      | $-2853778.19  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $4966.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260421                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $930.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2796106.76   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $66664.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 04/29 VAR                        | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |       26829 | PA      | $15024.00     | 0.00%             | 2029-04-22      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                   | SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN                  | CUSIP: BA000KP70<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      300296 | PA      | $305310.65    | 0.04%             | 2029-04-25      | Floating      | 7.35%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-20                                             | COUNTRYWIDE HOME LOANS CWHL 2007 20 A1                        | CUSIP: 12544QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13892679 | PA      | $5773069.36   | 0.84%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260617                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-29113.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                    | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      997693 | PA      | $1008878.14   | 0.15%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $5973.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 12/21/22-30Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $6913051.12   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDIAN BIDCO INC                                                         | GUARDIAN DELAYED DRAW TERM LOAN A                             | CUSIP: BA000P6T2<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |      300000 | PA      | $300000.00    | 0.04%             | 2032-08-29      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| CIRCOR                                                                     | CIRCOR INTERNATIONAL INC 2023 REVOLVER                        | CUSIP: 948FVPII5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      165517 | PA      | $167436.70    | 0.02%             | 2029-06-20      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      848000 | PA      | $847489.77    | 0.12%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RR 17 LTD                                                                  | RR LTD RRAM 2021 17A SUB 144A                                 | CUSIP: 74980YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $1231630.60   | 0.18%             | 2034-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-17604.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                      | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A F 144A            | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      731543 | PA      | $751655.33    | 0.11%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -674190 | PA      | $-781229.83   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-1                          | FREDDIE MAC   SCRT SCRT 2022 1 M 144A                         | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5900000 | PA      | $5502045.00   | 0.80%             | 2061-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4559275 | PA      | $-4567820.77  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A             | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2400000 | PA      | $2262675.12   | 0.33%             | 2038-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                    | ALTICE FRAN LUX 3/HOLD 1 SR UNSECURED 144A 01/33 10           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3178000 | PA      | $2891941.55   | 0.42%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $6576.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -21590368 | PA      | $-21797311.58 | -3.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | CITIGROUP REVERSE REPO                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -771416 | PA      | $-771895.60   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE B TERM LOAN       | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      373416 | PA      | $123227.26    | 0.02%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                               | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                   | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |     1290250 | PA      | $1135420.00   | 0.16%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| ARM MUSTANG EXPRESS HOLDCO LLC                                             | MUSTANG EXPRESS SERIES A PFD                                  | CUSIP: 990ABAYE9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        6646 | NS      | $7095880.82   | 1.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260618                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1075.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1207680 | PA      | $-1217739.98  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH USD TERM LOAN B1                        | CUSIP: D255LZAC9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |     5777068 | PA      | $5083848.41   | 0.74%             | 2030-04-01      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | FWD0M1442 COLOMBIA GOVT                                       | CUSIP: 990ADDTQ0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   284700000 | PA      | $59672.93     | 0.01%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                               | FANNIE MAE   CAS CAS 2022 R04 1B2 144A                        | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5200000 | PA      | $5557604.52   | 0.81%             | 2042-03-25      | Floating      | 13.16%                | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                       | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   240100000 | PA      | $5381334.68   | 0.78%             | 2028-09-06      | Fixed         | 39.28%                | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TRUST 2005-2                                 | AEGIS ASSET BACKED SECURITIES AABST 2005 2 M5                 | CUSIP: 00764MFF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $1431053.55   | 0.21%             | 2035-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 8.5                            | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     1718000 | PA      | $2090100.57   | 0.30%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | EGYPT EM SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-187727.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                           | PROJECT CASHMERE CLASS G 144A                                 | CUSIP: 990ABJSK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     3700000 | PA      | $2552815.69   | 0.37%             | 2057-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PERU LNG SRL                                                               | PERU LNG SRL SR UNSECURED REGS 03/30 5.375                    | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     7056078 | PA      | $6854148.89   | 0.99%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-29558.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPOS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1171888 | PA      | $-1552630.14  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                              | AMSURG EQUITY EQTYAS910                                       | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      718727 | NS      | $31605967.36  | 4.58%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.25000 06/18/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-2229341.30  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20260504                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1914.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-8636.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                  | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $259150.00    | 0.04%             | 2032-06-07      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8456072 | PA      | $-8648283.03  | -1.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD COP BOUGHT USD 20260818                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-28870.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE FUNDING LTD 2004-6A                                                   | DUKE FUNDING LTD DUKEF 2004 6A A1S 144A                       | CUSIP: 264407AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   125567387 | PA      | $9688026.21   | 1.40%             | 2039-04-08      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2005-BC1                                    | SPECIALTY UNDERWRITING + RESID SURF 2005 BC1 B1               | CUSIP: 84751PEV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4749115 | PA      | $4645314.25   | 0.67%             | 2035-12-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -477480 | PA      | $-478362.01   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/18/24-4Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $182232.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20260414                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6507.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                             | POLARIS NEWCO LLC EUR TERM LOAN B                             | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     2726328 | PA      | $2683789.74   | 0.39%             | 2028-06-02      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                             | URSA RE II LTD UNSECURED 144A 06/28 VAR                       | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $252412.50    | 0.04%             | 2028-06-07      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-59684.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG REVERSE REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7683697 | PA      | $-7738480.20  | -1.12%            |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                     | CUSIP: BA000K747<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |      155455 | PA      | $155454.55    | 0.02%             | 2032-08-26      | Floating      | 0.63%                 | No            |                  3 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                      | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A G 144A            | CUSIP: 80290CCP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      847347 | PA      | $876045.41    | 0.13%             | 2032-06-15      | Fixed         | 13.03%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 06/26 0.00000                                   | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99102.13     | 0.01%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8818145 | PA      | $-8840810.08  | -1.28%            |  |  |  | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                        | NATURE COAST RE LTD UNSECURED 144A 02/30 VAR                  | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $249300.00    | 0.04%             | 2030-02-26      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3490.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NOMURA                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1583284 | PA      | $-1584561.59  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| QUERCUS II RE DESIGNATED ACTIVITY COMPANY                                  | QUERCUS II RE DAC UNSECURED 144A 01/31 VAR                    | CUSIP: ACI37KKF2<br>LEI: 635400PTO1PTKKKHEA32 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $288933.66    | 0.04%             | 2031-01-07      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO WARBURG                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -2460977 | PA      | $-2850154.23  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | DEUTSCHE REVERSE REPO EUR ZCP                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1195249 | PA      | $-1384524.49  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer