# EDGAR Filing Document

**Accession Number:** 0001244183
**File Stem:** 0001099263-26-003072
**Filing Date:** 2026-3
**Character Count:** 190428
**Document Hash:** d4bcb0add40857a57e20a728bb1af895
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003072.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003072

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO INCOME STRATEGY FUND
- **CENTRAL INDEX KEY:** 0001244183

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21374
- **FILM NUMBER:** 26705891

**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 FLOATING RATE INCOME FUND
- **DATE OF NAME CHANGE:** 20030619

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-21374

- **c. CIK number of Registrant:** 0001244183

- **d. LEI of Registrant:** UROCOLESWDN8T1Q8M112

- **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:** $489042975.03

**Total Liabilities:** $104859167.56

**Net Assets:** $384183807.47

**Cash Not Reported:** $5186566.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1040.619100 | **1-Year:** 606.694900 | **5-Year:** 7630.583100 | **10-Year:** 14862.292600 | **30-Year:** 1580.352100

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

- **3-Month:** 34252.820800 | **1-Year:** 13995.622500 | **5-Year:** 23753.402600 | **10-Year:** 5495.008300 | **30-Year:** 449.073700

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.42%                | 0.65%                | 0.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-928252.03              | $1464197.02                                |
| Month 2  | $-3105759.70             | $3120805.63                                |
| Month 3  | $-757150.40              | $1476631.80                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| US RENAL CARE INC                                                        | US RENAL CARE INC SR SECURED 144A 06/28 10.625                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    842800 | PA      | $722701.00    | 0.19%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-68564.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-21                                           | COUNTRYWIDE HOME LOANS CWHL 2005 21 A17                       | CUSIP: 126694CV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141310 | PA      | $74540.07     | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | 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        |    356000 | PA      | $370624.12    | 0.10%             | 2030-04-30      | Fixed         | 8.38%                 | 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        |    175000 | PA      | $176750.00    | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BACKED SEC 2007-7                                       | WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A1                | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10396 | PA      | $9767.00      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S1                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5               | CUSIP: 16163FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297422 | PA      | $114122.74    | 0.03%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |    412236 | PA      | $21676.08     | 0.01%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -180954 | PA      | $-212657.14   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A9                                      | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5                | CUSIP: 761143AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164800 | PA      | $420292.13    | 0.11%             | 2037-09-25      | Fixed         | 6.25%                 | 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        |   2263516 | PA      | $2119623.83   | 0.55%             | 2029-04-26      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                             | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                   | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |   1990000 | PA      | $1867276.70   | 0.49%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | FORESEA HLDG S A COMMON STOCK                                 | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      1098 | NS      | $24773.63     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                                | BAUSCH + LOMB CORPORATION 2025 TERM LOAN B                    | CUSIP: C0787FAJ1<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    298500 | PA      | $302007.38    | 0.08%             | 2031-01-15      | Floating      | 7.97%                 | 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    | 0.12%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                  | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    194602 | PA      | $192111.33    | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                        | MAGENTA SECURITY HOLDINGS LLC 2024 FIRST OUT TERM LOAN        | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59389 | PA      | $45284.35     | 0.01%             | 2028-07-27      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                         | SOCIETE GENERALE 144A 01/34 VAR                               | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $435769.55    | 0.11%             | 2034-01-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                    | ENVALIOR FINANCE GMBH USD TERM LOAN B1                        | CUSIP: D255LZAC9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   2148849 | PA      | $2007637.13   | 0.52%             | 2030-04-01      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                       | 1261229 BC LTD SR SECURED 144A 04/32 10                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $520383.45    | 0.14%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.25000 03/19/25-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $443714.84    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -750511 | PA      | $-751922.17   | -0.20%            |  |  |  | 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        |   1600000 | PA      | $1522399.84   | 0.40%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                                          | BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1                     | CUSIP: 07387QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643279 | PA      | $595567.23    | 0.16%             | 2046-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION (CLUE OPCO LLC)                                  | FORWARD AIR CORPORATION TERM LOAN B                           | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219361 | PA      | $218278.45    | 0.06%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2                        | FREDDIE MAC   SCRT SCRT 2024 2 BXS 144A                       | CUSIP: 35563PYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298970 | PA      | $145160.13    | 0.04%             | 2064-05-25      | Variable      | 3.79%                 | 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        |    979107 | PA      | $821226.00    | 0.21%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                     | AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1             | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   1836464 | PA      | $1838300.70   | 0.48%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                          | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25                 | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    151000 | PA      | $50396.25     | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                      | NISSAN MOTOR CO SR UNSECURED 144A 07/30 7.5                   | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $420094.22    | 0.11%             | 2030-07-17      | Fixed         | 7.50%                 | 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        |   2940000 | PA      | $2433377.73   | 0.63%             | 2038-08-10      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     44023 | PA      | $38999.14     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                     | EUROSAIL PLC ESAIL 2007 3X E1C REGS                           | CUSIP: G3299SAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    239052 | PA      | $267050.02    | 0.07%             | 2045-06-13      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                      | SVB FINL TR COMMON STOCK UNIT                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1910 | NS      | $910115.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                            | SUBCALIDORA 2 2024 EUR TERM LOAN                              | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1566037 | PA      | $1849608.39   | 0.48%             | 2029-08-14      | Floating      | 7.77%                 | No            |                  3 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-3                        | FREDDIE MAC   SCRT SCRT 2018 3 BX 144A                        | CUSIP: 35563PGW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466611 | PA      | $134820.00    | 0.04%             | 2057-08-25      | Variable      | 2.19%                 | No            |                  2 | 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        |   2000000 | PA      | $2051853.72   | 0.53%             | 2030-03-15      | Fixed         | 6.65%                 | 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      | $-517240.03   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                    | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878        | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1625068.74   | 0.42%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TR 2007-A7                                       | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1                | CUSIP: 76114QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784250 | PA      | $645046.31    | 0.17%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3                                  | DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR3 2A5              | CUSIP: 25150VAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1878015 | PA      | $1686044.23   | 0.44%             | 2037-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1624.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                           | URSA RE II LTD UNSECURED 144A 06/28 VAR                       | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250000.00    | 0.07%             | 2028-06-07      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1473900 | PA      | $-1476977.99  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-70                                                | FANNIE MAE FNR 2019 70 IO                                     | CUSIP: 3136B7KN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207485 | PA      | $42379.72     | 0.01%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/4.50000 03/20/24-20Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3564715.14   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                    | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A           | CUSIP: 87331BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     76836 | PA      | $71457.95     | 0.02%             | 2036-08-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-10XS                                      | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2               | CUSIP: 61751MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174141 | PA      | $97978.32     | 0.03%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2006-10                                 | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1               | CUSIP: 86361QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278607 | PA      | $211222.84    | 0.05%             | 2036-11-25      | Floating      | 4.96%                 | 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        |   2000000 | PA      | $2023722.00   | 0.53%             | 2029-11-15      | Fixed         | 8.50%                 | 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      | $-682647.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                  | MITER BRAND / MIWD BORR SR SECURED 144A 04/32 6.75            | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102581.55    | 0.03%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT BRL SOLD USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-955.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                 | DISH NETWORK CORP SR UNSECURED 08/26 3.375                    | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1552000.00   | 0.40%             | 2026-08-15      | Fixed         | 3.38%                 | 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        |   1483030 | PA      | $1309966.74   | 0.34%             | 2045-10-25      | Floating      | 4.75%                 | 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        |   1200000 | PA      | $1240436.92   | 0.32%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | ESKOM GG LOAN SNR EM SP DUB                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $87850.64     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75             | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    422928 | PA      | $296049.60    | 0.08%             | 2029-04-30      | Fixed         | 11.75%                | 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        |   4931817 | PA      | $4931816.99   | 1.28%             | 2030-01-31      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| NGD HOLDINGS BV                                                          | NGD HOLDINGS BV SR SECURED 12/26 6.75                         | CUSIP: ACI1XVPP6<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | NL        |    121360 | PA      | $111113.58    | 0.03%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                           | DATABRICKS INC DELAYED DRAW TERM LOAN                         | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     90611 | PA      | $92197.06     | 0.02%             | 2031-01-03      | Floating      | 1.00%                 | 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        |   1750000 | PA      | $1715000.00   | 0.45%             | 2030-09-25      | Floating      | 9.72%                 | No            |                  3 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR12                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3             | CUSIP: 93363NAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123312 | PA      | $109358.42    | 0.03%             | 2036-10-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                           | OLYMPUS WTR US HLDG CORP SR UNSECURED REGS 10/29 5.375        | CUSIP: ACI20N2N8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1536848.22   | 0.40%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                                      | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                   | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |   2246684 | PA      | $1878092.76   | 0.49%             | 2029-06-01      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| DRYDEN 57 CLO LTD 2018-58A                                               | DRYDEN SENIOR LOAN FUND DRSLF 2018 58A SUB 144A               | CUSIP: 26245TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5689000 | PA      | $157567.04    | 0.04%             | 2031-07-17      | Variable      | 0.00%                 | 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        |   7010597 | PA      | $7220914.58   | 1.88%             | 2028-09-15      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1356.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7            | CUSIP: 02146XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614887 | PA      | $245472.10    | 0.06%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                          | OI S.A. SR SECURED 144A 12/28 8.5                             | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  15146504 | PA      | $179864.74    | 0.05%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260113                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $492.02       | 0.00%             |  |  |  | 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        |   1892405 | PA      | $1644870.72   | 0.43%             | 2035-02-15      | Floating      | 8.05%                 | 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        |   1700000 | PA      | $1710587.97   | 0.45%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.1* 7/12/23-8Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $184921.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                     | COLLEGE AVE STUDENT LOANS CASL 2024 A D 144A                  | CUSIP: 19424RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    902000 | PA      | $962697.74    | 0.25%             | 2054-06-25      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95                 | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    161000 | PA      | $53254.40     | 0.01%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20260226                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $178.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF DETROIT                                                          | DETROIT MI DET 04/44 ADJUSTABLE VAR                           | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   1292613 | PA      | $1013514.72   | 0.26%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20260211                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1667.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $110610.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                         | GRUPO NUTRESA SA COMPANY GUAR 144A 05/30 8                    | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    700000 | PA      | $757065.93    | 0.20%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                               | EQTYWM927 WESTMORELAND MINING                                 | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46156 | NS      | $129813.61    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LONG WALK REINSURANCE LTD                                                | LONG WALK REINSURANCE UNSECURED 144A 01/31 VAR                | CUSIP: 54289CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    400000 | PA      | $402600.00    | 0.10%             | 2031-01-30      | Floating      | 13.83%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                 | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 XS 144A         | CUSIP: 617941AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3525939 | PA      | $127644.64    | 0.03%             | 2070-01-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC. 2006-W2                                           | ARGENT SECURITIES INC. ARSI 2006 W2 A2B                       | CUSIP: 040104RV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5489271 | PA      | $3113833.20   | 0.81%             | 2036-03-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.70 8/17/23-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-376409.20   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                             | BDO USA P C 2025 TERM LOAN                                    | CUSIP: BA000RR32<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |    102181 | PA      | $101202.16    | 0.03%             | 2028-08-31      | Floating      | 8.34%                 | No            |                  3 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                      | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                      | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |   1600000 | PA      | $679604.05    | 0.18%             | 2030-11-30      | Floating      | 7.02%                 | 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        |    257000 | PA      | $258887.34    | 0.07%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 11/33 VAR                           | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $1109544.36   | 0.29%             | 2033-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.75 12/15/21-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2236095.37   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                  | ION PLAT FIN US/SARL SR SECURED 144A 05/28 5.75               | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94395.14     | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1514993 | PA      | $-1527019.52  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                               | GOEASY LTD SR UNSECURED 144A 10/30 7.375                      | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1733677.70   | 0.45%             | 2030-10-01      | Fixed         | 7.38%                 | 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        |    600000 | PA      | $535171.56    | 0.14%             | 2033-08-10      | Fixed         | 4.22%                 | 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        |   3520000 | PA      | $3416168.41   | 0.89%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                 | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 AIOS 144A       | CUSIP: 617941AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3525939 | PA      | $16451.15     | 0.00%             | 2070-01-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE      | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   5974861 | PA      | $2451716.85   | 0.64%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                            | CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 01/28 5.5            | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    618000 | PA      | $611961.21    | 0.16%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-2RA                                                | CIFC FUNDING LTD CIFC 2014 2RA INC 144A                       | CUSIP: 125475AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $162120.00    | 0.04%             | 2030-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                              | VITAL ENERGY INC COMPANY GUAR 144A 04/32 7.875                | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98596.40     | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                            | X CORP 2025 FIXED TERM LOAN                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $499195.00    | 0.13%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                    | SPA HOLDINGS 3 OY 2025 USD TERM LOAN B                        | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |   1990012 | PA      | $2005872.90   | 0.52%             | 2030-05-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                          | IHEARTMEDIA INC   CLASS A COMMON STOCK                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62317 | NS      | $259238.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-3                        | FREDDIE MAC   SCRT SCRT 2021 3 BXS 144A                       | CUSIP: 35563P6W4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96554 | PA      | $57747.30     | 0.02%             | 2061-03-25      | Variable      | 7.76%                 | No            |                  2 | 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        |   1182000 | PA      | $1036034.23   | 0.27%             | 2033-07-05      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 11/95 7.5                                | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1142555.97   | 0.30%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                       | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/49 VAR          | CUSIP: BJBQCWII7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | EP               | CORP              | NL        |   1246400 | NS      | $1649388.79   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB9                                         | COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1                     | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       652 | PA      | $650.00       | 0.00%             | 2035-02-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.3* 08/24/23-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $896507.01    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                                       | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2              | CUSIP: 16162WPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1248 | PA      | $1188.13      | 0.00%             | 2035-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | DRILLCO HLDG LUX S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     23800 | NS      | $536987.50    | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2            | CUSIP: 02146VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179395 | PA      | $131156.05    | 0.03%             | 2036-11-25      | Fixed         | 6.25%                 | 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        |   1964870 | PA      | $1899302.09   | 0.49%             | 2028-06-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                    | DIRECTV FINANCING LLC TERM LOAN                               | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36574 | PA      | $36688.30     | 0.01%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BARCLAYS REV REPO EUR                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -1308202 | PA      | $-1537177.55  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                            | STEINHOFF CVR                                                 | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |  12793342 | NS      | $15.03        | 0.00%             |  |  |  | Yes           |                  3 | 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      | $3503063.11   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2006-A1                                     | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1               | CUSIP: 59020U5W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419234 | PA      | $195506.10    | 0.05%             | 2036-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-RR5                                                  | BCAP LLC TRUST BCAP 2011 RR5 12A2 144A                        | CUSIP: 05534AAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277197 | PA      | $471903.69    | 0.12%             | 2037-03-26      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4                        | FREDDIE MAC   SCRT SCRT 2019 4 BXS 144A                       | CUSIP: 35563PNE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564939 | PA      | $235706.63    | 0.06%             | 2059-02-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| CPS AUTO SECURITIZATION TRUST 2025-1                                     | CPS AUTO TRUST CPS 2025 1 A 144A                              | CUSIP: 22411GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4886443 | PA      | $4963125.76   | 1.29%             | 2032-06-16      | Fixed         | 11.00%                | No            |                  3 | 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        |     40268 | PA      | $33824.99     | 0.01%             | 2027-06-30      | Floating      | 6.83%                 | No            |                  3 | On Loan: No      |
| UNICORN BAY (HONG KONG) INVESTMENTS LIMITED                              | UNICORN BAY HKD FIXED TERM LOAN A                             | CUSIP: BA00077Z7<br>LEI: N/A                  | Long             | LON              | CORP              | HK        |  17955723 | PA      | $2335972.02   | 0.61%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                    | PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1               | CUSIP: BXC8GV902<br>LEI: 959800U3NGPXSCQHQW54 | Long             | EC               | CORP              | ES        |    130203 | NS      | $54196.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                             | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1067173.00   | 0.28%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A7                                         | JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M                   | CUSIP: 46629DBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62257 | PA      | $52250.31     | 0.01%             | 2037-01-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1                      | BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 1A3A            | CUSIP: 07389QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214243 | PA      | $70669.02     | 0.02%             | 2036-10-25      | Fixed         | 6.50%                 | 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        |    116822 | PA      | $110907.05    | 0.03%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                  | J + J VENTURES GAMING LLC 2024 TERM LOAN                      | CUSIP: 46604BAG3<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    782100 | PA      | $789921.00    | 0.21%             | 2028-04-26      | Floating      | 8.83%                 | No            |                  3 | On Loan: No      |
| JAB HOLDINGS BV                                                          | JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75                  | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $171722.65    | 0.04%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4342                                                  | FREDDIE MAC FHR 4342 CI                                       | CUSIP: 3137BAYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384198 | PA      | $13035.43     | 0.00%             | 2033-11-15      | Fixed         | 3.00%                 | 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        |    261329 | NS      | $577537.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCINA SPV                                                               | ENCINA PRIVATE CREDIT LLC NOTE                                | CUSIP: 938DREII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    598888 | PA      | $580958.76    | 0.15%             | 2026-11-30      | Floating      | 5.64%                 | No            |                  3 | On Loan: No      |
| INTEGRITY RE LTD                                                         | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                  | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1095500.00   | 0.29%             | 2026-06-08      | Floating      | 26.38%                | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                       | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                     | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $4999372.15   | 1.30%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -10703370 | PA      | $-10732432.35 | -2.79%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1447446 | PA      | $-1449286.30  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPU BNYMELLON/RE RBC BARBADO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1990305 | PA      | $-1994469.71  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3489986.17   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1748553 | PA      | $-1749365.34  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $99512.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                         | WESTMORELAND MINING HOLDINGS L COMMON                         | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25226 | NS      | $14189.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMSURG LLC                                                               | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL     | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550726 | PA      | $550726.10    | 0.14%             | 2026-11-03      | Floating      | 11.86%                | No            |                  3 | On Loan: No      |
| NEW ALBERTSONS LP                                                        | NEW ALBERTSONS LP SR UNSECURED 02/28 6.57                     | CUSIP: 01310QCW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2837534.00   | 0.74%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR3                                        | SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A2               | CUSIP: 813765AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470277 | PA      | $1874128.50   | 0.49%             | 2036-05-25      | Floating      | 4.13%                 | 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        |      2769 | PA      | $1870.50      | 0.00%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                   | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG             | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $944000.00    | 0.25%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO 2017-28A                                                      | APIDOS CLO APID 2017 28A SUB 144A                             | CUSIP: 03766YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2533859 | PA      | $929880.14    | 0.24%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-41                                                | FANNIE MAE FNR 2013 41 WI                                     | CUSIP: 3136ADS67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    456335 | PA      | $44234.35     | 0.01%             | 2042-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                             | CAIXABANK SA 144A 09/34 VAR                                   | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $223215.28    | 0.06%             | 2034-09-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD BRL BOUGHT USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $23.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                    | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A          | CUSIP: 87331BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1440684 | PA      | $1339836.18   | 0.35%             | 2036-08-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.60 8/15/23-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-241948.51   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-S8                                    | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S8 A15               | CUSIP: 74957XAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37351 | PA      | $30156.71     | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELLE HAVEN ABS CDO LTD 2006-1A                                          | BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A                  | CUSIP: 078452AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  85896252 | PA      | $190861.47    | 0.05%             | 2046-07-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MTGE LOAN TRUST 2004-10                                       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 10 1A1              | CUSIP: 41161PJH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13472 | PA      | $12574.90     | 0.00%             | 2035-01-19      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                        | MAGENTA SECURITY HOLDINGS LLC 2024 SECOND OUT TERM LOAN       | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77611 | PA      | $34148.79     | 0.01%             | 2028-07-27      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                     | WSTN TRUST WSTN 2023 MAUI C 144A                              | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $812996.00    | 0.21%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/3.00 9/19/23-6Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1081359.34  | -0.28%            |  |  |  | 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        |   3560000 | PA      | $3497263.69   | 0.91%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                  | VALE SA SUBORDINATED 12/49 VAR                                | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  60000000 | PA      | $4544002.92   | 1.18%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                          | NEW WINDSTREAM PREFERRED STOCK                                | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |      2080 | NS      | $2067887.01   | 0.54%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20260521                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2482.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                 | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 B3 144A         | CUSIP: 617941AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94609.91     | 0.02%             | 2070-01-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                           | DATABRICKS INC LAST OUT TERM LOAN                             | CUSIP: 23803RAB7<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    409389 | PA      | $416552.95    | 0.11%             | 2031-01-03      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                  | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    272081 | PA      | $268598.69    | 0.07%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $935.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                              | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    830000 | PA      | $828302.83    | 0.22%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB                                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3            | CUSIP: 02147RAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184463 | PA      | $52354.85     | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2917.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-392.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260316                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $218.05       | 0.00%             |  |  |  | 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        |    763625 | PA      | $324540.57    | 0.08%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| GUARDIAN BIDCO INC                                                       | GUARDIAN 1ST LIEN DELAYED DRAW TL                             | CUSIP: BA000P6S4<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |    600000 | PA      | $595392.20    | 0.15%             | 2032-08-29      | Fixed         | 9.67%                 | No            |                  3 | 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        |   1500000 | PA      | $1512793.50   | 0.39%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                       | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4         | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        | 100000000 | PA      | $204883.72    | 0.05%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                  | XBP GLOBAL HOLDINGS INC COMMON STOCK                          | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |       325 | NS      | $2213.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4982794 | PA      | $-5004969.20  | -1.30%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                     | COLLEGE AVE STUDENT LOANS CASL 2024 A R 144A                  | CUSIP: 19424R108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5009 | PA      | $2747951.93   | 0.72%             | 2054-06-25      | Fixed         | 0.00%                 | No            |                  3 | 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        |   1691457 | PA      | $1664495.45   | 0.43%             | 2028-02-11      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-6                                      | BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 3A4                | CUSIP: 05950RBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291156 | PA      | $273291.22    | 0.07%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                    | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75              | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3625102 | PA      | $3649082.05   | 0.95%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-S2                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 1A9              | CUSIP: 16163BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    512394 | PA      | $184530.65    | 0.05%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS LP                                              | STONEPEAK BAYOU HOLDINGS LP TERM LOAN B                       | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1815000.00   | 0.47%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                            | AMSURG EQUITY EQTYAS910                                       | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275005 | NS      | $12351495.64  | 3.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                    | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875          | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1767446.01   | 0.46%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                             | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                  | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      4500 | NS      | $86562.36     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KONA SPC LTD                                                             | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                      | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1179491.20   | 0.31%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | RFR GBP SONIO/2.00000 03/15/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $647431.24    | 0.17%             |  |  |  | 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        |   1691282 | PA      | $1695307.30   | 0.44%             | 2028-08-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                    | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP F 144A            | CUSIP: 12651QAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3147000 | PA      | $3132456.45   | 0.82%             | 2032-07-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                            | HESTIA RE LTD UNSECURED 144A 04/29 VAR                        | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     13400 | PA      | $7504.00      | 0.00%             | 2029-04-22      | Floating      | 3.90%                 | 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        |   2294192 | PA      | $1867621.35   | 0.49%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3                        | FREDDIE MAC   SCRT SCRT 2020 3 BXS 144A                       | CUSIP: 35563PUB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294619 | PA      | $170035.63    | 0.04%             | 2060-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD HKD BOUGHT USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $1660.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                      | SVB FINL TR                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13600 | NS      | $1768.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                     | COLLEGE AVE STUDENT LOANS CASL 2024 A C 144A                  | CUSIP: 19424RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    626000 | PA      | $655414.86    | 0.17%             | 2054-06-25      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A1                                         | JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2                    | CUSIP: 466247F57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63250 | PA      | $41459.18     | 0.01%             | 2036-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2008-2R                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1              | CUSIP: 021482AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331834 | PA      | $166312.73    | 0.04%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                             | BDO USA P C 2024 TERM LOAN A                                  | CUSIP: BA000BL33<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |   1333333 | PA      | $1336512.54   | 0.35%             | 2028-08-31      | Floating      | 8.87%                 | No            |                  3 | On Loan: No      |
| VIRIDIEN                                                                 | VIRIDIEN SR SECURED 144A 10/30 10                             | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   2214000 | PA      | $2336205.32   | 0.61%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017                                                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI E 144A            | CUSIP: 12652FAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $160776.00    | 0.04%             | 2032-11-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                             | REALPAGE, INC. 1ST LIEN TERM LOAN                             | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1398098 | PA      | $1398635.93   | 0.36%             | 2028-04-24      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -727167 | PA      | $-729020.67   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR                 | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    217800 | PA      | $214406.51    | 0.06%             | 2029-07-03      | Variable      | 5.00%                 | 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        |   4930000 | PA      | $5213024.60   | 1.36%             | 2049-05-30      | Fixed         | 6.58%                 | 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        |   2120999 | PA      | $2192735.59   | 0.57%             | 2029-05-30      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-M1                                           | SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A                  | CUSIP: 78447T103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1360 | PA      | $463429.32    | 0.12%             | 2029-10-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                        | MAGENTA SECURITY HOLDINGS LLC 2024 THIRD OUT TERM LOAN        | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276031 | PA      | $64867.25     | 0.02%             | 2028-07-27      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                                   | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2              | CUSIP: 45660L4H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372165 | PA      | $130409.60    | 0.03%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3                        | FREDDIE MAC   SCRT SCRT 2019 3 BXS                            | CUSIP: 35563PMB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481528 | PA      | $217053.52    | 0.06%             | 2058-10-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                   | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829681.60    | 0.22%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                      | VICI PROPERTIES INC REIT USD.01                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     45844 | NS      | $1289133.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45                | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    322000 | PA      | $267395.73    | 0.07%             | 2042-04-15      | Fixed         | 4.45%                 | 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        |   1474986 | PA      | $1431461.19   | 0.37%             | 2036-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                    | INCORA NEW EQUITY                                             | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155272 | NS      | $6014434.21   | 1.57%             |  |  |  | Yes           |                  3 | 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    | 0.13%             | 2069-06-25      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                               | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                        | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |   1600000 | PA      | $2161444.03   | 0.56%             | 2031-11-28      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| ABSLT DE 2024 LLC                                                        | ABSLT DE 2024 LLC CLN 2024 1 05/33 1                          | CUSIP: 00401BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5341430.10   | 1.39%             | 2033-05-20      | Floating      | 12.23%                | No            |                  3 | 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        |     97749 | PA      | $92189.83     | 0.02%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAPTOR LLC                                    | GREAT CAN GAMING/RAPTOR SR SECURED 144A 11/29 8.75            | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101082.44    | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5         | CUSIP: ACI1DBG64<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   1442000 | PA      | $2072690.40   | 0.54%             | 2029-07-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                 | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                       | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    300960 | PA      | $276345.99    | 0.07%             | 2029-05-01      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                    | SYNIVERSE PFD PIK PFDJJZ917                                   | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1567967 | NS      | $1521512.82   | 0.40%             |  |  |  | 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        |   2878195 | PA      | $2447300.84   | 0.64%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                              | URSA RE LTD UNSECURED 144A 12/28 VAR                          | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $415960.00    | 0.11%             | 2028-12-07      | Floating      | 12.81%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2004-35T2                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5             | CUSIP: 12667FQ99<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101474 | PA      | $83524.01     | 0.02%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260311                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $569.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -769551 | PA      | $-771329.01   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| WS AUDIOLOGY A/S                                                         | AURIS LUXEMBOURG III SARL 2025 USD TERM LOAN B                | CUSIP: BA000LM48<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     98754 | PA      | $99495.02     | 0.03%             | 2029-02-28      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.3* 7/12/23-8Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-847422.64   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S5                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10             | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204220 | PA      | $86748.13     | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4             | CUSIP: 02147QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114091 | PA      | $63323.89     | 0.02%             | 2036-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                             | PERU LNG SRL SR UNSECURED REGS 03/30 5.375                    | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |   3600480 | PA      | $3489506.73   | 0.91%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT DOP SOLD USD 20260302                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $22962.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/2.50 9/20/23-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-584271.27   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                  | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    109766 | PA      | $78372.96     | 0.02%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     14400 | PA      | $14142.45     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                 | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                   | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     35000 | NS      | $29628.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                           | BOI FINANCE BV 02/27 7.5                                      | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |   1500000 | PA      | $1817881.06   | 0.47%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-40T1                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 40T1 2A4            | CUSIP: 02148KAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1316577 | PA      | $352895.62    | 0.09%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                              | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $406450.67    | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR                 | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    313200 | PA      | $287316.08    | 0.07%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | 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        |    123189 | PA      | $61875.29     | 0.02%             | 2036-11-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260112                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1761.77      | 0.00%             |  |  |  | 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      | $1209933.84   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| PERATON CORP                                                             | PERATON CORP TERM LOAN B                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   8514074 | PA      | $7919621.18   | 2.06%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST-2007-4                                            | SLM STUDENT LOAN TRUST SLMA 2007 4 R                          | CUSIP: 78444A107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000 | PA      | $382796.47    | 0.10%             | 2042-01-25      | 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 05/29 8.75               | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1095234.76   | 0.29%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A1               | CUSIP: 61754HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2337869 | PA      | $621971.71    | 0.16%             | 2037-04-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| GSPA MONETIZATION TRUST                                                  | GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422         | CUSIP: 36298GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795128 | PA      | $805119.79    | 0.21%             | 2029-10-09      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | DRILLCO HLDG LUX S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      9882 | NS      | $222962.63    | 0.06%             |  |  |  | No            |                  3 | 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        |   1717937 | PA      | $0.02         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| AVOCA CLO XX DAC 20A                                                     | AVOCA CLO AVOCA 20A SUB 144A                                  | CUSIP: ACI19ZJ22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1070000 | PA      | $803451.96    | 0.21%             | 2032-07-15      | Variable      | 0.00%                 | 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        |    765275 | PA      | $40239.52     | 0.01%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/2.50 12/20/17-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-14924.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                 | TITANIUM 2L BONDCO SARL SR SECURED 01/31 6.25                 | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |   3783900 | PA      | $819966.42    | 0.21%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 09/34 VAR                           | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $332266.20    | 0.09%             | 2034-09-13      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                          | NEW UNITY COMMON STOCKK                                       | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    326125 | NS      | $2197890.09   | 0.57%             |  |  |  | No            |                  3 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A1                                   | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 3A1              | CUSIP: 466287AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314402 | PA      | $274360.31    | 0.07%             | 2037-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR GBP SONIO/0.75000 09/21/22-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $1832379.86   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3762                                                  | FREDDIE MAC FHR 3762 SH                                       | CUSIP: 3137A3QY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97526 | PA      | $87004.52     | 0.02%             | 2040-11-15      | Floating      | 1.72%                 | 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        |   1700000 | PA      | $1714171.56   | 0.45%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-60T1                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A8             | CUSIP: 12668AUX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829611 | PA      | $407487.55    | 0.11%             | 2035-12-25      | Fixed         | 5.50%                 | 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        |    720000 | PA      | $729859.09    | 0.19%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                           | WINSTON RE LTD UNSECURED 144A 02/31 VAR                       | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $265575.00    | 0.07%             | 2031-02-26      | Floating      | 13.83%                | 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        |    172784 | PA      | $110149.54    | 0.03%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT MXN SOLD USD 20260129                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $4723.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2006-7                                         | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A2                 | CUSIP: 61749JAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1904756 | PA      | $476452.87    | 0.12%             | 2036-06-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| VISTRA ZERO OPERATING COMPANY LLC                                        | VISTRA ZERO OPRTNG COMPANY LLC TERM LOAN B                    | CUSIP: 92841DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199000 | PA      | $197383.13    | 0.05%             | 2031-04-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $837.44       | 0.00%             |  |  |  | No            |                  2 | 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    | 0.13%             | 2035-01-21      | Floating      | 11.25%                | No            |                  3 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $70249.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12            | CUSIP: 02150GAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131151 | PA      | $39310.94     | 0.01%             | 2037-05-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE MORTGAGE SEC INC. 2004-4                                        | DEUTSCHE MORTGAGE SECURITIES, DMSI 2004 4 2MR2                | CUSIP: 251563EX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1811636 | PA      | $1834265.55   | 0.48%             | 2034-06-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                       | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                  | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1990000 | PA      | $1948717.45   | 0.51%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                   | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                     | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428294.30    | 0.11%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                             | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN        | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   4224408 | PA      | $3981504.08   | 1.04%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | PETROLEOS MEXICANOS (PEMEX) LA SP MYC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-14641.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS5                         | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS5 A4               | CUSIP: 75156YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75159 | PA      | $71582.31     | 0.02%             | 2036-09-25      | Floating      | 4.41%                 | 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        |    362922 | PA      | $193501.49    | 0.05%             | 2036-01-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                         | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1387843 | PA      | $903023.36    | 0.24%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-1                                          | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1               | CUSIP: 78473NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27875 | PA      | $23906.33     | 0.01%             | 2037-02-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO ROYAL BANK OF CAN                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -256574 | PA      | $-257001.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-2                                          | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3               | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129891 | PA      | $59955.06     | 0.02%             | 2037-04-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20260508                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1126.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PADAGIS LLC                                                              | PADAGIS LLC TERM LOAN B                                       | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1630984 | PA      | $1545357.10   | 0.40%             | 2028-07-06      | Floating      | 8.95%                 | No            |                  3 | On Loan: No      |
| PIMCO FUNDS                                                              | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                      | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   3677013 | PA      | $35817779.56  | 9.32%             |  |  |  | No            |                  1 | 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        |     96753 | PA      | $39939.63     | 0.01%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS EUR -0.15000 03/18/20-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $451164.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                   | FIRST BRANDS GROUP LLC 2025 DIP TERM LOAN                     | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2007 | PA      | $396.29       | 0.00%             | 2026-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                              | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    765000 | PA      | $820631.89    | 0.21%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                                 | MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2                    | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |     98505 | PA      | $98720.73     | 0.03%             | 2031-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $91709.27     | 0.02%             |  |  |  | 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        |   5100000 | PA      | $5106834.00   | 1.33%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                    | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN     | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |  11414351 | PA      | $13192006.74  | 3.43%             | 2029-12-31      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.4* 08/17/23-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $825196.04    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260209                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $8645.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY3                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY3 3A1             | CUSIP: 12668BNK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54396 | PA      | $51089.18     | 0.01%             | 2036-04-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2007-S6                                     | RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11              | CUSIP: 762009AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525162 | PA      | $417148.40    | 0.11%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                             | ROMANIA SR UNSECURED 144A 03/31 5.375                         | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    190000 | PA      | $232590.18    | 0.06%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2010-137                                               | FANNIE MAE FNR 2010 137 VS                                    | CUSIP: 31398SQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109846 | PA      | $111907.07    | 0.03%             | 2040-12-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-J4                                           | COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3                        | CUSIP: 12669YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156642 | PA      | $55011.68     | 0.01%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-SFP                                                | HILTON USA TRUST HILT 2016 SFP A 144A                         | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1213826.60   | 0.32%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.75000 06/20/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-142392.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ONE TORONTO GAMING (ONTARIO GAMING GTA LP)                               | ONTARIO GAMING GTA LP TERM LOAN B                             | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     98250 | PA      | $91161.75     | 0.02%             | 2030-08-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LN ASSET-BCK CERT 2006-3                                  | OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 3 M1                | CUSIP: 69121PDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2311399 | PA      | $2486664.22   | 0.65%             | 2037-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                   | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507          | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241648 | PA      | $256547.66    | 0.07%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                 | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875          | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $935691.02    | 0.24%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                  | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   6187789 | PA      | $4820287.63   | 1.25%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT MXN SOLD USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                       | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                       | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1900000 | PA      | $1901976.00   | 0.50%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                     | WSTN TRUST WSTN 2023 MAUI D 144A                              | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $805689.12    | 0.21%             | 2037-07-05      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $4097.72      | 0.00%             |  |  |  | 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      | $20505.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | IRS EUR 0.83000 12/09/42-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1502554.69   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                             | ROMANIA SR UNSECURED 144A 09/28 5.5                           | CUSIP: ACI2JSF11<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $621915.83    | 0.16%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                            | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    800000 | PA      | $893922.40    | 0.23%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                              | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875         | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109744.53    | 0.03%             | 2034-04-15      | Fixed         | 6.88%                 | 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        |    400000 | PA      | $431177.20    | 0.11%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9             | CUSIP: 02149VAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348781 | PA      | $151325.29    | 0.04%             | 2037-04-25      | 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        |   4868000 | PA      | $4532777.64   | 1.18%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1                        | FREDDIE MAC   SCRT SCRT 2018 1 BX                             | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277340 | PA      | $118237.18    | 0.03%             | 2057-05-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                  | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75              | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  21000000 | PA      | $362664.61    | 0.09%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1            | CUSIP: 12667FYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39668 | PA      | $39662.69     | 0.01%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1                   | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A          | CUSIP: 35563CAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3651422 | PA      | $2383520.51   | 0.62%             | 2055-11-25      | Floating      | 5.99%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                 | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 B2 144A         | CUSIP: 617941AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99903.93     | 0.03%             | 2070-01-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-7N                                                  | LEHMAN XS TRUST LXS 2007 7N 1A1A                              | CUSIP: 52524GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297816 | PA      | $283831.01    | 0.07%             | 2047-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN         | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN C 144A         | CUSIP: 46650GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $474435.72    | 0.12%             | 2035-11-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                                  | GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B                | CUSIP: BA000DCX3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   3163256 | PA      | $3173805.74   | 0.83%             | 2030-12-18      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-444302.32   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CLAVEAU RE LTD                                                           | CLAVEAU RE LTD UNSECURED 144A 07/28 VAR                       | CUSIP: 182896AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    192056 | PA      | $0.00         | 0.00%             | 2028-07-08      | Floating      | 17.25%                | No            |                  3 | 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      | $-120800.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OBOL FRANCE 25                                                           | OBOL FRANCE 3 SAS 2024 EUR TERM LOAN B                        | CUSIP: BA0006XM9<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |   2716736 | PA      | $3157795.94   | 0.82%             | 2028-12-31      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                           | ADLER GROUP SA   VTG SHS COMMON STOCK                         | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |    675204 | NS      | $0.80         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FORESEA HOLDING SA                                                       | DRILLCO HLDG LUX SA COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      2644 | NS      | $59655.25     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                      | IRS EUR 0.25000 09/21/22-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $662993.27    | 0.17%             |  |  |  | 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        |   2000000 | PA      | $2071303.78   | 0.54%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $217.90       | 0.00%             |  |  |  | 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        |   1200000 | PA      | $1146513.96   | 0.30%             | 2034-11-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                             | ECOPETROL SA SR UNSECURED 01/36 8.375                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $205958.14    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/2.00000 12/21/22-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3232440.70  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | US LONG BOND(CBT) MAR26 XCBT 20260320                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -20 | NC      | $19659.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                            | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 01/28 4.375          | CUSIP: ACI1S21J6<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $702492.95    | 0.18%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/0.75 06/16/21-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5480678.10   | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC) | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 9.5             | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $399814.60    | 0.10%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                                 | PRIMO BRANDS CORPORATION 2025 TERM LOAN B                     | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    294030 | PA      | $295207.59    | 0.08%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $131754.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                    | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375        | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1035204.16   | 0.27%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75                | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    996000 | PA      | $844588.24    | 0.22%             | 2044-02-15      | Fixed         | 4.75%                 | 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        |   1691457 | PA      | $1628890.28   | 0.42%             | 2028-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-1                                                 | FANNIE MAE FNR 2019 1 HS                                      | CUSIP: 3136B3ZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163341 | PA      | $17851.51     | 0.00%             | 2049-02-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-F2                                       | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1               | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1642238 | PA      | $481875.61    | 0.13%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                    | VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1283664.60   | 0.33%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD MXN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-19.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                        | QWEST CORP SR UNSECURED 05/30 7.75                            | CUSIP: 668027AT2<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7147770.00   | 1.86%             | 2030-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST II 2007-1                                       | BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1                  | CUSIP: 07389KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1603855 | PA      | $751501.12    | 0.20%             | 2047-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-2                        | FREDDIE MAC   SCRT SCRT 2018 2 BX                             | CUSIP: 35563PFX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94035 | PA      | $35304.97     | 0.01%             | 2057-11-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75          | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    245842 | PA      | $236622.93    | 0.06%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2              | CUSIP: 92925VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99344 | PA      | $85652.54     | 0.02%             | 2037-02-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                    | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    293087 | PA      | $262019.96    | 0.07%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                             | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A             | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1417665.92   | 0.37%             | 2038-11-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                             | ROMANIA SR UNSECURED 144A 09/33 6.375                         | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $630106.98    | 0.16%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1048.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2010-RR11                                                 | BCAP LLC TRUST BCAP 2010 RR11 6A2 144A                        | CUSIP: 05533JBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517126 | PA      | $351806.19    | 0.09%             | 2036-03-27      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                               | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1       | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    500000 | PA      | $161777.39    | 0.04%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC          | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5           | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1345913.51   | 0.35%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $5304.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARINE ONE HOLDCO LLC                                                    | WEST MARINE NEW COMMON STOCK EQTYWM9A9                        | CUSIP: 902LVFII8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $9476.65      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A              | CUSIP: 92925DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132839 | PA      | $122454.07    | 0.03%             | 2046-12-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3721653 | PA      | $-3737030.66  | -0.97%            |  |  |  | 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        |    822785 | PA      | $794607.47    | 0.21%             | 2035-02-15      | Floating      | 6.10%                 | 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        |   9423139 | PA      | $8898977.34   | 2.32%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| GUARDIAN BIDCO INC                                                       | GUARDIAN DELAYED DRAW TERM LOAN A                             | CUSIP: BA000P6T2<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |    100000 | PA      | $100000.00    | 0.03%             | 2032-08-29      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| SANDERS RE III LTD                                                       | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                   | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    714000 | PA      | $421260.00    | 0.11%             | 2029-04-09      | Floating      | 15.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $572122.97    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                        | MNSN HOLDINGS INC COMMON STOCK                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1675 | NS      | $83750.00     | 0.02%             |  |  |  | Yes           |                  3 | 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        |   1687023 | PA      | $1573570.61   | 0.41%             | 2028-05-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                          | IHEARTMEDIA INC   CLASS B COMMON STOCK                        | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48387 | NS      | $177135.13    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| ADAGIO VI CLO DAC VI-A                                                   | ADAGIO CLO ADAGI VI A SUB 144A                                | CUSIP: ACI0YQYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1306077 | PA      | $329850.37    | 0.09%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    268000 | PA      | $267344.08    | 0.07%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-115                                               | FANNIE MAE FNR 2012 115 MI                                    | CUSIP: 3136A9CH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    591021 | PA      | $37716.76     | 0.01%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC1                                     | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B             | CUSIP: 17311BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2438237 | PA      | $918993.23    | 0.24%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                               | AIR CANADA 2024 TERM LOAN B                                   | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     98250 | PA      | $99017.82     | 0.03%             | 2031-03-21      | Floating      | 5.72%                 | 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        |    790030 | PA      | $794209.26    | 0.21%             | 2031-03-24      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 09/29 VAR                           | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211400.00    | 0.06%             | 2029-09-13      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                   | CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG             | CUSIP: 952NPHII6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    640000 | PA      | $188800.00    | 0.05%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                          | UNITI GROUP INC COMMON STOCK USD.0001                         | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     59579 | NS      | $417648.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIALTO PARTNERS (GALAXY US OPCO INC)                                     | GALAXY US OPCO INC. TERM LOAN                                 | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1802364 | PA      | $1738632.71   | 0.45%             | 2030-07-31      | Fixed         | 9.09%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FINANCE AUTHORITY                                     | TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0      | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21900000 | PA      | $2112629.49   | 0.55%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-4                                       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1               | CUSIP: 41161PMX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10042 | PA      | $7469.91      | 0.00%             | 2035-07-19      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                         | FINASTRA USA INC 2023 TERM LOAN                               | CUSIP: 953PAVII5<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    148641 | PA      | $149755.76    | 0.04%             | 2029-09-13      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                          | OI S.A. SR SECURED 144A 06/27 10                              | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   7304089 | PA      | $3250319.61   | 0.85%             | 2027-06-30      | Fixed         | 13.50%                | 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        |   1400000 | PA      | $1537038.89   | 0.40%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| COHESITY INC                                                             | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED                | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      3109 | NS      | $59804.97     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                    | ENVALIOR FINANCE GMBH EUR TERM LOAN B1                        | CUSIP: D255LZAB1<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   1100000 | PA      | $1265249.69   | 0.33%             | 2030-03-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                  | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    900000 | PA      | $280282.35    | 0.07%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-18                                                | FANNIE MAE FNR 2013 18 DI                                     | CUSIP: 3136ACXD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96063 | PA      | $5743.20      | 0.00%             | 2032-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/2.2* 9/15/23-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-128656.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                             | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947          | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    784872 | PA      | $856842.18    | 0.22%             | 2042-07-31      | Fixed         | 8.95%                 | 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        |   1014061 | PA      | $392378.80    | 0.10%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                          | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                   | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $78190.15     | 0.02%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                              | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                       | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  13466000 | PA      | $313471.49    | 0.08%             | 2028-05-17      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | US 10YR ULTRA FUT MAR26 XCBT 20260320                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -32 | NC      | $15708.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                  | DOM REP CB NOTES NOTES 144A 01/26 13                          | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |   7800000 | PA      | $124012.08    | 0.03%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                     | WSTN TRUST WSTN 2023 MAUI E 144A                              | CUSIP: 92943AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $608444.10    | 0.16%             | 2037-07-05      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                              | SES S A COMMON STOCK                                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |    113713 | NS      | $1767270.59   | 0.46%             |  |  |  | No            |                  3 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                          | BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1                    | CUSIP: 07386HVV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91058 | PA      | $39071.44     | 0.01%             | 2035-09-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.75000 09/17/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $494381.53    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                    | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                       | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3483967 | PA      | $5436292.62   | 1.42%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                  | QUIDELORTHO CORP TERM LOAN                                    | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   2493750 | PA      | $2495695.13   | 0.65%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/2.00000 12/21/22-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1244047.07  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $13367.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-22R                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A1             | CUSIP: 02147LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    641566 | PA      | $344442.80    | 0.09%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR GBP SONIO/0.75000 09/21/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $239014.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | NEW WINDSTREAM WARRANTS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     63531 | NC      | $427583.39    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN         | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN B 144A         | CUSIP: 46650GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1139420.23   | 0.30%             | 2035-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE      | CUSIP: 948FWLII3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1083881 | PA      | $402150.53    | 0.10%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                | VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75             | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $730345.00    | 0.19%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1                            | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C              | CUSIP: 59021AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156558 | PA      | $74074.17     | 0.02%             | 2037-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -75187 | PA      | $-75329.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                   | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   4786119 | PA      | $4635284.86   | 1.21%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI SIENA COMMON STOCK                     | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    523500 | NS      | $5573805.65   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260220                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $4841.08      | 0.00%             |  |  |  | No            |                  2 | 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        |    742857 | PA      | $665785.59    | 0.17%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-1F                                          | GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1                       | CUSIP: 3623417Z6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978875 | PA      | $350213.65    | 0.09%             | 2036-02-25      | Fixed         | 6.00%                 | 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      | $90837.89     | 0.02%             | 2031-12-08      | Floating      | 4.50%                 | No            |                  3 | 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        |   1900000 | PA      | $1998061.28   | 0.52%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260304                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $8689.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.50000 12/20/23-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-100349.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2                 | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $894704.93    | 0.23%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CDX HY45 5Y ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $808394.99    | 0.21%             |  |  |  | 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        |      6330 | PA      | $0.00         | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                             | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A             | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1038446.53   | 0.27%             | 2038-11-15      | Floating      | 6.17%                 | 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        |  15388136 | PA      | $929061.80    | 0.24%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                            | X CORP TERM LOAN                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4798267 | PA      | $4724589.98   | 1.23%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-3A                                                 | CIFC FUNDING LTD CIFC 2014 3A INC 144A                        | CUSIP: 12549TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    814000 | PA      | $485472.42    | 0.13%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2                        | FREDDIE MAC   SCRT SCRT 2019 2 BXS 144A                       | CUSIP: 35563PKX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470237 | PA      | $173034.97    | 0.05%             | 2058-08-25      | Variable      | 2.28%                 | 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        |    216127 | PA      | $168939.00    | 0.04%             | 2027-12-31      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST SERIES 2004-1                 | PEOPLE S CHOICE HOME LOAN SECU PCHLT 2004 1 M1                | CUSIP: 71085PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334394 | PA      | $317793.87    | 0.08%             | 2034-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1814.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                             | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN    | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    509617 | PA      | $511655.46    | 0.13%             | 2030-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-A1                                   | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 4A1              | CUSIP: 46627MDA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288585 | PA      | $211464.56    | 0.06%             | 2036-03-25      | Floating      | 4.54%                 | 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        |   2134650 | PA      | $1885504.33   | 0.49%             | 2032-04-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.1* 9/11/23-27Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $47357910.10  | 12.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD TRY BOUGHT USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-111.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | WEST MARINE NEW WARRANT WARRWM911                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       195 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-76.29       | -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        |    218750 | PA      | $216562.50    | 0.06%             | 2030-09-25      | Floating      | 1.50%                 | No            |                  3 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer