# EDGAR Filing Document

**Accession Number:** 0001244183
**File Stem:** 0001244183-23-000008
**Filing Date:** 2023-3
**Character Count:** 168391
**Document Hash:** 748f204e9117ca2f2a502c7ccd50a673
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001244183-23-000008.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001244183-23-000008

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO INCOME STRATEGY FUND
- **CENTRAL INDEX KEY:** 0001244183
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21374
- **FILM NUMBER:** 23688744

**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:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $551318733.85

**Total Liabilities:** $254951686.67

**Net Assets:** $296367047.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1876.339400 | **1-Year:** 13172.222100 | **5-Year:** 52003.262000 | **10-Year:** 35281.428100 | **30-Year:** -52519.309000

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

- **3-Month:** 25066.098300 | **1-Year:** 18802.389100 | **5-Year:** 38850.077000 | **10-Year:** 8683.499200 | **30-Year:** 927.887800

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 6.46%                | 1.84%                | -3.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3556228.92             | $2419108.64                                |
| Month 2  | $5186275.46              | $1394798.95                                |
| Month 3  | $724119.13               | $-4078182.33                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                | IRS AUD 3.50000 06/17/15-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-43581.06    | -0.01%            |  |  |  | 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        |    427443 | PA      | $376258.69    | 0.13%             | 2036-08-25      | Fixed         | 6.00%                 | 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      | $794653.45    | 0.27%             |  |  |  | No            |                  2 | 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      | $957621.66    | 0.32%             |  |  |  | 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      | $147786.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS MXN 8.67500 04/06/22-2Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $124.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875      | CUSIP: ACI1T7K79<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $644511.75    | 0.22%             | 2026-01-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 0.75000 06/16/21-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $8181017.33   | 2.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625      | CUSIP: ACI1J7WJ1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   3774000 | PA      | $3665993.91   | 1.24%             | 2025-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.15000 12/11/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $39134115.18  | 13.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.16000 04/12/21-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $275973.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.35000 01/20/22-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $515806.28    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.36000 02/15/22-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $286273.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625      | CUSIP: BJSF9FII4<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   1483000 | PA      | $1510804.66   | 0.51%             | 2024-09-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.38000 01/12/21-10Y* CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1267762.97  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.38000 08/24/21-7Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2102539.75   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.42000 08/17/21-7Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1941922.07   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.45000 02/17/22-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $454985.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR        | CUSIP: ACI0ZY1X9<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   1211000 | PA      | $1048111.62   | 0.35%             | 2028-01-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.55000 10/20/21-5Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2094662.85  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.60000 11/15/21-5Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1034776.62  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.70000 11/17/21-5Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1633928.99  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.75000 01/22/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2671081.76   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.75000 12/15/21-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3221299.81   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR        | CUSIP: ACI1J42S1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    918000 | PA      | $862246.10    | 0.29%             | 2030-01-22      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.87500 02/07/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2599541.15   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.00000 01/15/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $873830.09    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.25000 03/12/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $385185.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.25000 06/15/16-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-990220.17   | -0.33%            |  |  |  | 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        |   2342000 | PA      | $2328369.48   | 0.79%             | 2029-07-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.50000 12/20/17-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1896464.55  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.50000 12/20/17-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-48451.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.75000 06/17/15-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1820796.05  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 3.00000 06/19/19-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2681335.54  | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 3.50000 06/19/13-31Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2694395.74  | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR        | CUSIP: ACI1R35P7<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   1138000 | PA      | $1074524.74   | 0.36%             | 2030-09-10      | Floating      | 8.50%                 | 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      | $2158978.79   | 0.73%             |  |  |  | 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      | $179775.52    | 0.06%             |  |  |  | No            |                  2 | 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      | $630277.17    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                       | BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65       | CUSIP: 05971U2B2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $98399.95     | 0.03%             | 2024-09-17      | Fixed         | 4.65%                 | 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      | $-1634895.48  | -0.55%            |  |  |  | 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      | $-6190699.98  | -2.09%            |  |  |  | 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      | $23837.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/2.35000 01/17/24-1Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $94838.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/2.45000 12/20/23-1Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $189054.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | WINDSTREAM HOLDINGS II, LLC 8725909B2                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    272031 | NC      | $5506958.84   | 1.86%             |  |  |  | No            |                  3 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                 | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                   | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    261329 | NS      | $274395.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC SR UNSECURED 11/33 VAR                         | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $1019334.22   | 0.34%             | 2033-11-02      | Floating      | 7.44%                 | 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        |    655830 | PA      | $473162.80    | 0.16%             | 2036-03-27      | Variable      | 3.08%                 | 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        |    310312 | PA      | $420681.22    | 0.14%             | 2037-03-26      | Floating      | 4.61%                 | No            |                  2 | 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        |    118768 | PA      | $70642.94     | 0.02%             | 2035-09-25      | Floating      | 3.91%                 | 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        |    142648 | PA      | $76400.19     | 0.03%             | 2036-11-25      | Floating      | 3.59%                 | 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        |    832383 | PA      | $693544.00    | 0.23%             | 2046-06-25      | Floating      | 4.71%                 | 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        |   1817264 | PA      | $955018.90    | 0.32%             | 2047-09-25      | Floating      | 3.58%                 | 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        |    207814 | PA      | $112746.29    | 0.04%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AC1                       | BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AC1 A1              | CUSIP: 07400XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45886 | PA      | $45990.62     | 0.02%             | 2036-08-25      | Variable      | 7.50%                 | 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      | $634343.82    | 0.21%             | 2046-07-05      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS SR UNSECURED 144A 01/33 VAR                     | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    855000 | PA      | $677206.67    | 0.23%             | 2033-01-20      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                      | BOEING CO SR UNSECURED 02/33 6.125                          | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    885000 | PA      | $902299.47    | 0.30%             | 2033-02-15      | Fixed         | 6.12%                 | 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      | $1296742.52   | 0.44%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                               | CARNIVAL CORPORATION EUR TERM LOAN B                        | CUSIP: P2121YAP3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   3176703 | PA      | $3277776.17   | 1.11%             | 2025-06-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                         | CARVANA CO COMPANY GUAR 144A 05/30 10.25                    | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $613279.50    | 0.21%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CGG SA                                                             | CGG SA SR SECURED 144A 04/27 7.75                           | CUSIP: ACI1WM066<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1141968.90   | 0.39%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                             | CGG SA SR SECURED 144A 04/27 8.75                           | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   1944000 | PA      | $1557154.91   | 0.53%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                             | CGG SA SR SECURED REGS 04/27 7.75                           | CUSIP: ACI1WLTT7<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1405500.18   | 0.47%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS LIMITED                                     | CHAMPION PATH HOLDINGS COMPANY GUAR REGS 01/26 4.5          | CUSIP: ACI1V8V80<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $523890.00    | 0.18%             | 2026-01-27      | Fixed         | 4.50%                 | 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        |      1698 | PA      | $1562.34      | 0.00%             | 2035-12-25      | Floating      | 3.95%                 | 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        |    548249 | PA      | $242164.40    | 0.08%             | 2036-10-25      | Fixed         | 6.25%                 | 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        |    298316 | PA      | $122937.57    | 0.04%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |    200019 | PA      | $97896.31     | 0.03%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                   | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8            | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3752000 | PA      | $3423700.00   | 1.16%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                   | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25         | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1587226.52   | 0.54%             | 2030-05-15      | Fixed         | 5.25%                 | 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      | $275622.41    | 0.09%             | 2030-04-24      | Fixed         | 0.00%                 | 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        |   1000000 | PA      | $209906.98    | 0.07%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES 2007-3                                | CITICORP MORTGAGE SECURITIES, CMSI 2007 3 3A1               | CUSIP: 17312FAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4495 | PA      | $4178.53      | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | 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        |   2736574 | PA      | $1144397.74   | 0.39%             | 2036-12-25      | Floating      | 4.54%                 | 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        |    163944 | PA      | $144569.19    | 0.05%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CITY OF CHICAGO                                                    | CHICAGO IL CHI 01/29 FIXED 7.045                            | CUSIP: 167486M89<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5000.00      | 0.00%             | 2029-01-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CITY OF CHICAGO                                                    | CHICAGO IL CHI 01/29 FIXED 7.045                            | CUSIP: 167486M97<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40634.88     | 0.01%             | 2029-01-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CITY OF CHICAGO                                                    | CHICAGO IL CHI 01/40 FIXED 7.517                            | CUSIP: 167486MK2<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1899987.48   | 0.64%             | 2040-01-01      | Fixed         | 7.52%                 | 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        |    600000 | PA      | $587640.00    | 0.20%             | 2028-07-08      | Floating      | 17.25%                | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1                            | COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM             | CUSIP: 20173WAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185313 | PA      | $29673.31     | 0.01%             | 2049-12-10      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| COSAINT RE PTE LTD                                                 | COSAINT RE PTE LTD BONDS 144A 04/28 VAR                     | CUSIP: 22112CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    400000 | PA      | $324000.00    | 0.11%             | 2028-04-03      | Floating      | 9.51%                 | No            |                  2 | 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        |     98065 | PA      | $44724.84     | 0.02%             | 2035-03-25      | Fixed         | 5.50%                 | 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        |    115767 | PA      | $88327.26     | 0.03%             | 2035-02-25      | Fixed         | 6.00%                 | 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        |    619912 | PA      | $286576.96    | 0.10%             | 2036-12-25      | Floating      | 6.25%                 | 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        |     64249 | PA      | $60456.40     | 0.02%             | 2035-01-25      | Fixed         | 5.75%                 | 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        |    846674 | PA      | $481272.75    | 0.16%             | 2035-12-25      | Fixed         | 5.50%                 | 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        |    126466 | PA      | $77766.80     | 0.03%             | 2036-08-25      | Floating      | 6.00%                 | 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        |    725202 | PA      | $440970.73    | 0.15%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | 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        |    216023 | PA      | $161497.40    | 0.05%             | 2036-11-25      | Fixed         | 6.25%                 | 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        |    116606 | PA      | $43761.29     | 0.01%             | 2037-05-25      | Floating      | 4.74%                 | 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        |    356409 | PA      | $180102.10    | 0.06%             | 2037-04-25      | Fixed         | 6.00%                 | 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        |    361761 | PA      | $216640.45    | 0.07%             | 2037-08-25      | Fixed         | 6.00%                 | 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        |    173166 | PA      | $144245.40    | 0.05%             | 2036-04-25      | Floating      | 2.96%                 | 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        |    184561 | PA      | $66282.08     | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | 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        |      1756 | PA      | $1742.50      | 0.00%             | 2035-02-20      | Floating      | 3.67%                 | 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        |    161590 | PA      | $99513.36     | 0.03%             | 2035-10-25      | Fixed         | 5.50%                 | 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        |    158884 | PA      | $62099.11     | 0.02%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR          | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3200000 | PA      | $2803200.00   | 0.95%             | 2023-12-11      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/49 VAR          | CUSIP: ACI07D348<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    640000 | PA      | $560640.00    | 0.19%             | 2023-12-11      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG SR UNSECURED 144A 07/26 VAR          | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $281921.59    | 0.10%             | 2026-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/28 VAR          | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $273649.06    | 0.09%             | 2028-08-11      | Floating      | 6.44%                 | 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      | $382003.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA INC                                                    | IHEARTMEDIA INC   CLASS B COMMON STOCK                      | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48387 | NS      | $266951.08    | 0.09%             |  |  |  | No            |                  3 | 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        |    329889 | PA      | $343469.59    | 0.12%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                        | INTELSAT EMERGENCE SA COMMON STOCK                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |    113460 | NS      | $2723040.00   | 0.92%             |  |  |  | Yes           |                  3 | 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        |   2030362 | PA      | $1935078.59   | 0.65%             | 2034-06-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                           | DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN           | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   9372308 | PA      | $8905661.25   | 3.00%             | 2026-05-25      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                              | DIRECTV FINANCING LLC TERM LOAN                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4837363 | PA      | $4719959.86   | 1.59%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                               | DISH DBS CORP SR SECURED 144A 12/26 5.25                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3520000 | PA      | $2971619.20   | 1.00%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                               | DISH DBS CORP SR SECURED 144A 12/28 5.75                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3560000 | PA      | $2848000.00   | 0.96%             | 2028-12-01      | Fixed         | 5.75%                 | 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      | $1006400.00   | 0.34%             | 2026-08-15      | Fixed         | 3.38%                 | 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      | $2725093.29   | 0.92%             | 2031-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DTEK ENERGY BV (AKA: DTEK HOLDINGS BV)                             | DTEK ENERGY BV COMPANY GUAR REGS 12/27 7                    | CUSIP: ACI1XVP76<br>LEI: 9845009A70B44Q680820 | Long             | DBT              | CORP              | NL        |   2055620 | PA      | $566580.26    | 0.19%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                       | DUFRY ONE BV COMPANY GUAR REGS 04/26 3.625                  | CUSIP: ACI1X5JS4<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |   1617000 | PA      | $1539695.64   | 0.52%             | 2026-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENCINA SPV                                                         | ENCINA PRIVATE CREDIT LLC NOTE                              | CUSIP: 938DREII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3945052 | PA      | $3860438.10   | 1.30%             | 2025-11-30      | Floating      | 4.08%                 | No            |                  3 | 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      | $1504665.68   | 0.51%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                             | ESKOM HOLDINGS SOC LTD SR UNSECURED 144A 02/25 7.125        | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1000000 | PA      | $913099.00    | 0.31%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                             | ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 02/25 7.125        | CUSIP: S25221AL6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   2000000 | PA      | $1826198.00   | 0.62%             | 2025-02-11      | Fixed         | 7.12%                 | 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      | $237378.28    | 0.08%             | 2045-06-13      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| EXELA INTERMEDIATE LLC / EXELA FINANCE INC                         | EXELA INTERMED/EXELA FIN SR SECURED 144A 07/26 11.5         | CUSIP: 30162RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $7350.00      | 0.00%             | 2026-07-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01                 | FANNIE MAE   CAS CAS 2017 C01 1B1                           | CUSIP: 30711XEQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $622265.24    | 0.21%             | 2029-07-25      | Floating      | 10.14%                | 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        |    132012 | PA      | $115160.54    | 0.04%             | 2040-12-25      | Floating      | 2.64%                 | 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        |   1138618 | PA      | $104412.99    | 0.04%             | 2042-03-25      | Fixed         | 3.50%                 | 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        |    210428 | PA      | $20591.90     | 0.01%             | 2032-12-25      | Fixed         | 3.50%                 | 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        |    779604 | PA      | $107420.12    | 0.04%             | 2042-11-25      | Fixed         | 4.00%                 | 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        |    260721 | PA      | $26593.64     | 0.01%             | 2049-02-25      | Floating      | 1.66%                 | 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        |    265755 | PA      | $62566.26     | 0.02%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FLHB)                                      | FEDERAL HOME LOAN BANK BONDS 01/23 VAR                      | CUSIP: 3130ATJ99<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3000000.96   | 1.01%             | 2023-01-06      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FLHB)                                      | FEDERAL HOME LOAN BANK BONDS 02/23 VAR                      | CUSIP: 3130ATLQ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2900000 | PA      | $2900091.76   | 0.98%             | 2023-02-10      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FLHB)                                      | FEDERAL HOME LOAN BANK BONDS 02/23 VAR                      | CUSIP: 3130ATRB5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2900000 | PA      | $2900159.96   | 0.98%             | 2023-02-23      | Floating      | 4.36%                 | 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        |   1100000 | PA      | $889322.50    | 0.30%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NMG PARENT                                                         | NEIMAN MARCUS USD COMMON STOCK EQUITY                       | CUSIP: 967DUC905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39846 | NS      | $7015053.98   | 2.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOBLE CORPORATION PLC                                              | NOBLE CORP PLC COMMON STOCK                                 | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      7040 | NS      | $265478.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                         | FORBES ENERGY SERVICES LLC 2018 PIK FIIXED TERM LOAN        | CUSIP: 943UMZII5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2671 | PA      | $0.00         | 0.00%             | 2023-06-30      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                         | FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN               | CUSIP: 962XCSII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192583 | PA      | $0.00         | 0.00%             | 2023-06-30      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR COMPANY                                                 | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                   | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6296114.40   | 2.12%             | 2097-05-15      | Fixed         | 7.70%                 | 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        |   3848730 | PA      | $2365594.32   | 0.80%             | 2055-11-25      | Floating      | 5.99%                 | No            |                  3 | 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        |  16219648 | PA      | $1038447.56   | 0.35%             | 2055-11-25      | Variable      | 0.70%                 | 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        |    115664 | PA      | $88982.89     | 0.03%             | 2040-11-15      | Floating      | 1.76%                 | 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        |   1176560 | PA      | $79551.91     | 0.03%             | 2033-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                            | FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A                 | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1900000 | PA      | $1625637.91   | 0.55%             | 2041-11-25      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-DNA2     | FREDDIE MAC   STACR STACR 2015 DNA2 B                       | CUSIP: 3137G0FZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1405763 | PA      | $1411885.62   | 0.48%             | 2027-12-25      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                            | GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN             | CUSIP: 943ZHKII3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   1944462 | PA      | $1418135.71   | 0.48%             | 2027-10-18      | Fixed         | 12.56%                | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                            | GTWY CASINO+ENTERTAINMNT LTD 2021 TERM LOAN                 | CUSIP: 943ZERII1<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   3412282 | PA      | $3369628.95   | 1.14%             | 2027-10-15      | Fixed         | 12.14%                | No            |                  2 | On Loan: No      |
| AXIS ENERGY SERVICES HOLDINGS LLC                                  | AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES | CUSIP: 942WZK900<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1253 | NS      | $43748.13     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GHANA GOVT                                                         | REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375             | CUSIP: 37443GAG6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    300000 | PA      | $116259.00    | 0.04%             | 2027-02-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                         | REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875             | CUSIP: 37443GAH4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    400000 | PA      | $145004.00    | 0.05%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                         | REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75              | CUSIP: 37443GAJ0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $70848.00     | 0.02%             | 2061-03-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STICHTING AK RABOBANK CERTIFICATEN                                 | STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR           | CUSIP: BJBQCWII7<br>LEI: N/A                  | Long             | EP               | CORP              | NL        |   5760000 | NS      | $5929620.86   | 2.00%             |  |  |  | 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      | $1078507.94   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNIVERSE CORPORATION                                              | SYNIVERSE PFD PIK PFDJJZ917                                 | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1089841 | NS      | $1047337.54   | 0.35%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GROSVENOR PLACE CLO BV 2015-1A                                     | GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A               | CUSIP: 39927WAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |    250000 | PA      | $47096.32     | 0.02%             | 2029-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II 2022-GTWY                           | GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A          | CUSIP: 36266DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $555016.77    | 0.19%             | 2039-08-15      | Floating      | 7.74%                 | 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        |   1235063 | PA      | $1186650.32   | 0.40%             | 2029-10-09      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)          | UNITI GROUP INC REIT USD.0001                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    133286 | NS      | $737071.58    | 0.25%             |  |  |  | No            |                  1 | 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        |   1039784 | PA      | $476428.28    | 0.16%             | 2036-02-25      | Fixed         | 6.00%                 | 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        |     13312 | PA      | $9759.36      | 0.00%             | 2035-07-19      | Floating      | 3.28%                 | 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        |     23440 | PA      | $21036.39     | 0.01%             | 2035-01-19      | Floating      | 5.06%                 | 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      | $1130400.53   | 0.38%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                      | HESTIA RE LTD UNSECURED 144A 04/25 VAR                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |    469000 | PA      | $386925.00    | 0.13%             | 2025-04-22      | Floating      | 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      | $1485345.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                      | VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9      | CUSIP: 942UCF009<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | EC               | CORP              | US        |       538 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |   1622882 | PA      | $526889.51    | 0.18%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                   | WESTMORELAND MINING HOLDINGS L COMMON                       | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25438 | NS      | $190785.00    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                | POSEIDON BIDCO SASU EUR TERM LOAN B                         | CUSIP: 945BRXII5<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |   3500000 | PA      | $3228062.52   | 1.09%             | 2028-07-14      | Floating      | 7.26%                 | No            |                  3 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                       | INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5             | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   8343000 | PA      | $7479416.07   | 2.52%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                       | INTELSAT JACKSON HOLDINGS S.A. 2021 EXIT TERM LOAN B        | CUSIP: L5137LAQ8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   2170626 | PA      | $2100081.13   | 0.71%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| INTER MEDIA AND COMMUNICATION SPA                                  | INTER MEDIA COMMUNICATIO SR SECURED 144A 02/27 6.75         | CUSIP: ACI239TV9<br>LEI: 81560082CE2ED97AFD36 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1526193.36   | 0.51%             | 2027-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JACKSON PARK TRUST 2019-LIC                                        | JACKSON PARK TRUST JAX 2019 LIC E 144A                      | CUSIP: 46868RAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033000 | PA      | $746775.95    | 0.25%             | 2039-10-14      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| JAY PARK CLO LTD 2016-1A                                           | JAY PARK CLO, LTD. JPARK 2016 1A SUB 144A                   | CUSIP: 47206WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $486137.43    | 0.16%             | 2027-10-20      | Floating      | 0.00%                 | 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        |    379367 | PA      | $313360.42    | 0.11%             | 2036-03-25      | Floating      | 3.20%                 | No            |                  2 | 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        |    357265 | PA      | $316744.63    | 0.11%             | 2037-03-25      | Floating      | 3.70%                 | 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        |     89385 | PA      | $66417.15     | 0.02%             | 2036-02-25      | Floating      | 3.48%                 | 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        |     88239 | PA      | $71816.81     | 0.02%             | 2037-01-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                          | AMERICAN AIRLINES, INC. 2021 TERM LOAN                      | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    700000 | PA      | $698141.50    | 0.24%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                         | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL             | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40268 | PA      | $26174.10     | 0.01%             | 2024-06-28      | Floating      | 7.38%                 | 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        |    187936 | PA      | $100881.17    | 0.03%             | 2025-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-11                                            | LEHMAN XS TRUST LXS 2006 11 2A2                             | CUSIP: 52522WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208979 | PA      | $225071.94    | 0.08%             | 2046-06-24      | Variable      | 6.79%                 | 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        |    450058 | PA      | $401554.11    | 0.14%             | 2047-06-25      | Floating      | 4.83%                 | 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      | $482988.00    | 0.16%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | 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      | $101073.47    | 0.03%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                      | MELCO RESORTS FINANCE SR UNSECURED 144A 06/25 4.875         | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    900000 | PA      | $828051.74    | 0.28%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                      | MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75          | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    800000 | PA      | $670175.34    | 0.23%             | 2028-07-21      | Fixed         | 5.75%                 | 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        |    187968 | PA      | $94141.60     | 0.03%             | 2037-04-25      | Floating      | 4.71%                 | 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        |    550813 | PA      | $302519.12    | 0.10%             | 2036-03-25      | Floating      | 2.74%                 | No            |                  2 | 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        |   1750000 | PA      | $489016.10    | 0.17%             | 2031-04-30      | Variable      | 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      | $1096053.36   | 0.37%             | 2034-11-15      | Floating      | 8.79%                 | 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        |   2125739 | PA      | $650667.47    | 0.22%             | 2036-06-25      | Variable      | 5.96%                 | 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        |    206075 | PA      | $97419.80     | 0.03%             | 2037-02-25      | Fixed         | 6.25%                 | 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        |   2521791 | PA      | $753048.38    | 0.25%             | 2037-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MORRISON (MARKET BIDCO FINCO PLC)                                  | MARKET BIDCO FINCO PLC SR SECURED 144A 11/27 4.75           | CUSIP: ACI261ZG9<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $345487.15    | 0.12%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                       | MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B               | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   3465000 | PA      | $2975568.75   | 1.00%             | 2028-09-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH             | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH E 144A        | CUSIP: 63874LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $1024112.31   | 0.35%             | 2034-11-15      | Floating      | 6.72%                 | No            |                  2 | 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      | $2879478.00   | 0.97%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| NGD HOLDINGS BV                                                    | NGD HOLDINGS BV SR SECURED 12/26 6.75                       | CUSIP: ACI1XVPP6<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | NL        |    187558 | PA      | $87331.69     | 0.03%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81                | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   5300000 | PA      | $4509582.86   | 1.52%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                              | NOBLE FINANCE CO SECURED 02/28 11                           | CUSIP: 65505JAC5<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |     14572 | PA      | $16211.35     | 0.01%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                              | NOBLE FINANCE CO SECURED 144A 02/28 11                      | CUSIP: 65505JAA9<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |    710410 | PA      | $790331.13    | 0.27%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NORTHWESTERN BELL TELEPHONE                                        | NORTHWESTERN BELL TELEPH SR UNSECURED 05/30 7.75            | CUSIP: 668027AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6633205.67   | 2.24%             | 2030-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT DRILLING NORBE VIII/IX LTD                               | ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35          | CUSIP: G67106AC1<br>LEI: 549300YNW6BY570L6488 | Long             | DBT              | CORP              | KY        |    155005 | PA      | $85640.26     | 0.03%             | 2026-12-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED                        | ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/26 7.72         | CUSIP: G6711KAD7<br>LEI: 549300L7LF2PIRAWID66 | Long             | DBT              | CORP              | KY        |   3322487 | PA      | $888765.27    | 0.30%             | 2026-12-01      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & GAS FINANCE LIMITED                                | ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000      | CUSIP: 67576JAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    259145 | PA      | $634.91       | 0.00%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & GAS FINANCE LIMITED                                | ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    190575 | PA      | $466.91       | 0.00%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL                            | OI SA TERM LOAN 1                                           | CUSIP: 938VGYII0<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   1724622 | PA      | $603617.66    | 0.20%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL                            | OI SA TERM LOAN 2                                           | CUSIP: 938XAMII8<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |    399180 | PA      | $139713.11    | 0.05%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                    | OI SA COMPANY GUAR 07/25 VAR                                | CUSIP: P7354PAA2<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  13514000 | PA      | $2335236.63   | 0.79%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75              | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2160663.85   | 0.73%             | 2044-02-15      | Fixed         | 4.75%                 | 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      | $805462.02    | 0.27%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7839.73      | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | 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      | $240833.41    | 0.08%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6               | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6073.39      | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95              | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2359500 | PA      | $1838352.94   | 0.62%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75              | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6743.59      | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5               | CUSIP: 694308GY7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7095.54      | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4                 | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $675860.43    | 0.23%             | 2046-12-01      | Fixed         | 4.00%                 | 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        |   4800000 | PA      | $4015846.85   | 1.36%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                      | PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25         | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2031802.90   | 0.69%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1105000 | PA      | $871223.85    | 0.29%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                              | PROMOTORA DE INFORMACIONES SA 2022 EUR PIK JUNIOR TERM LOAN | CUSIP: 945BECII5<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |    785809 | PA      | $736023.04    | 0.25%             | 2027-06-30      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                              | PROMOTORA DE INFORMACIONES SA 2022 EUR SENIOR TERM LOAN     | CUSIP: 945BEBII7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |   5714793 | PA      | $5260961.43   | 1.78%             | 2026-12-31      | Floating      | 6.71%                 | No            |                  3 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                 | PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR      | CUSIP: ACI11ZNP4<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |  15800000 | PA      | $51649.32     | 0.02%             | 2025-04-12      | Floating      | 72.74%                | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                 | PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR      | CUSIP: P1910WRC5<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        | 201514000 | PA      | $658738.04    | 0.22%             | 2025-04-12      | Floating      | 72.74%                | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                   | PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR                 | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    315609 | PA      | $138473.58    | 0.05%             | 2043-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                   | PUERTO RICO CMWLTH PRC 11/51 ADJUSTABLE VAR                 | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   3259836 | PA      | $1100194.53   | 0.37%             | 2051-11-01      | Fixed         | 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        |    110570 | PA      | $104212.44    | 0.04%             | 2036-09-25      | Floating      | 4.95%                 | 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        |   1159552 | PA      | $467312.91    | 0.16%             | 2037-09-25      | Fixed         | 6.25%                 | 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        |    619264 | PA      | $250298.38    | 0.08%             | 2037-07-25      | Fixed         | 6.00%                 | 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        |    374267 | PA      | $145664.31    | 0.05%             | 2036-02-25      | Fixed         | 5.75%                 | 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        |     48940 | PA      | $37433.19     | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | 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      | $31325.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-SA2                             | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA2 3A1            | CUSIP: 749574AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35957 | PA      | $32969.75     | 0.01%             | 2036-08-25      | Floating      | 4.88%                 | 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        |    602821 | PA      | $449163.29    | 0.15%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-1                                | RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25            | CUSIP: 76716XAA0<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |   1184170 | PA      | $1202009.41   | 0.41%             | 2024-07-06      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| RSA SECURITY (REDSTONE HOLDCO 2 LP)                                | REDSTONE HOLDCO 2 LP 2021 TERM LOAN                         | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4569284 | PA      | $3185430.41   | 1.07%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                                 | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                 | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    714000 | PA      | $678121.50    | 0.23%             | 2029-04-09      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                    | SANDS CHINA LTD SR UNSECURED 03/27 2.8                      | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $343116.00    | 0.12%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                    | SANDS CHINA LTD SR UNSECURED 03/29 3.35                     | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $245493.62    | 0.08%             | 2029-03-08      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                    | SANDS CHINA LTD SR UNSECURED 08/28 5.9                      | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2702000 | PA      | $2533565.43   | 0.85%             | 2028-08-08      | Variable      | 5.65%                 | 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        |   4018426 | PA      | $2187781.22   | 0.74%             | 2036-05-25      | Floating      | 4.67%                 | No            |                  2 | 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      | $763559.97    | 0.26%             | 2029-10-28      | Fixed         | 0.00%                 | No            |                  3 | 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      | $683936.53    | 0.23%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B                          | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B R 144A           | CUSIP: 83403Y104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $212937.06    | 0.07%             | 2040-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D                          | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A          | CUSIP: 78471C109<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    846000 | PA      | $115739.11    | 0.04%             | 2040-09-25      | Fixed         | 0.00%                 | No            |                  3 | 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      | $1092893.36   | 0.37%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 3A                                             | SOUTH COAST FUNDING SCF 3A A1A 144A                         | CUSIP: 83743SAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5397852 | PA      | $423990.50    | 0.14%             | 2038-08-10      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                          | STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2     | CUSIP: 935YNTII0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   7510143 | PA      | $5171917.09   | 1.75%             | 2023-06-30      | Fixed         | 10.75%                | 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        |    427910 | PA      | $269435.07    | 0.09%             | 2036-01-25      | Floating      | 3.69%                 | 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        |    380182 | PA      | $319076.81    | 0.11%             | 2036-11-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| STUBHUB (PUG LLC)                                                  | PUG LLC 2021 INCREMENTAL TERM LOAN B                        | CUSIP: 74530DAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1394470 | PA      | $1160896.03   | 0.39%             | 2027-02-12      | Floating      | 8.63%                 | No            |                  3 | On Loan: No      |
| STUBHUB (PUG LLC)                                                  | PUG LLC USD TERM LOAN                                       | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4631915 | PA      | $3856068.97   | 1.30%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LIMITED                                        | STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/28 6.5         | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $778099.61    | 0.26%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LIMITED                                        | STUDIO CITY FINANCE LTD COMPANY GUAR 144A 07/25 6           | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $868604.79    | 0.29%             | 2025-07-15      | Fixed         | 6.00%                 | 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        |     39346 | PA      | $34172.57     | 0.01%             | 2037-02-25      | Floating      | 3.23%                 | 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        |    231667 | PA      | $140441.39    | 0.05%             | 2037-04-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XIV LTD 2014-14A                                      | SYMPHONY CLO LTD SYMP 2014 14A E 144A                       | CUSIP: 87159QAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $952014.88    | 0.32%             | 2026-07-14      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                             | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                      | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   9118414 | PA      | $8001408.02   | 2.70%             | 2027-05-13      | Floating      | 11.58%                | 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        |    138937 | PA      | $124001.34    | 0.04%             | 2036-08-05      | Floating      | 4.91%                 | 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        |   2605070 | PA      | $2325025.07   | 0.78%             | 2036-08-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                           | TEAM HEALTH INC DEL TERM LOAN B                             | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   7087692 | PA      | $6095414.72   | 2.06%             | 2024-02-06      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                     | TELEMAR NORTE LESTE SA TERM LOAN                            | CUSIP: 938VCRII9<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   4415000 | PA      | $1545250.00   | 0.52%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                     | TELEMAR NORTE LESTE SA TERM LOAN 2                          | CUSIP: 938VGTII1<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |    107964 | PA      | $37787.41     | 0.01%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                     | TELEMAR NORTE LESTE SA TERM LOAN 3                          | CUSIP: 938VGUII8<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   1244472 | PA      | $435565.21    | 0.15%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                     | TELEMAR NORTE LESTE SA TERM LOAN 5                          | CUSIP: 945BALII9<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |    398762 | PA      | $139566.61    | 0.05%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| AMSURG LLC                                                         | ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN            | CUSIP: 943TEZII7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9601312 | PA      | $7857041.40   | 2.65%             | 2028-04-28      | Fixed         | 15.74%                | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                         | ENVISION HEALTHCARE CORPORTION 2022 DELAYED DRAW TERM LOAN  | CUSIP: 945BFLII4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    738462 | PA      | $722772.92    | 0.24%             | 2027-04-29      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                         | ENVISION HEALTHCARE CORPORTION 2022 TERM LOAN               | CUSIP: 945BFKII6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4061538 | PA      | $3975251.08   | 1.34%             | 2027-04-29      | Floating      | 12.12%                | 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      | $1630689.33   | 0.55%             | 2047-06-01      | None          | 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        |    912733 | PA      | $812277.61    | 0.27%             | 2039-09-30      | Fixed         | 4.88%                 | 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        |   5433209 | PA      | $5164482.48   | 1.74%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANCESTRY.COM                                                       | ARCHES BUYER INC 2021 TERM LOAN B                           | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    475000 | PA      | $441009.00    | 0.15%             | 2027-12-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO PLC                                          | UNIQUE PUB FINANCE CO ASSET BACKED REGS 06/27 5.659         | CUSIP: 743541II7<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |    177822 | PA      | $212322.18    | 0.07%             | 2027-06-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 01/23 0.00000                                 | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1434000 | PA      | $1433710.82   | 0.48%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 02/23 0.00000                                 | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9000 | PA      | $8955.30      | 0.00%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 03/23 0.00000                                 | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    671000 | PA      | $666422.95    | 0.22%             | 2023-03-02      | 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        |   2200000 | PA      | $732668.07    | 0.25%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                          | APOLLO CMMRL REAL EST FI SR SECURED 144A 06/29 4.625        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $889875.90    | 0.30%             | 2029-06-15      | Fixed         | 4.62%                 | 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      | $3086697.55   | 1.04%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 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      | $930118.00    | 0.31%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                  | U.S. RENAL CARE, INC. 2019 TERM LOAN B                      | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   8334194 | PA      | $4703610.60   | 1.59%             | 2026-06-26      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                  | US RENAL CARE INC 2021 TERM LOAN B                          | CUSIP: 90290PAQ7<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   2743932 | PA      | $1548606.57   | 0.52%             | 2026-06-26      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                  | US RENAL CARE INC SR UNSECURED 144A 07/27 10.625            | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $436040.00    | 0.15%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                    | VALARIS LTD SR SECURED 04/28 8.25                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1508000 | PA      | $1518745.19   | 0.51%             | 2028-04-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                    | VALARIS LTD SR SECURED 144A 04/28 8.25                      | CUSIP: 91889FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1444000 | PA      | $1454289.16   | 0.49%             | 2028-04-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                            | VALE SA SUBORDINATED 12/49 VAR                              | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  60000000 | PA      | $4332591.51   | 1.46%             | 2049-12-29      | Variable      | 3.20%                 | 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      | $14345.00     | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                    | REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25          | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     12000 | PA      | $1050.00      | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC                                                     | VERITAS US INC 2021 TERM LOAN B                             | CUSIP: G9341JAN0<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |   7077434 | PA      | $5028764.60   | 1.70%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC / VERITAS BERMUDA LTD                               | VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5          | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1409372.35   | 0.48%             | 2025-09-01      | Fixed         | 7.50%                 | 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      | $1181660.17   | 0.40%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | 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      | $1580182.60   | 0.53%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                 | VIKING CRUISES LTD SR SECURED 144A 05/25 13                 | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   3217000 | PA      | $3399200.97   | 1.15%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                     | VOC ESCROW LTD SR SECURED 144A 02/28 5                      | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $861680.00    | 0.29%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                      | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5             | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3067843.75   | 1.04%             | 2026-05-09      | Fixed         | 8.50%                 | 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        |    132787 | PA      | $119293.61    | 0.04%             | 2037-02-25      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| CAYENNE AVIATION LLC                                               | VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5         | CUSIP: 942UCF900<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3228 | NS      | $866330.14    | 0.29%             |  |  |  | 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        |    194427 | PA      | $167536.09    | 0.06%             | 2036-10-25      | Floating      | 3.67%                 | No            |                  2 | 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        |    160558 | PA      | $149662.37    | 0.05%             | 2046-12-25      | Floating      | 3.03%                 | 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        |     16307 | PA      | $13688.70     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS INC                                        | WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5          | CUSIP: 950814AA1<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |  13609762 | PA      | $12555005.45  | 4.24%             | 2026-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WEST MARINE (RISING TIDE HOLDINGS INC)                             | RISING TIDE HOLDINGS INC TERM LOAN                          | CUSIP: 76770EAB3<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |    592500 | PA      | $281437.50    | 0.09%             | 2028-06-01      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                   | WESTMORELAND COAL CO PIK TERM LOAN                          | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2394961 | PA      | $1862082.55   | 0.63%             | 2029-03-15      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES II LLC                                         | WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B               | CUSIP: 97381JAE3<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |   1349025 | PA      | $1226938.17   | 0.41%             | 2027-09-21      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES II LLC                                         | WINDSTREAM SERVICES LLC 2022 INCREMENTAL TERM LOAN          | CUSIP: 948CQMII5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |   3130000 | PA      | $2986055.12   | 1.01%             | 2027-02-28      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)                     | WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75            | CUSIP: 97382WAA1<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3840794.27   | 1.30%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                 | WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5                  | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $918920.00    | 0.31%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                 | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625                | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $428147.50    | 0.14%             | 2028-08-26      | Fixed         | 5.62%                 | 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        |   5977115 | PA      | $3194440.18   | 1.08%             | 2036-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                 | WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5                  | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1300000 | PA      | $1138371.00   | 0.38%             | 2027-10-01      | Fixed         | 5.50%                 | 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        |   2492867 | PA      | $2266639.17   | 0.76%             | 2027-09-01      | Floating      | 9.88%                 | 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        |   5700000 | PA      | $5156733.00   | 1.74%             | 2027-09-01      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| CBL & ASSOCIATES PROPERTIES INC                                    | CBL + ASSOCIATES PROPERTIES REIT USD.01                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      9309 | NS      | $214851.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| YOSEMITE RE LTD                                                    | YOSEMITE RE LTD UNSECURED 144A 06/25 VAR                    | CUSIP: 98740RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    390000 | PA      | $375823.50    | 0.13%             | 2025-06-06      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | BONCER BONDS 03/23 1.4                                      | CUSIP: ACI1L3HY1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        | 119241804 | PA      | $363625.44    | 0.12%             | 2023-03-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | FIXED INC CLEARING CORP.REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    495000 | PA      | $495000.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA BILLS 05/23 0.00000                   | CUSIP: ACI28ZVJ0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  90530990 | PA      | $275060.66    | 0.09%             | 2023-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1461681 | PA      | $-1471493.05  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1533465 | PA      | $-1555694.10  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5386724 | PA      | $-5437922.00  | -1.83%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                       | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1734804 | PA      | $405510.44    | 0.14%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | HSBC REVERSE REPO EUR ZCP                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -3061629 | PA      | $-3285821.44  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | JPM CHASE REVERSE REPO EUR ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -338596 | PA      | $-362715.03   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | JPM CHASE REVERSE REPO EUR ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -518257 | PA      | $-556066.48   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | JPM CHASE REVERSE REPO EUR ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -1228823 | PA      | $-1318548.88  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA BONDS 07/35 VAR                       | CUSIP: ACI1QL1M9<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1948000 | PA      | $455345.00    | 0.15%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | HSBC REPO                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  61700000 | PA      | $61700000.00  | 20.82%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA BONDS 10/26 15.5                      | CUSIP: ACI0QD081<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  26000000 | PA      | $22717.39     | 0.01%             | 2026-10-17      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1004907 | PA      | $-1013439.82  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1342546 | PA      | $-1353286.23  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1613827 | PA      | $-1625204.34  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1981409 | PA      | $-2011209.54  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1475694 | PA      | $-1495776.03  | -0.50%            |  |  |  | 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      | $1970130.14   | 0.66%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -495662 | PA      | $-502407.36   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -852412 | PA      | $-863629.36   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1020751 | PA      | $-1030239.39  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -544709 | PA      | $-549715.82   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -575328 | PA      | $-578700.06   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -816194 | PA      | $-816194.40   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -369417 | PA      | $-369417.08   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1699039 | PA      | $-1703494.69  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -506259 | PA      | $-509826.41   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4016613 | PA      | $-4053008.01  | -1.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1121982 | PA      | $-1130402.64  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6061344 | PA      | $-6109137.42  | -2.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -715531 | PA      | $-721195.47   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO MERRILL LYNCH                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1214101 | PA      | $-1225402.93  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO MERRILL LYNCH                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -581098 | PA      | $-585398.45   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO MERRILL LYNCH                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -583501 | PA      | $-588381.01   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3087533 | PA      | $-3130161.07  | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1330342 | PA      | $-1338161.76  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -565726 | PA      | $-570201.52   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5790462 | PA      | $-5835079.87  | -1.97%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6638726 | PA      | $-6689811.17  | -2.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3611217 | PA      | $-3625263.48  | -1.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2521880 | PA      | $-2543351.67  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -949835 | PA      | $-956676.31   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2887394 | PA      | $-2920990.57  | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO PARIBAS                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -437161 | PA      | $-441001.66   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    366359 | PA      | $98001.03     | 0.03%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -698742 | PA      | $-704320.36   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -509578 | PA      | $-513483.51   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3969858 | PA      | $-4011303.27  | -1.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1584506 | PA      | $-1596305.95  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -610844 | PA      | $-613624.56   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -813335 | PA      | $-822260.93   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5170593 | PA      | $-5229006.78  | -1.76%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1461170 | PA      | $-1468130.85  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1361703 | PA      | $-1372562.12  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO WARBURG REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -442314 | PA      | $-446000.93   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BANCA MONTE DEI PASCHI DI  SNR SE SP JPM                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IT        |         1 | NC      | $282.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2871657 | PA      | $823447.64    | 0.28%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-29762.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    114993 | PA      | $29703.27     | 0.01%             | 2046-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PEN BOUGHT USD 20230206                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-5383.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-10156.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1433.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOMBARDIER INC SNR S* ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $66671.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOMBARDIER INC SNR S* ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $29743.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOMBARDIER INC SNR S* ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $38240.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-OPT2                                | ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A3C           | CUSIP: 00075XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1368129 | PA      | $1335081.53   | 0.45%             | 2036-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20230202                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-10592.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PEN BOUGHT USD 20230125                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-15658.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PEN BOUGHT USD 20230314                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-3062.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PEN BOUGHT USD 20230515                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-6845.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PEN SOLD USD 20230503                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $31467.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PEN SOLD USD 20230510                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $11298.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20230321                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-1337.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1356.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-2242.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $10389.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-717153.91   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-10252.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $5980.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $1320.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INTELSAT JACKSON HOLDINGS S A EXP 05DEC25                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |     11872 | NC      | $89040.00     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | INTELSAT JACKSON HOLDINGS S A RIGHTS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |     11974 | NC      | $80824.50     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | INTELSAT EMERGENCE SA CALL EXP 17FEB27                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        68 | NC      | $136.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | INTELSAT EMERGENCE SA CALL EXP17FEB27                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       209 | NC      | $731.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-25503.89    | -0.01%            |  |  |  | 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      | $-296616.61   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20230221                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $5785.45      | 0.00%             |  |  |  | No            |                  2 | 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      | $656815.81    | 0.22%             | 2032-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | PETROBRAS INTL FINANC SNR LA SP BPS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-4684.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | PETROBRAS INTL FINANC SNR LA SP GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-6558.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | PETROBRAS INTL FINANC SNR LA SP HUS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-7495.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | ROLLS-ROYCE PLC SNR SE ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-214718.26   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | ROLLS-ROYCE PLC SNR SE ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-134838.37   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20230315                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-7.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer