# EDGAR Filing Document

**Accession Number:** 0000908187
**File Stem:** 0001099263-26-003041
**Filing Date:** 2026-3
**Character Count:** 156202
**Document Hash:** ecfb478e5366f8723190edb5e292354c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003041.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003041

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PCM FUND, INC.
- **CENTRAL INDEX KEY:** 0000908187

**ORGANIZATION NAME:**
- **EIN:** 521834031
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07816
- **FILM NUMBER:** 26705850

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212 -739-4000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO COMMERCIAL MORTGAGE SECURITIES TRUST INC
- **DATE OF NAME CHANGE:** 19930624

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PCM Fund, Inc.

- **b. Investment Company Act file number:** 811-07816

- **c. CIK number of Registrant:** 0000908187

- **d. LEI of Registrant:** FZICY1WZ0I8IZ2XD3R19

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $119102712.48

**Total Liabilities:** $46214495.82

**Net Assets:** $72888216.66

**Cash Not Reported:** $734012.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 283.788900 | **1-Year:** 682.470100 | **5-Year:** 1757.544500 | **10-Year:** 2298.242500 | **30-Year:** 76.102100

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

- **3-Month:** 6196.965700 | **1-Year:** 3962.295700 | **5-Year:** 19212.102600 | **10-Year:** 6942.389000 | **30-Year:** 327.370000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -5.56%               | -0.70%               | 0.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-138211.23              | $172772.59                                 |
| Month 2  | $151101.31               | $5335.84                                   |
| Month 3  | $27503.72                | $-575157.32                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PERATON CORP                                                            | PERATON CORP TERM LOAN B                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1266815 | PA      | $1178365.74   | 1.62%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C                  | CUSIP: 61750SAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7688918 | PA      | $3389965.61   | 4.65%             | 2036-10-25      | Floating      | 3.99%                 | 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        |     62699 | PA      | $55068.53     | 0.08%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                   | BBCCRE TRUST BBCCR 2015 GTP B 144A                            | CUSIP: 05490TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $445976.30    | 0.61%             | 2033-08-10      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MIZUHO SECURITIES USAFIXED INC REPO - 17Jun26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -634270 | PA      | $-635642.42   | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 23Mar26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -672163 | PA      | $-672984.44   | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARITEV CORPORATION                                                    | CLARITEV CORP SR SECURED 144A 03/31 6.75                      | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    518370 | PA      | $414696.00    | 0.57%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-7                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 2A3A               | CUSIP: 17307GB80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49660 | PA      | $36004.55     | 0.05%             | 2035-09-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/20/23-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $24332.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                  | CACI INTERNATIONAL INC COMPANY GUAR 144A 06/33 6.375          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103592.87    | 0.14%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                         | NEW WINDSTREAM PREFERRED STOCK                                | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |       333 | NS      | $330802.28    | 0.45%             |  |  |  | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALT LN TRUST 2005-1CB                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2             | CUSIP: 12667F2R5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369936 | PA      | $152710.35    | 0.21%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 23Mar26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -786593 | PA      | $-787553.94   | -1.08%            |  |  |  | No            |                  2 | On Loan: No      |
| COHESITY INC                                                            | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED                | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |       664 | NS      | $12772.76     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR8                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A3               | CUSIP: 92922FUP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125226 | PA      | $127407.74    | 0.17%             | 2044-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| TBW MTGE BACKED PASS THRU CERT 2006-2                                   | TBW MORTGAGE BACKED PASS THROU TBW 2006 2 4A1                 | CUSIP: 878048AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102201 | PA      | $32472.66     | 0.04%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 123 CLO LTD 2025-123A                                            | DRYDEN SENIOR LOAN FUND DRSLF 2025 123A SUB 144A              | CUSIP: 26253PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $483691.96    | 0.66%             | 2038-04-15      | Variable      | 0.00%                 | 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        |   1130000 | PA      | $1131514.20   | 1.55%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | UBS SECURITIES LLC REPO - 08Jan26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -353531 | PA      | $-357787.62   | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 04Mar26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -288386 | PA      | $-289349.79   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -89462 | PA      | $-89669.68    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA1                                     | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21              | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140537 | PA      | $93794.12     | 0.13%             | 2036-01-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-BC2                                  | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A                | CUSIP: 12669QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421595 | PA      | $432682.81    | 0.59%             | 2037-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BARCLAYS BANK PLC LONDON BRANC REPO - 20Apr26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -417984 | PA      | $-418778.87   | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-45497.97    | -0.06%            |  |  |  | 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        |    140000 | PA      | $141917.05    | 0.19%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER CAPITAL MTGE SEC BCM 2000 A                                  | BOMBARDIER CAPITAL MORTGAGE SE BCM 2000 A A3                  | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1184532 | PA      | $73491.23     | 0.10%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                           | X CORP TERM LOAN                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    955085 | PA      | $940419.39    | 1.29%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3 MONTH SOFR FUT  DEC25 XCME 20260317                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3922.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNP PARIBASBNPP SA REPO - 22Jan26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -757542 | PA      | $-765663.36   | -1.05%            |  |  |  | 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        |    400000 | PA      | $403334.48    | 0.55%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PADAGIS LLC                                                             | PADAGIS LLC TERM LOAN B                                       | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345966 | PA      | $327803.02    | 0.45%             | 2028-07-06      | Floating      | 8.95%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | BNP PARIBASBNPP SA REPO - 23Apr26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2705576 | PA      | $-2734710.76  | -3.75%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                        | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A1                    | CUSIP: 46630GAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5282 | PA      | $5294.80      | 0.01%             | 2035-07-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATION 2000-5                                   | CONSECO FINANCE SECURITIZATION CNF 2000 5 A6                  | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323802 | PA      | $58747.83     | 0.08%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 16Mar26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -172686 | PA      | $-173002.59   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC      | FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75           | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $380599.96    | 0.52%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-8                                    | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 4A3                | CUSIP: 86361JAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11536 | PA      | $10328.95     | 0.01%             | 2036-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                                 | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2             | CUSIP: 83613FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1334719 | PA      | $1054588.69   | 1.45%             | 2037-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.25000 06/18/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-91188.46    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2005-6                                                  | LEHMAN XS TRUST LXS 2005 6 3A3A                               | CUSIP: 525221DJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640090 | PA      | $292341.53    | 0.40%             | 2035-11-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                      | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                     | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |    108013 | NS      | $238708.73    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EMC MORTGAGE LOAN TRUST 2002-B                                          | EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A                   | CUSIP: 268668BD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133670 | PA      | $135610.02    | 0.19%             | 2041-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875            | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310109.23    | 0.43%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                        | WESTMORELAND COAL CO PIK TERM LOAN                            | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    277091 | PA      | $117763.72    | 0.16%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -218609 | PA      | $-219115.64   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERTAINMENT PARTNERS (EP PURCHASER LLC)                               | EP PURCHASER LLC 2023 TERM LOAN                               | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |     85707 | PA      | $61869.82     | 0.08%             | 2028-11-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                              | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL               | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27142 | PA      | $22798.94     | 0.03%             | 2027-06-30      | Floating      | 6.83%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 16Mar26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -175134 | PA      | $-175455.08   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| GUARDIAN BIDCO INC                                                      | GUARDIAN 1ST LIEN DELAYED DRAW TL                             | CUSIP: BA000P6S4<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |    100000 | PA      | $99232.03     | 0.14%             | 2032-08-29      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | BNYMELLONRE RBC BARBADOS REPO - 09Mar26                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -776036 | PA      | $-778741.22   | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MRTG CAPITAL CERT 2006-6                                  | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A3                  | CUSIP: 22942JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824110 | PA      | $359449.36    | 0.49%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEOPLE'S FINANCE REALTY MTGE SEC 2006-1                                 | PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 1A2               | CUSIP: 71103XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5546205 | PA      | $1001851.51   | 1.37%             | 2036-09-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US LONG BOND(CBT) MAR26 XCBT 20260320                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -4 | NC      | $3931.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2011-C3             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C3 XB 144A          | CUSIP: 46635TAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49855755 | PA      | $99594.35     | 0.14%             | 2046-02-15      | Fixed         | 0.38%                 | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AG 25-2A                                                  | CRAFT LTD CRFT 2025 2A CLN 144A                               | CUSIP: ACI2Y11S9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |    500000 | PA      | $506192.29    | 0.69%             | 2035-01-21      | Floating      | 11.25%                | No            |                  3 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K071       | FHLMC MULTIFAMILY STRUCTURED P FHMS K071 X3                   | CUSIP: 3137FCLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1027000 | PA      | $36287.09     | 0.05%             | 2045-11-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2005-B                                      | MLCC MORTGAGE INVESTORS INC MLCC 2005 B A1                    | CUSIP: 59020UWU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6923 | PA      | $6476.80      | 0.01%             | 2030-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-1                                           | COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1                        | CUSIP: 12669GRM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53820 | PA      | $47371.25     | 0.06%             | 2035-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3                                | CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ                   | CUSIP: 14986DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45024 | PA      | $42744.50     | 0.06%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                | SERVICE PROPERTIES TRUST SR SECURED 144A 09/27 0.00000        | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90490.62     | 0.12%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $291921.91    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                   | SYNIVERSE PFD PIK PFDJJZ917                                   | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    476430 | NS      | $462314.57    | 0.63%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4918.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                     | FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875                  | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414260.76    | 0.57%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-HE2                                       | HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3              | CUSIP: 44328BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4024476 | PA      | $937836.04    | 1.29%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-4                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 4 MV7                 | CUSIP: 126673R53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2198849 | PA      | $1886929.62   | 2.59%             | 2035-10-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                | DISH NETWORK CORP SR SECURED 144A 11/27 11.75                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833108.00    | 1.14%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                     | UBS SECURITIES LLC REPO - 08Jan26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3722413 | PA      | $-3768119.70  | -5.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -459531 | PA      | $-460595.45   | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -444656 | PA      | $-445686.00   | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LIMITED                                               | TRANSOCEAN AQUILA LTD SR SECURED 144A 09/28 8                 | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    289231 | PA      | $297597.02    | 0.41%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.3* 07/19/23-8Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12385.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-S1                                  | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S1 1A19             | CUSIP: 46627MER4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683915 | PA      | $336145.44    | 0.46%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 24Feb26                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -296813 | PA      | $-297121.45   | -0.41%            |  |  |  | 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        |     27357 | PA      | $17440.34     | 0.02%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 08/35 4.25                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $63462.66     | 0.09%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TRUST 2014-R3                           | MORGAN STANLEY REREMIC TRUST MSRR 2014 R3 3B 144A             | CUSIP: 61763PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1547351 | PA      | $1330911.06   | 1.83%             | 2037-03-26      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ABX.HE.PENAAA.07-1 SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-6275.15     | -0.01%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                     | BARCLAYS BANK PLC LONDON BRANC REPO - 31Dec35                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -346800 | PA      | $-347524.23   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-16                                  | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A             | CUSIP: 41161PYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355279 | PA      | $229366.72    | 0.31%             | 2036-01-19      | Floating      | 4.35%                 | 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        |     14000 | PA      | $0.00         | 0.00%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                  | FIRST BRANDS GROUP LLC 2025 DIP TERM LOAN                     | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       502 | PA      | $99.07        | 0.00%             | 2026-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1                  | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A         | CUSIP: 35563CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5737949 | PA      | $346429.82    | 0.48%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-2                                     | BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 TA1B               | CUSIP: 05951GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24263 | PA      | $25191.23     | 0.03%             | 2037-03-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                 | QUIDELORTHO CORP TERM LOAN                                    | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    498750 | PA      | $499139.03    | 0.68%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLDMAN SACHS BANK USA 2 REPO - 23Sep26                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -527666 | PA      | $-528403.57   | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS7                                     | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1               | CUSIP: 748940AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47428 | PA      | $38947.83     | 0.05%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | UBS SECURITIES LLC REPO - 10Mar26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1481603 | PA      | $-1504686.44  | -2.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                           | PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $525802.81    | 0.72%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| KINDRED AT HOME HOSPICE (CHARLOTTE BUYER INC)                           | CHARLOTTE BUYER INC 2025 REPRICED TERM LOAN B                 | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298492 | PA      | $293734.49    | 0.40%             | 2028-02-11      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF F 144A           | CUSIP: 61691KAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $382171.32    | 0.52%             | 2034-11-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                           | BGC GROUP INC SR UNSECURED 06/29 6.6                          | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104438.02    | 0.14%             | 2029-06-10      | Fixed         | 6.60%                 | 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        |   1100000 | PA      | $1156772.32   | 1.59%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| PATTERSON (PARADIGM PARENT LLC/PARADIGM PARENT CO-ISSUER INC)           | PARADIGM PRNT/CO ISSUER SR SECURED 144A 04/32 8.75            | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90686.00     | 0.12%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                         | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                      | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148537 | PA      | $133464.84    | 0.18%             | 2047-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HOME EQ 1999-LB1                                  | ASSET BACKED SECURITIES CORP H ABSHE 1999 LB1 B1              | CUSIP: 04541GAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53068 | PA      | $49924.19     | 0.07%             | 2029-06-21      | Floating      | 7.10%                 | 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        |    379010 | PA      | $366362.84    | 0.50%             | 2028-06-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-81                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1               | CUSIP: 12668BBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91914 | PA      | $77135.30     | 0.11%             | 2037-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-64CB                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 64CB 2A1            | CUSIP: 12668AA62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157693 | PA      | $21454.24     | 0.03%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                           | AMSURG EQUITY EQTYAS910                                       | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81058 | NS      | $3640615.75   | 4.99%             |  |  |  | Yes           |                  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        |   1058218 | PA      | $1651216.07   | 2.27%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT LENDING CORP                                    | NUVEEN CHURCHILL DIRECT SR UNSECURED 03/30 6.65               | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025926.86   | 1.41%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TRUST 2007-AR2                               | INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR2 A1               | CUSIP: 456679AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75329 | PA      | $58936.72     | 0.08%             | 2037-06-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-4                                           | COUNTRYWIDE HOME LOANS CWHL 2007 4 1A1                        | CUSIP: 12544RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176139 | PA      | $70801.56     | 0.10%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB5                                        | COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1                     | CUSIP: 170256AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46787 | PA      | $41609.55     | 0.06%             | 2036-09-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -94244 | PA      | $-94462.00    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-5                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 5 3A2A               | CUSIP: 17307GZG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750878 | PA      | $663989.64    | 0.91%             | 2035-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ABX.HE.AA.06-1 SP GST                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-113552.12   | -0.16%            |  |  |  | No            |                  3 | On Loan: No      |
| STRUCTURED ASSET INV LN TR 2003-BC10                                    | STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC10 B               | CUSIP: 86359A2N2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67685 | PA      | $85525.65     | 0.12%             | 2033-10-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.70 7/12/23-6Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-113446.69   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| TEKNI-PLEX (TRIDENT TPI HOLDINGS INC)                                   | TRIDENT TPI HOLDINGS INC 2024 TERM LOAN B7                    | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    298492 | PA      | $287451.22    | 0.39%             | 2028-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-5                                       | VERUS SECURITIZATION TRUST VERUS 2024 5 B2 144A               | CUSIP: 92540HAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504721.80    | 0.69%             | 2069-06-25      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416614.00    | 0.57%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.50000 03/20/24-6Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $470002.10    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -493425 | PA      | $-494567.69   | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNYMELLONRE FIRM SECURED FINAN REPO - 23Apr26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -963265 | PA      | $-973391.05   | -1.34%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                   | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                    | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136470 | PA      | $7175.86      | 0.01%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | BNYMELLONRE FIRM SECURED FINAN REPO - 23Apr26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -519834 | PA      | $-525298.80   | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY2                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1              | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132158 | PA      | $125288.79    | 0.17%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                        | KILROY REALTY LP COMPANY GUAR 10/35 5.875                     | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100507.87    | 0.14%             | 2035-10-15      | Fixed         | 5.88%                 | 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        |     98359 | PA      | $104112.02    | 0.14%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $174410.24    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                    | LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11                 | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $548942.46    | 0.75%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I 2007-T25                                       | MORGAN STANLEY CAPITAL I TRUST MSC 2007 T25 X 144A            | CUSIP: 61751XAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48090 | PA      | $0.48         | 0.00%             | 2049-11-12      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2006-3                                       | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 3 4A                 | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138924 | PA      | $71321.39     | 0.10%             | 2036-04-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI                   | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI D 144A           | CUSIP: 63875JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227227 | PA      | $226694.96    | 0.31%             | 2035-03-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                        | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3                 | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    463000 | PA      | $369046.95    | 0.51%             | 2045-03-15      | Fixed         | 4.30%                 | 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        |    398990 | PA      | $324803.71    | 0.45%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNP PARIBASBNPP SA REPO - 23Apr26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1623409 | PA      | $-1640890.00  | -2.25%            |  |  |  | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                       | WASTE PRO USA INC SR UNSECURED 144A 02/33 7                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206363.13    | 0.28%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REGAL TRUST IV 1999-1                                                   | REGAL TRUST IV REGAL 1999 1 A 144A                            | CUSIP: 758842AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5777 | PA      | $5507.71      | 0.01%             | 2031-09-29      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FINANCE CORP             | SPECIALTY BUILDING PRODU SR SECURED 144A 10/29 7.75           | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97660.00     | 0.13%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC1                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2C             | CUSIP: 17311BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586983 | PA      | $221844.41    | 0.30%             | 2036-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -705500 | PA      | $-707133.82   | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                   | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                    | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253344 | PA      | $13321.27     | 0.02%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MFA 2022-NQM1 TRUST                                                     | MFRA TRUST MFRA 2022 NQM1 B1 144A                             | CUSIP: 55284PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $882363.20    | 1.21%             | 2066-12-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-23                                | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1               | CUSIP: 863579L48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151921 | PA      | $81000.62     | 0.11%             | 2036-01-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2010-4                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A           | CUSIP: 17315QAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650977 | PA      | $250055.42    | 0.34%             | 2037-11-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                          | DATABRICKS INC USD DELAYED DRAW TERM LOAN                     | CUSIP: BA000TDP4<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     90611 | PA      | $90837.88     | 0.12%             | 2031-12-08      | Floating      | 4.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -308000 | PA      | $-308713.28   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| EPIQ (DTI HOLDCO INC)                                                   | DTI HOLDCO INC 2025 TERM LOAN B                               | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    452703 | PA      | $423924.76    | 0.58%             | 2029-04-26      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/20/23-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $32478.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                      | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    289372 | PA      | $2818770.94   | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | MIZUHO SECURITIES USAFIXED INC REPO - 17Jun26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -296682 | PA      | $-297323.70   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| AIM AVIATION FINANCE LIMITED 2015-1A                                    | DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A            | CUSIP: 001406AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    447684 | PA      | $439474.31    | 0.60%             | 2040-02-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                            | FANNIE MAE   CAS CAS 2021 R01 1B1 144A                        | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $813154.08    | 1.12%             | 2041-10-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ABSLT DE 2024 LLC                                                       | ABSLT DE 2024 LLC CLN 2024 1 05/33 1                          | CUSIP: 00401BAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1209380.40   | 1.66%             | 2033-05-20      | Floating      | 12.23%                | No            |                  3 | On Loan: No      |
| SCHUMACHER GROUP (ONEX TSG INTERMEDIATE CORP)                           | ONEX TSG INTERMEDIATE CORP 2025 TERM LOAN B                   | CUSIP: BA000MNP8<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |    400000 | PA      | $403186.00    | 0.55%             | 2032-08-06      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FFH1                     | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH1 M3               | CUSIP: 32027NTC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314664 | PA      | $305378.38    | 0.42%             | 2036-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                              | EQTYWM927 WESTMORELAND MINING                                 | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16748 | NS      | $47104.09     | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -86100 | PA      | $-86299.39    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC (AKA: ASURION CORP)                                         | ASURION LLC 2022 TERM LOAN B10                                | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    298462 | PA      | $299171.88    | 0.41%             | 2028-08-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AVIENT CORPORATION                                                      | AVIENT CORP SR UNSECURED 144A 11/31 6.25                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102846.70    | 0.14%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MIZUHO SECURITIES USAFIXED INC REPO - 17Jun26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -794676 | PA      | $-796395.58   | -1.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC1                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A         | CUSIP: 17311BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    938548 | PA      | $531692.99    | 0.73%             | 2036-12-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                         | IHEARTMEDIA INC   CLASS A COMMON STOCK                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25745 | NS      | $107099.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TRUST 2005-SD1                                                    | GSAMP TRUST GSAMP 2005 SD1 M3 144A                            | CUSIP: 36242DWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2155730 | PA      | $1695416.91   | 2.33%             | 2034-12-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                          | DATABRICKS INC DELAYED DRAW TERM LOAN                         | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     90611 | PA      | $92197.05     | 0.13%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                          | OLYMPUS WTR US HLDG CORP SR SECURED 144A 06/31 7.25           | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205462.57    | 0.28%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                           | WEATHERFORD INTERNATIONA COMPANY GUAR 144A 10/33 6.75         | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    800000 | PA      | $819713.60    | 1.12%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                              | PERFORMANCE FOOD GROUP I COMPANY GUAR 144A 09/32 6.125        | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103215.80    | 0.14%             | 2032-09-15      | Fixed         | 6.12%                 | 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        |   2028079 | PA      | $1915267.53   | 2.63%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-ABC1                         | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3               | CUSIP: 23242NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6229235 | PA      | $5446259.65   | 7.47%             | 2036-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2004-B                                     | BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 1A2                | CUSIP: 05946XHW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83871 | PA      | $70366.88     | 0.10%             | 2034-12-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 2A3             | CUSIP: 12668BRG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318039 | PA      | $299810.29    | 0.41%             | 2036-02-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2014-6                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 6 3A3 144A           | CUSIP: 17322WAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982520 | PA      | $473275.86    | 0.65%             | 2035-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2007-1                                         | BEAR STEARNS ALT A TRUST BALTA 2007 1 21A1                    | CUSIP: 07386XAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19496 | PA      | $9384.77      | 0.01%             | 2047-01-25      | Floating      | 4.73%                 | 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        |    155025 | PA      | $130027.45    | 0.18%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB9                                        | COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A                    | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1317 | PA      | $1174.97      | 0.00%             | 2036-02-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2017-75B                   | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B E 144A           | CUSIP: 63874EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1197000 | PA      | $651207.98    | 0.89%             | 2037-04-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/2.30000 01/17/24-2Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6151.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNYMELLONRE FIRM SECURED FINAN REPO - 23Apr26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -464784 | PA      | $-469669.59   | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MRTG CAPITAL CERT 2006-4                                  | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 4 9A1                  | CUSIP: 12637HAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142946 | PA      | $58915.61     | 0.08%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 08Jan26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -689783 | PA      | $-696917.76   | -0.96%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LIMITED                                        | TRANSOCEAN INTERNTNL LTD COMPANY GUAR 144A 05/29 8.25         | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $504264.50    | 0.69%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.00 7/15/23-27Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $37810.43     | 0.05%             |  |  |  | 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        |    227726 | PA      | $159408.20    | 0.22%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2005-QS10                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 2A              | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87348 | PA      | $78154.41     | 0.11%             | 2035-08-25      | Fixed         | 6.00%                 | 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        |   1065000 | PA      | $991661.50    | 1.36%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                       | U S RENAL CARE INC 2025 TERM LOAN                             | CUSIP: BA000SL02<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    350000 | PA      | $343000.00    | 0.47%             | 2030-09-25      | Floating      | 9.72%                 | 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        |   1159976 | PA      | $969669.95    | 1.33%             | 2029-06-01      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                            | DIVERSIFIED HEALTHCARE T SR SECURED 144A 10/30 7.25           | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102373.80    | 0.14%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-AC1                     | BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC1 21A1            | CUSIP: 07387UCT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21022 | PA      | $13403.23     | 0.02%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A1                                     | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A8                | CUSIP: 761136AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182368 | PA      | $55873.53     | 0.08%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 MORTGAGE TRUST                                            | DBGS MORTGAGE TRUST DBGS 2021 W52 XCP 144A                    | CUSIP: 23308LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147870000 | PA      | $162.66       | 0.00%             | 2039-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-AR1                                        | GSR MORTGAGE LOAN TRUST GSR 2007 AR1 2A1                      | CUSIP: 362290AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501698 | PA      | $264749.83    | 0.36%             | 2047-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                      | NEWFOLD DIGITAL HLDGS GRP INC. 2025 SUPER PRTY NEW MONEY TL A | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     23988 | PA      | $22623.84     | 0.03%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -175950 | PA      | $-176357.47   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                     | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF C 144A               | CUSIP: 04410RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $901130.04    | 1.24%             | 2035-04-15      | Floating      | 5.32%                 | 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        |     82726 | PA      | $82725.77     | 0.11%             | 2026-11-03      | Floating      | 11.86%                | No            |                  3 | On Loan: No      |
| N/A                                                                     | UBS SECURITIES LLC REPO - 08Jan26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -759818 | PA      | $-768966.07   | -1.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 D 144A         | CUSIP: 46649JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205696 | PA      | $198651.87    | 0.27%             | 2035-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 02/26 0.00000                                   | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $5977.04      | 0.01%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MIZUHO SECURITIES USAFIXED INC REPO - 17Jun26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2118008 | PA      | $-2122592.49  | -2.91%            |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                       | US RENAL CARE INC SR SECURED 144A 06/28 10.625                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    249200 | PA      | $213689.00    | 0.29%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                         | UNITI GROUP INC COMMON STOCK USD.0001                         | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     20942 | NS      | $146803.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-5                                         | BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2                     | CUSIP: 073873AK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173208 | PA      | $77376.83     | 0.11%             | 2036-08-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    192000 | PA      | $189954.41    | 0.26%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.25000 03/20/24-5Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $225042.97    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL                          | WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL C 144A           | CUSIP: 95003WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1042000 | PA      | $984761.59    | 1.35%             | 2039-12-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                         | PARK AVENUE TRUST PRKAV 2017 245P E 144A                      | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $627573.19    | 0.86%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256187.51    | 0.35%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-B                                     | BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 7A1                | CUSIP: 058928AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30186 | PA      | $26509.66     | 0.04%             | 2036-03-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                            | VISTA MANAGEMENT HOLDING INC 2025 TERM LOAN B                 | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     99000 | PA      | $100092.96    | 0.14%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO 2021-2A                                                 | APEX CREDIT CLO LLC APEXC 2021 2A SUB 144A                    | CUSIP: 58406DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $183445.34    | 0.25%             | 2034-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INCORPORATED                                                     | TRONOX INC SR SECURED 144A 09/30 9.125                        | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99925.38     | 0.14%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5069                                                 | FREDDIE MAC FHR 5069 DI                                       | CUSIP: 3137F9BQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1283896 | PA      | $175405.59    | 0.24%             | 2041-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2006-TM1                                | COUNTRYWIDE HOME LOANS CWHL 2006 TM1 A1                       | CUSIP: 126694U97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195082 | PA      | $154017.59    | 0.21%             | 2046-03-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SOHO TRUST 2021-SOHO                                                    | SOHO TRUST 2021 SOHO SOHO 2021 SOHO A 144A                    | CUSIP: 83410JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $372455.78    | 0.51%             | 2038-08-10      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                  | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   1067144 | PA      | $1033512.78   | 1.42%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6                              | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TA 144A        | CUSIP: 05492TBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $810858.40    | 1.11%             | 2053-02-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                     | VICI PROPERTIES INC REIT USD.01                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     13531 | NS      | $380491.72    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                         | BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1                    | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425773 | PA      | $213856.45    | 0.29%             | 2036-11-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                           | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 B5 144A          | CUSIP: 64828XAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $1711259.84   | 2.35%             | 2059-11-25      | Floating      | 3.83%                 | 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        |   1497986 | PA      | $1497985.99   | 2.06%             | 2030-01-31      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-12                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 12 3A1                | CUSIP: 61755GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136134 | PA      | $42751.29     | 0.06%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS INC (MH SUB I LLC)                                      | MH SUB I LLC 2023 TERM LOAN                                   | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    297710 | PA      | $277688.93    | 0.38%             | 2028-05-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SCOTIA CAPITAL (USA) INC.AS AG REPO - 21Jan26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -496381 | PA      | $-501150.73   | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2022-RPL1 TRUST                                                     | MFRA TRUST MFRA 2022 RPL1 M1 144A                             | CUSIP: 55285TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $848272.70    | 1.16%             | 2061-08-25      | Variable      | 4.29%                 | 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        |   2306813 | PA      | $2037616.93   | 2.80%             | 2045-10-25      | Floating      | 4.75%                 | 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        |    200000 | PA      | $202372.20    | 0.28%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NEW WINDSTREAM WARRANTS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     10163 | NC      | $68400.15     | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-R5                                       | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 R5 A1 144A           | CUSIP: 57645WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157562 | PA      | $65067.97     | 0.09%             | 2035-11-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNYMELLONRE RBC BARBADOS REPO - 09Mar26                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -561046 | PA      | $-563001.99   | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                   | INCORA NEW EQUITY                                             | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47162 | NS      | $1826811.96   | 2.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                   | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875             | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226961 | PA      | $203413.80    | 0.28%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-3                                         | BEAR STEARNS ALT A TRUST BALTA 2006 3 23A1                    | CUSIP: 07386HL66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560642 | PA      | $523374.57    | 0.72%             | 2036-05-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 19May26                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -677120 | PA      | $-681340.72   | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERT 2006                                | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 1A4A                 | CUSIP: 225470M67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119336 | PA      | $60971.67     | 0.08%             | 2036-04-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR7                                  | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR7 4A1              | CUSIP: 45661EDC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85039 | PA      | $45509.29     | 0.06%             | 2036-05-25      | Floating      | 3.32%                 | 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        |    497487 | PA      | $460740.53    | 0.63%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.6* 7/16/23-27Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $174791.92    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-A1                                    | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 2A2               | CUSIP: 59020UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1535 | PA      | $1461.34      | 0.00%             | 2034-02-25      | Floating      | 6.12%                 | 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      | $1303949.76   | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -396645 | PA      | $-397549.68   | -0.55%            |  |  |  | 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        |    399000 | PA      | $352430.72    | 0.48%             | 2032-04-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                 | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN    | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    530250 | PA      | $548183.89    | 0.75%             | 2029-05-30      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | CDX HY45 5Y ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $155460.58    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/0.50 9/16/23-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-10402.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                            | ASPIRE BAKERIES HOLDINGS LLC 2025 TERM LOAN B                 | CUSIP: BA000LL56<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    198497 | PA      | $199887.96    | 0.27%             | 2030-12-23      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 16Mar26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -351866 | PA      | $-352511.09   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2005-3                                      | MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A                    | CUSIP: 59020UL37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30514 | PA      | $29822.95     | 0.04%             | 2035-11-25      | Floating      | 5.29%                 | 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        |   1100000 | PA      | $1148978.16   | 1.58%             | 2041-10-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| N/A                                                                     | UBS SECURITIES LLC REPO - 19May26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -101505 | PA      | $-102103.38   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                  | CVS PASS THROUGH TRUST PASS THRU CE 01/28 5.88                | CUSIP: 126650BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315843 | PA      | $318524.88    | 0.44%             | 2028-01-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $624514.31    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S2                                     | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 1A4              | CUSIP: 16163EAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152580 | PA      | $79706.67     | 0.11%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-10                                   | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 1A1               | CUSIP: 007036TA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43033 | PA      | $41171.17     | 0.06%             | 2036-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                           | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    600000 | PA      | $550662.00    | 0.76%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104498.12    | 0.14%             | 2033-03-01      | Fixed         | 6.75%                 | 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        |    660000 | PA      | $640531.58    | 0.88%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-E                                      | MLCC MORTGAGE INVESTORS INC MLCC 2004 E A1                    | CUSIP: 59020UJP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21154 | PA      | $18625.63     | 0.03%             | 2029-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                         | NEW UNITY COMMON STOCKK                                       | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     52170 | NS      | $351595.02    | 0.48%             |  |  |  | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-11                                   | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 MV1                | CUSIP: 12666TAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4153551 | PA      | $3460026.77   | 4.75%             | 2046-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                     | SVB FINL TR                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       440 | NS      | $57.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-5                                         | BEAR STEARNS ALT A TRUST BALTA 2005 5 26A1                    | CUSIP: 07386HUN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84935 | PA      | $56811.72     | 0.08%             | 2035-07-25      | Floating      | 4.35%                 | 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        |     35000 | PA      | $35350.00     | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | 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        |       188 | PA      | $185825.19    | 0.25%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-6 | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 6 1CB1              | CUSIP: 93935GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522822 | PA      | $464905.68    | 0.64%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  COMM MTGE SEC 2006-T24                                    | BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T24 B 144A          | CUSIP: 07388NAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11955 | PA      | $11800.46     | 0.02%             | 2041-10-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECUR CORP TRUST 2007-HE2                                     | HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A1              | CUSIP: 40430RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2585741 | PA      | $1299867.50   | 1.78%             | 2037-04-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.75000 06/15/22-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1016072.50   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 08Jan26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -337288 | PA      | $-340776.48   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SCOTIA CAPITAL (USA) INC.AS AG REPO - 31Dec35                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -271920 | PA      | $-272546.55   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BARCLAYS BANK PLC LONDON BRANC REPO - 31Dec35                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -834002 | PA      | $-835923.18   | -1.15%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204952.07    | 0.28%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | UBS SECURITIES LLC REPO - 10Mar26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -696066 | PA      | $-706910.96   | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                       | MNSN HOLDINGS INC COMMON STOCK                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $25550.00     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-43A6                       | NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 43A6 1O 144A        | CUSIP: 63546GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $192088.00    | 0.26%             | 2038-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.3* 07/20/23-8Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12440.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                         | IHEARTMEDIA INC   CLASS B COMMON STOCK                        | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20009 | NS      | $73248.95     | 0.10%             |  |  |  | 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        |    155417 | PA      | $160825.07    | 0.22%             | 2029-06-01      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                     | INSULET CORPORATION SR UNSECURED 144A 04/33 6.5               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104621.70    | 0.14%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                            | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                  | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |       962 | NS      | $18505.11     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS INC                                                          | DATABRICKS INC LAST OUT TERM LOAN                             | CUSIP: 23803RAB7<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    409389 | PA      | $416552.94    | 0.57%             | 2031-01-03      | Floating      | 8.27%                 | 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        |    960000 | PA      | $1015112.29   | 1.39%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| EUC (MODENA BUYER LLC)                                                  | MODENA BUYER LLC TERM LOAN                                    | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    495000 | PA      | $493413.53    | 0.68%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC / CHOBANI FINANCE CORP INC                                  | CHOBANI LLC/FINANCE CORP SR UNSECURED 144A 07/29 7.625        | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104437.20    | 0.14%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CROWN CITY CLO 2020-2A                                                  | CROWN CITY CLO CCITY 2020 2A SUB 144A                         | CUSIP: 22823JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $229341.78    | 0.31%             | 2035-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A4                                | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A4 3A                | CUSIP: 589929W87<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5331 | PA      | $5244.57      | 0.01%             | 2033-05-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2020-1A                                          | MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A                  | CUSIP: 57109J108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8397 | PA      | $5672.29      | 0.01%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  3 | 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        |    100000 | PA      | $98896.54     | 0.14%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 12/20/23-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $20513.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                           | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5               | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |    980091 | PA      | $0.01         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| BCAP LLC TRUST 2011-R11                                                 | BCAP LLC TRUST BCAP 2011 R11 8A7 144A                         | CUSIP: 05533FCN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34858 | PA      | $29139.20     | 0.04%             | 2036-07-26      | Floating      | 4.47%                 | 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        |   1812258 | PA      | $1866625.27   | 2.56%             | 2028-09-15      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                        | WESTMORELAND MINING HOLDINGS L COMMON                         | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9154 | NS      | $5148.85      | 0.01%             |  |  |  | Yes           |                  3 | 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        |    200000 | PA      | $207420.40    | 0.28%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -89675 | PA      | $-89882.67    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNP PARIBASBNPP SA REPO - 23Apr26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1259324 | PA      | $-1272884.50  | -1.75%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2007-1                                   | BANC OF AMERICA ALTERNATIVE LO BOAA 2007 1 2A1                | CUSIP: 059496AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50625 | PA      | $45072.66     | 0.06%             | 2037-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2005-3                                          | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 3A1               | CUSIP: 05949A6L9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33990 | PA      | $32725.42     | 0.04%             | 2035-06-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 30Mar26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -99396 | PA      | $-100198.32   | -0.14%            |  |  |  | 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        |    400000 | PA      | $392950.98    | 0.54%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                              | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL                | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227352 | PA      | $177713.35    | 0.24%             | 2027-12-31      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 10YR ULTRA FUT MAR26 XCBT 20260320                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -6 | NC      | $2945.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECUR CORP 2002-2                                       | CONSECO FINANCE SECURITIZATION CNF 2002 2 M2                  | CUSIP: 20846QJZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550200 | PA      | $557037.91    | 0.76%             | 2033-03-01      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-24                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 24 A1               | CUSIP: 02151GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3261354 | PA      | $655787.81    | 0.90%             | 2037-10-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3 MONTH SOFR FUT  MAR26 XCME 20260616                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3444.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -257524 | PA      | $-258120.23   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-SHL1                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A         | CUSIP: 17312WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $942702.97    | 1.29%             | 2046-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -411000 | PA      | $-411951.81   | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -175100 | PA      | $-175505.50   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| UCFC MANU HOUSING 1996-1                                                | UCFC MANUFACTURED HOUSING CONT UCFCM 1996 1 M                 | CUSIP: 90263AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6457 | PA      | $6259.91      | 0.01%             | 2028-01-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TRUST 2017-WWP                                          | WORLDWIDE PLAZA TRUST WPT 2017 WWP F 144A                     | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $12360.00     | 0.02%             | 2036-11-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNP PARIBASBNPP SA REPO - 23Apr26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -399777 | PA      | $-404082.26   | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4990                                                 | FREDDIE MAC FHR 4990 SN                                       | CUSIP: 3137FUYG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1176207 | PA      | $144429.99    | 0.20%             | 2050-05-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SG AMERICAS SECURITIES LLC REPO - 31Dec35                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -162200 | PA      | $-162575.63   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4265                                                 | FREDDIE MAC FHR 4265 IA                                       | CUSIP: 3137B5RQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78430 | PA      | $2384.76      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                                    | CENGAGE LEARNING INC 2024 1ST LIEN TERM LOAN B                | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    197508 | PA      | $198552.31    | 0.27%             | 2031-03-24      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-8                                     | BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 2A1                | CUSIP: 05953LAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238952 | PA      | $173414.04    | 0.24%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 F 144A         | CUSIP: 46649JAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740506 | PA      | $643645.07    | 0.88%             | 2035-02-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2020-37                                                      | FANNIE MAE FNR 2020 37 IA                                     | CUSIP: 3136B9T56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    520901 | PA      | $99980.84     | 0.14%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLGU-2021-1A                                                            | MAN GLG US CLO 2021 1 LTD GLGU 2021 1A SUB 144A               | CUSIP: 56166XAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $292284.11    | 0.40%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                     | SVB FINL TR COMMON STOCK UNIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       583 | NS      | $277799.50    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-2                                           | MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A                  | CUSIP: 57109H102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4885 | PA      | $0.00         | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS LP                                             | STONEPEAK BAYOU HOLDINGS LP TERM LOAN B                       | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $363000.00    | 0.50%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                    | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/34 6.625         | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513902.26    | 0.71%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WEST MARINE NEW WARRANT WARRWM911                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       357 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENCINA SPV                                                              | ENCINA PRIVATE CREDIT LLC NOTE                                | CUSIP: 938DREII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390579 | PA      | $378886.14    | 0.52%             | 2026-11-30      | Floating      | 5.64%                 | No            |                  3 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT BFL 144A        | CUSIP: 46645WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843000 | PA      | $738897.51    | 1.01%             | 2033-07-05      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTG SEC 2003-1                                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 1 1A1                | CUSIP: 2254W0FJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21842 | PA      | $22688.83     | 0.03%             | 2033-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | UBS SECURITIES LLC REPO - 08Jan26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -912072 | PA      | $-923271.66   | -1.27%            |  |  |  | No            |                  2 | On Loan: No      |
| GE CAPITAL MTG SERVICES 1999-HE1                                        | GE CAPITAL MTG SERVICES INC GECMS 1999 HE1 M                  | CUSIP: 36157RD93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10187 | PA      | $9190.86      | 0.01%             | 2029-04-25      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP FINANCE CORP                              | RHP HOTEL PPTY/RHP FINAN COMPANY GUAR 144A 06/33 6.5          | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104356.70    | 0.14%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                           | X CORP 2025 FIXED TERM LOAN                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99839.00     | 0.14%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MIZUHO SECURITIES USAFIXED INC REPO - 17Jun26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -259956 | PA      | $-260518.47   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CREDIT AGRICOLE SECURITIES (US REPO - 16Mar26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -87474 | PA      | $-87634.37    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CBA COMMERCIAL SMALL BALANCE CMM 2006-2A                                | CBS COMMERCIAL SMALL BALANCE C CBAC 2006 2A A 144A            | CUSIP: 14983CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61182 | PA      | $59174.40     | 0.08%             | 2039-01-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2007-2                                         | BEAR STEARNS ALT A TRUST BALTA 2007 2 1A1                     | CUSIP: 073870AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322943 | PA      | $292409.15    | 0.40%             | 2037-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-S5                                   | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S5 A12               | CUSIP: 74957EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69138 | PA      | $59260.73     | 0.08%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/3.00 9/19/23-15Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $666286.55    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A6                       | NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A6 1O 144A        | CUSIP: 63546EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1097762 | PA      | $152270.50    | 0.21%             | 2038-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2006-2                                            | LEHMAN MORTGAGE TRUST LMT 2006 2 1A1                          | CUSIP: 52520MGG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136614 | PA      | $84094.72     | 0.12%             | 2036-04-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                         | VALARIS LTD SECURED 144A 04/30 8.375                          | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $104107.90    | 0.14%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    286000 | PA      | $285834.68    | 0.39%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                       | U S RENAL CARE INC 2025 DELAYED DRAW TERM LOAN                | CUSIP: BA000SL28<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     43750 | PA      | $43312.50     | 0.06%             | 2030-09-25      | Floating      | 1.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | BNP PARIBASBNPP SA REPO - 23Apr26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1293095 | PA      | $-1307019.20  | -1.79%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNP PARIBASBNPP SA REPO - 22Jan26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -752323 | PA      | $-760387.90   | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BONYTORONTO DOMINION SECURITIE REPO - 31Dec35                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -18107 | PA      | $-18146.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                  | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3                | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3177392 | PA      | $1229453.58   | 1.69%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2004-11AR                                 | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR B1               | CUSIP: 61748HHP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133185 | PA      | $117897.03    | 0.16%             | 2035-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2002-E                                          | BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 E A1                | CUSIP: 06050HJH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55630 | PA      | $56226.77     | 0.08%             | 2031-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNP PARIBASBNPP SA REPO - 23Apr26                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -331723 | PA      | $-335294.70   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNYMELLONRE RBC BARBADOS REPO - 09Mar26                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -329562 | PA      | $-330711.03   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A5                       | NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A5 1O 144A        | CUSIP: 63546CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1097744 | PA      | $167414.75    | 0.23%             | 2038-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-HE1                                   | MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M3                   | CUSIP: 61744CKQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40651 | PA      | $41593.96     | 0.06%             | 2034-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4988                                                 | FREDDIE MAC FHR 4988 LI                                       | CUSIP: 3137FUQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3507706 | PA      | $823649.78    | 1.13%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                 | ION PLAT FIN US/SARL SR SECURED 144A 05/29 8.75               | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $263667.63    | 0.36%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-NC2                                      | MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A3                | CUSIP: 55275BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2255514 | PA      | $797476.93    | 1.09%             | 2036-08-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-3                                         | BEAR STEARNS ALT A TRUST BALTA 2006 3 22A1                    | CUSIP: 07386HL33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21383 | PA      | $15325.54     | 0.02%             | 2036-05-25      | Floating      | 4.19%                 | 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        |    300000 | PA      | $301868.47    | 0.41%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-8T1                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 8T1 1A5             | CUSIP: 12668BMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2134312 | PA      | $988082.97    | 1.36%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                    | LIFEPOINT HEALTH INC SR SECURED 144A 08/30 9.875              | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107794.30    | 0.15%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                            | REALPAGE, INC. 1ST LIEN TERM LOAN                             | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    315064 | PA      | $315185.58    | 0.43%             | 2028-04-24      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                 | XBP GLOBAL HOLDINGS INC COMMON STOCK                          | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |       131 | NS      | $892.11       | 0.00%             |  |  |  | No            |                  1 | 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      | $1114429.00   | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| MORTGAGE EQUITY CONVER ASSET TR 2010-1A                                 | MORTGAGE EQUITY CONVERSION ASS MECA 2010 1A A 144A            | CUSIP: 61911BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23713 | PA      | $22580.65     | 0.03%             | 2060-07-25      | Fixed         | 4.00%                 | 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        |      2750 | NS      | $17373.86     | 0.02%             |  |  |  | Yes           |                  3 | 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        |    595489 | PA      | $506338.10    | 0.69%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                             | MCDERMOTT INTERNATIONAL LTD COMMON STOCK USD1.0               | CUSIP: G5924V148<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |        57 | NS      | $1188.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CANADIAN IMPERIAL BANK OF COMM REPO - 26Feb26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -970280 | PA      | $-974598.47   | -1.34%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET SECURITIZATION TRUST 2006-2                                 | MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A11              | CUSIP: 55274QAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137240 | PA      | $75528.79     | 0.10%             | 2036-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2005-AA6                                      | FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 2A2             | CUSIP: 32051GPZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1039 | PA      | $47.51        | 0.00%             | 2035-08-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                         | BEAR STEARNS ALT A TRUST BALTA 2004 9 1A1                     | CUSIP: 07386HKY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51693 | PA      | $50382.45     | 0.07%             | 2034-09-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-A                                 | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3               | CUSIP: 43710BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2825529 | PA      | $1935072.74   | 2.65%             | 2037-04-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI                   | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI E 144A           | CUSIP: 63875JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $522520.43    | 0.72%             | 2035-03-15      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QS10                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS10 A1              | CUSIP: 74924DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91333 | PA      | $76537.02     | 0.11%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4990                                                 | FREDDIE MAC FHR 4990 BI                                       | CUSIP: 3137FURT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1126018 | PA      | $262534.20    | 0.36%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | THE BANK OF NYDBAG LONDON GLOB REPO - 06Feb26                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -223616 | PA      | $-224339.76   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PCM Fund, Inc.

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer