# EDGAR Filing Document

**Accession Number:** 0001244183
**File Stem:** 0001244183-25-000029
**Filing Date:** 2025-8
**Character Count:** 189178
**Document Hash:** 961adf35f1da4932ad2331796922d505
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001244183-25-000029.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001244183-25-000029

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21374
- **FILM NUMBER:** 251277477

**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:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $503576111.21

**Total Liabilities:** $141061183.29

**Net Assets:** $362514927.92

**Cash Not Reported:** $2596063.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1002.684600 | **1-Year:** 544.026800 | **5-Year:** 5480.447500 | **10-Year:** 14583.370100 | **30-Year:** 1667.899400

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

- **3-Month:** 28373.699700 | **1-Year:** 14981.841500 | **5-Year:** 27531.176200 | **10-Year:** 4906.920800 | **30-Year:** 290.053700

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -2.61%               | 1.51%                | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-501019.88              | $-4325780.51                               |
| Month 2  | $369794.07               | $3327591.93                                |
| Month 3  | $425681.79               | $2149563.34                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IHEARTMEDIA INC                                                          | IHEARTMEDIA INC   CLASS A COMMON STOCK                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62317 | NS      | $109677.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | REVERSE REPO TORONTO DOMINIO                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -289813 | PA      | $-291347.68   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3053864 | PA      | $-3096617.78  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2660357 | PA      | $-2696825.89  | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.70 8/17/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-600012.40   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD EUR BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1139252.15  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                | JETBLUE AIRWAYS/LOYALTY JETBLUE AIRWAYS/LOYALTY             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1654960.66   | 0.46%             | 2031-09-20      | Fixed         | 9.88%                 | 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      | $-1439493.04  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                   | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                   | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421350.83    | 0.12%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3065431 | PA      | $-3091262.57  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                           | OLYMPUS WTR US HLDG CORP SR UNSECURED REGS 10/29 5.375      | CUSIP: ACI20N2N8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1520416.24   | 0.42%             | 2029-10-01      | Fixed         | 5.38%                 | 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      | $2196284.15   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                               | INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR            | CUSIP: 45338XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4624478 | PA      | $4624477.99   | 1.28%             | 2030-01-31      | Fixed         | 12.35%                | No            |                  3 | On Loan: No      |
| REALPAGE INC                                                             | REALPAGE, INC. 1ST LIEN TERM LOAN                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1405398 | PA      | $1397324.43   | 0.39%             | 2028-04-24      | Floating      | 7.56%                 | 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        |    178614 | PA      | $98591.22     | 0.03%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                        | US RENAL CARE INC SR SECURED 144A 06/28 10.625              | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    842800 | PA      | $721647.50    | 0.20%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                 | VIRIDIEN SR SECURED 144A 10/30 10                           | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   2450000 | PA      | $2412837.18   | 0.67%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                            | AMSURG EQUITY EQTYAS910                                     | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275005 | NS      | $12415559.16  | 3.42%             |  |  |  | Yes           |                  3 | 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        |    331479 | PA      | $170221.43    | 0.05%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20250922                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $910.51       | 0.00%             |  |  |  | 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        |    831451 | PA      | $418087.47    | 0.12%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                              | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    765000 | PA      | $793047.59    | 0.22%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4342                                                  | FREDDIE MAC FHR 4342 CI                                     | CUSIP: 3137BAYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    504191 | PA      | $19496.10     | 0.01%             | 2033-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | INTELSAT EMERGENCE SA CALL EXP17FEB27                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       209 | NC      | $501.78       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | IRS EUR 0.25000 09/21/22-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $636891.66    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                           | DATABRICKS INC LAST OUT TERM LOAN                           | CUSIP: BA000D206<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    409389 | PA      | $413482.54    | 0.11%             | 2031-01-03      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -317142 | PA      | $-320651.60   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                     | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2             | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   5100000 | PA      | $4601169.00   | 1.27%             | 2027-09-01      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR               | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    313200 | PA      | $244451.53    | 0.07%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                               | EQTYWM927 WESTMORELAND MINING                               | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46156 | NS      | $108178.01    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                 | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 AIOS 144A     | CUSIP: 617941AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3760998 | PA      | $22308.92     | 0.01%             | 2070-01-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                                | BAUSCH + LOMB CORPORATION 2025 TERM LOAN B                  | CUSIP: BA000LBZ1<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    300000 | PA      | $300939.00    | 0.08%             | 2030-12-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                    | INCORA NEW EQUITY                                           | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155272 | NS      | $5245943.09   | 1.45%             |  |  |  | Yes           |                  3 | 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        |   2090514 | PA      | $1902367.95   | 0.52%             | 2036-08-05      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                             | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN      | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   4256330 | PA      | $3830697.00   | 1.06%             | 2030-12-31      | Floating      | 9.14%                 | 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        |     91058 | PA      | $42040.35     | 0.01%             | 2035-09-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.75 12/15/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2369254.92   | 0.65%             |  |  |  | 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        |     96753 | PA      | $40377.00     | 0.01%             | 2035-03-25      | Fixed         | 5.50%                 | 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        |    182197 | PA      | $20112.27     | 0.01%             | 2049-02-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3139401 | PA      | $-3179746.66  | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2               | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $878671.58    | 0.24%             | 2029-03-01      | Fixed         | 4.20%                 | 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      | $10149.32     | 0.00%             |  |  |  | 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        |    440993 | PA      | $218583.09    | 0.06%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -739455 | PA      | $-746338.37   | -0.21%            |  |  |  | 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        |    294281 | PA      | $218918.46    | 0.06%             | 2036-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                          | OI S.A. COMMON STOCK                                        | CUSIP: B7XL4M900<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |   2396619 | NS      | $282313.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3317310.10   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                         | WESTMORELAND MINING HOLDINGS L COMMON                       | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25226 | NS      | $15766.11     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $201367.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $110205.64    | 0.03%             |  |  |  | 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      | $930079.81    | 0.26%             | 2032-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000            | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     21600 | PA      | $20989.93     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                              | INTELSAT EMERGENCE SA COMMON STOCK                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |    113713 | NS      | $3922732.80   | 1.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                   | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                      | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   4810854 | PA      | $4580317.75   | 1.26%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                             | ROMANIA ROMANIA                                             | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    190000 | PA      | $224795.39    | 0.06%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                     | PETSMART INC/PETSMART FI COMPANY GUAR 144A 02/29 7.75       | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $875449.89    | 0.24%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                               | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                      | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |   1600000 | PA      | $2192472.94   | 0.60%             | 2031-11-28      | Floating      | 9.96%                 | 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        |   1162794 | PA      | $455870.72    | 0.13%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 09/29 VAR                         | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211488.13    | 0.06%             | 2029-09-13      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                   | CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG           | CUSIP: 952NPHII6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    640000 | PA      | $76800.00     | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 09/25 0.00000                                 | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    344000 | PA      | $341087.35    | 0.09%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                              | URSA RE LTD UNSECURED 144A 12/28 VAR                        | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $418640.00    | 0.12%             | 2028-12-07      | Floating      | 13.57%                | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000            | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     48911 | PA      | $41005.55     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                             | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN  | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    512184 | PA      | $505525.93    | 0.14%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                     | WSTN TRUST WSTN 2023 MAUI C 144A                            | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $811368.32    | 0.22%             | 2037-07-05      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NOMURA                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1220666 | PA      | $-1221377.55  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-SFP                                                | HILTON USA TRUST HILT 2016 SFP A 144A                       | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1190644.70   | 0.33%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $495021.35    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                   | FIRST BRANDS GROUP, LLC 2022 INCREMENTAL TERM LOAN          | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    789773 | PA      | $747488.58    | 0.21%             | 2027-03-30      | Floating      | 9.54%                 | 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        |     65018 | PA      | $43315.04     | 0.01%             | 2036-02-25      | Floating      | 5.54%                 | 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        |    184232 | PA      | $55558.73     | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION                                                  | CLUE OPCO LLC SR SECURED 144A 10/31 9.5                     | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1273296.00   | 0.35%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                               | AIR CANADA 2024 TERM LOAN B                                 | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     99000 | PA      | $99294.03     | 0.03%             | 2031-03-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                    | SCUR ALPHA 1503 GMBH EUR TERM LOAN B1                       | CUSIP: D7001LAB9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   1100000 | PA      | $1278136.53   | 0.35%             | 2030-03-29      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                          | IHEARTMEDIA INC   CLASS B COMMON STOCK                      | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48387 | NS      | $74941.79     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC) | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 9.5           | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $409231.09    | 0.11%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 11/33 VAR                         | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $1101258.95   | 0.30%             | 2033-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | ENDURANCE INTERNATIONAL GROUP NON COOP TERM LOAN            | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   1193798 | PA      | $919224.81    | 0.25%             | 2028-02-10      | Floating      | 7.93%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | BOUGHT GBP SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-505.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/0.75 06/16/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5886489.52   | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                        | MAGENTA SECURITY HOLDINGS LLC 2024 THIRD OUT TERM LOAN      | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271790 | PA      | $67042.35     | 0.02%             | 2028-07-27      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                    | SYNIVERSE PFD PIK PFDJJZ917                                 | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1475734 | NS      | $1396706.62   | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 11/33 VAR                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $309192.94    | 0.09%             | 2033-11-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                          | OI S.A. SR SECURED 144A 06/27 10                            | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   6834946 | PA      | $4450736.53   | 1.23%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | DRILLCO HLDG LUX S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      9882 | NS      | $202581.00    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                      | MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2                  | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99000 | PA      | $99337.59     | 0.03%             | 2031-03-21      | Floating      | 7.33%                 | 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      | $2779154.00   | 0.77%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                  | DOM REP CB NOTES NOTES 144A 01/26 13                        | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |  38600000 | PA      | $646317.72    | 0.18%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                      | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5       | CUSIP: ACI1DBG64<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   1442000 | PA      | $2128046.53   | 0.59%             | 2029-07-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WINDSTREAM HOLDINGS II LLC                                               | WINDSTREAM UNITS EQUITY                                     | CUSIP: 952YSX903<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272031 | NS      | $5332292.09   | 1.47%             |  |  |  | No            |                  3 | 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      | $4565480.57   | 1.26%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                         | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $993700.00    | 0.27%             | 2026-06-08      | Floating      | 27.31%                | No            |                  2 | On Loan: No      |
| PERATON CORP                                                             | PERATON CORP TERM LOAN B                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1989383 | PA      | $1761846.91   | 0.49%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | DRILLCO HLDG LUX SA COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      2644 | NS      | $54202.00     | 0.01%             |  |  |  | Yes           |                  3 | 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        |   1637027 | PA      | $795346.60    | 0.22%             | 2047-09-25      | Floating      | 4.33%                 | 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      | $19794.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                       | STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR           | CUSIP: BJBQCWII7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | EP               | CORP              | NL        |   1246400 | NS      | $1675595.29   | 0.46%             |  |  |  | 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        |     11235 | PA      | $10463.23     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS AUTO SECURITIZATION TRUST 2025-1                                     | CPS AUTO TRUST CPS 2025 1 A 144A                            | CUSIP: 22411GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5081614.75   | 1.40%             | 2032-06-16      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| X CORPORATION                                                            | TWITTER INC TERM LOAN                                       | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4823001 | PA      | $4717883.42   | 1.30%             | 2029-10-26      | Floating      | 10.93%                | 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        |    614597 | PA      | $253236.42    | 0.07%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/3.00 9/19/23-6Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1273019.11  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $6536.92      | 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        |     81847 | PA      | $76857.96     | 0.02%             | 2036-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                        | QWEST CORP SR UNSECURED 05/30 7.75                          | CUSIP: 668027AT2<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6430095.00   | 1.77%             | 2030-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1                        | FREDDIE MAC   SCRT SCRT 2018 1 BX                           | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277248 | PA      | $124072.53    | 0.03%             | 2057-05-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                      | SVB FINL TR                                                 | CUSIP: 000000000<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |     13600 | NS      | $272.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20250721                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $9405.52      | 0.00%             |  |  |  | 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        |    373647 | PA      | $206374.84    | 0.06%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 08/33 VAR                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $272015.80    | 0.08%             | 2033-08-12      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT PEN SOLD USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $4.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                             | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947        | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    792944 | PA      | $844910.65    | 0.23%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | WEST MARINE NEW WARRANT WARRWM911                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       195 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1487.37      | 0.00%             |  |  |  | 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        |    144616 | PA      | $78241.73     | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAPTOR LLC                                    | GREAT CANADIAN GAMING CO SR SECURED 144A 11/29 8.75         | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97952.43     | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PADAGIS LLC                                                              | PADAGIS LLC TERM LOAN B                                     | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1630984 | PA      | $1533124.73   | 0.42%             | 2028-07-06      | Floating      | 9.27%                 | 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        |    650815 | PA      | $360180.63    | 0.10%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9               | MORGAN STANLEY BAML TRUST MSBAM 2013 C9 B                   | CUSIP: 61762DAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275690 | PA      | $267710.94    | 0.07%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.50000 12/20/23-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-112443.90   | -0.03%            |  |  |  | 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      | $2034234.24   | 0.56%             | 2041-11-25      | Floating      | 12.11%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | PARIBAS REVERSE REPO EUR ZCP                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -1134558 | PA      | $-1338144.62  | -0.37%            |  |  |  | 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        |   1896658 | PA      | $1714445.78   | 0.47%             | 2027-09-01      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                            | SUBCALIDORA 2 2024 EUR TERM LOAN                            | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1566037 | PA      | $1853937.56   | 0.51%             | 2029-08-14      | Floating      | 7.73%                 | No            |                  3 | On Loan: No      |
| CSMC TRUST 2017                                                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI E 144A          | CUSIP: 12652FAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $168084.00    | 0.05%             | 2032-11-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                            | STEINHOFF CVR                                               | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |  12793342 | NS      | $15.07        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                   | FIRST BRANDS 2021 TERM LOAN                                 | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    789691 | PA      | $748259.57    | 0.21%             | 2027-03-30      | Floating      | 9.54%                 | 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        |     28556 | PA      | $24680.27     | 0.01%             | 2037-02-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN         | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN C 144A       | CUSIP: 46650GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $399314.10    | 0.11%             | 2035-11-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6478483 | PA      | $-6546264.41  | -1.81%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 F 144A       | CUSIP: 46649JAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1892405 | PA      | $1800099.43   | 0.50%             | 2035-02-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD BRL BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-7439.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                 | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                 | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     35000 | NS      | $31412.50     | 0.01%             |  |  |  | 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        |       909 | PA      | $918.99       | 0.00%             | 2035-02-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                         | SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR                | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $427073.56    | 0.12%             | 2034-01-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                          | OI S.A. SR SECURED 144A 12/28 8.5                           | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  14529021 | PA      | $980708.92    | 0.27%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/4.50000 03/20/24-20Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5398239.28   | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                 | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 XS 144A       | CUSIP: 617941AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3760998 | PA      | $129470.84    | 0.04%             | 2070-01-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| VISTRA ZERO OPERATING COMPANY LLC                                        | VISTRA ZERO OPRTNG COMPANY LLC TERM LOAN B                  | CUSIP: 92841DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199000 | PA      | $196777.17    | 0.05%             | 2031-04-30      | Floating      | 6.33%                 | 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        |    654449 | PA      | $45826.65     | 0.01%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION (CLUE OPCO LLC)                                  | FORWARD AIR CORPORATION TERM LOAN B                         | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219361 | PA      | $218412.26    | 0.06%             | 2030-12-19      | Floating      | 8.78%                 | 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        |    372233 | PA      | $124685.79    | 0.03%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LONG WALK REINSURANCE LTD                                                | LONG WALK REINSURANCE UNSECURED 144A 01/31 VAR              | CUSIP: 54289CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    400000 | PA      | $405440.00    | 0.11%             | 2031-01-30      | Floating      | 14.05%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD TRY BOUGHT USD 20250729                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-168.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1536.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                   | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5            | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $872002.40    | 0.24%             | 2029-02-01      | Fixed         | 9.50%                 | 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        |    143426 | PA      | $130517.66    | 0.04%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC          | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1354491.46   | 0.37%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -868658 | PA      | $-871732.96   | -0.24%            |  |  |  | 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        |    657554 | PA      | $593670.61    | 0.16%             | 2046-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.75000 06/20/24-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-189066.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                             | CAIXABANK SA 144A 09/34 VAR                                 | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $219782.81    | 0.06%             | 2034-09-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CALI MORTGAGE TRUST 2019-101C                                            | CALI MORTGAGE TRUST 2019 101C CALI 2019 101C A 144A         | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1039918.77   | 0.29%             | 2039-03-10      | Fixed         | 3.96%                 | 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        |     58259 | PA      | $54625.55     | 0.02%             | 2036-04-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE MORTGAGE SEC INC. 2004-4                                        | DEUTSCHE MORTGAGE SECURITIES, DMSI 2004 4 2MR2              | CUSIP: 251563EX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1871505 | PA      | $1877634.28   | 0.52%             | 2034-06-25      | Floating      | 6.38%                 | 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      | $1340800.00   | 0.37%             | 2026-08-15      | Fixed         | 3.38%                 | 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      | $4408026.19   | 1.22%             | 2038-01-09      | Variable      | 5.00%                 | 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        |   4000320 | PA      | $3764872.77   | 1.04%             | 2030-03-22      | Fixed         | 5.38%                 | 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        |    212843 | PA      | $111742.38    | 0.03%             | 2025-06-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                                 | PRIMO BRANDS CORPORATION 2025 TERM LOAN B                   | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    296258 | PA      | $297655.84    | 0.08%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| OBOL FRANCE 25                                                           | OBOL FRANCE 3 SAS 2024 EUR TERM LOAN B                      | CUSIP: BA0006XM9<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |   2716736 | PA      | $3155682.49   | 0.87%             | 2028-12-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| VIALTO PARTNERS (GALAXY US OPCO INC)                                     | GALAXY US OPCO INC. TERM LOAN                               | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1783393 | PA      | $1666358.07   | 0.46%             | 2030-07-31      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                  | J + J VENTURES GAMING LLC 2024 TERM LOAN                    | CUSIP: 46604BAG3<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    784075 | PA      | $791287.49    | 0.22%             | 2028-04-26      | Floating      | 9.44%                 | No            |                  3 | On Loan: No      |
| GOEASY LTD                                                               | GOEASY LTD SR UNSECURED 144A 10/30 7.375                    | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1840757.58   | 0.51%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/2.00 7/15/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1135653.28   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20250915                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-21287.38    | -0.01%            |  |  |  | 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        |    541479 | PA      | $375293.24    | 0.10%             | 2036-03-27      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT LENDING CORP                                     | NUVEEN CHURCHILL DIRECT SR UNSECURED 03/30 6.65             | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2054999.48   | 0.57%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 07/25 0.00000                                 | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54000 | PA      | $53943.48     | 0.01%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4           | CUSIP: 02147QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114773 | PA      | $65163.21     | 0.02%             | 2036-08-25      | Floating      | 6.00%                 | 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      | $210090.04    | 0.06%             | 2030-04-24      | Fixed         | 0.00%                 | 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        |    104698 | PA      | $89726.48     | 0.02%             | 2037-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     54094 | NC      | $1060338.74   | 0.29%             |  |  |  | No            |                  3 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                        | MAGENTA SECURITY HOLDINGS LLC 2024 FIRST OUT TERM LOAN      | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59389 | PA      | $49903.65     | 0.01%             | 2028-07-27      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                    | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878      | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $956790.41    | 0.26%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                            | TWITTER INC 2025 FIXED TERM LOAN                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $486875.00    | 0.13%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S1                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5             | CUSIP: 16163FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297422 | PA      | $114228.62    | 0.03%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                            | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 01/28 4.375        | CUSIP: ACI1S21J6<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $700096.96    | 0.19%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC)                                          | CENTRAL PARENT INC 2024 TERM LOAN B                         | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2885464 | PA      | $2416720.09   | 0.67%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                                      | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                    | CUSIP: 46583VAB5<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    635887 | PA      | $655758.45    | 0.18%             | 2029-06-01      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| VALE SA                                                                  | VALE SA SUBORDINATED 12/49 VAR                              | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  60000000 | PA      | $3823783.84   | 1.05%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                             | ECOPETROL SA SR UNSECURED 01/36 8.375                       | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $193102.30    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT BRL SOLD USD 20250903                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $7340.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE    | CUSIP: 948FWLII3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1100742 | PA      | $272290.11    | 0.08%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                     | EUROSAIL PLC ESAIL 2007 3X E1C REGS                         | CUSIP: G3299SAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    239052 | PA      | $271716.54    | 0.07%             | 2045-06-13      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3290309.81   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.60 8/15/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-389471.15   | -0.11%            |  |  |  | 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        |   1784234 | PA      | $656768.23    | 0.18%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                             | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED              | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      3109 | NS      | $54954.87     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.1* 7/12/23-8Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $199328.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2                        | FREDDIE MAC   SCRT SCRT 2024 2 BXS 144A                     | CUSIP: 35563PYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299426 | PA      | $149197.20    | 0.04%             | 2064-05-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                 | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875        | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $958142.96    | 0.26%             | 2029-07-02      | Fixed         | 6.88%                 | 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        |    143285 | PA      | $129167.00    | 0.04%             | 2046-12-25      | Floating      | 4.03%                 | 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        |     98821 | NS      | $426906.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY INC                                                         | VITAL ENERGY INC COMPANY GUAR 144A 04/32 7.875              | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85579.57     | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                      | SVB FINL TR COMMON STOCK UNIT                               | CUSIP: 000000000<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |      1910 | NS      | $1012300.00   | 0.28%             |  |  |  | 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      | $1155107.68   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                 | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 B2 144A       | CUSIP: 617941AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97412.32     | 0.03%             | 2070-01-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS SPV III LLC                                              | CLOVER HOLDINGS SPV III LLC 2024 USD TERM LOAN              | CUSIP: BA000CCJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123619 | PA      | $123464.78    | 0.03%             | 2027-12-09      | Fixed         | 15.00%                | 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        |     42364 | PA      | $42200.10     | 0.01%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | FORESEA HLDG S A COMMON STOCK                               | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      1098 | NS      | $22509.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| VALARIS LIMITED                                                          | VALARIS LTD SECURED 144A 04/30 8.375                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    356000 | PA      | $365527.98    | 0.10%             | 2030-04-30      | Fixed         | 8.38%                 | 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      | $140256.21    | 0.04%             |  |  |  | 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        |   1697858 | PA      | $463198.28    | 0.13%             | 2031-04-30      | Variable      | 0.00%                 | 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      | $457628.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT PEN SOLD USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $100.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -949551 | PA      | $-950559.28   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 09/34 VAR                         | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $327630.95    | 0.09%             | 2034-09-13      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                  | DOM REP CB NOTES NOTES 144A 12/25 13                        | CUSIP: 25714PER5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |  41700000 | PA      | $698918.95    | 0.19%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                    | PROMOTORA DE INFORMACIONES SA 2022 EUR PIK SENIOR TERM LOAN | CUSIP: 945BEBII7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |         1 | PA      | $1.17         | 0.00%             | 2026-12-31      | Floating      | 7.59%                 | 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        |   3686846 | PA      | $2393126.82   | 0.66%             | 2055-11-25      | Floating      | 5.99%                 | No            |                  3 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                             | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A           | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1052754.23   | 0.29%             | 2038-11-15      | Floating      | 6.70%                 | 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        |     39141 | PA      | $31257.11     | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3762                                                  | FREDDIE MAC FHR 3762 SH                                     | CUSIP: 3137A3QY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97526 | PA      | $83949.11     | 0.02%             | 2040-11-15      | Floating      | 1.15%                 | 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        |    512411 | PA      | $186361.51    | 0.05%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1459.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3                                  | DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR3 2A5            | CUSIP: 25150VAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1955381 | PA      | $1720741.89   | 0.47%             | 2037-06-25      | Floating      | 4.83%                 | 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        |    323724 | PA      | $301055.20    | 0.08%             | 2047-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1991334 | PA      | $-2009997.42  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                     | LIFEPOINT HEALTH INC SR SECURED 144A 08/30 9.875            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $433182.80    | 0.12%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -821731 | PA      | $-823173.01   | -0.23%            |  |  |  | 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        |    125255 | PA      | $117924.07    | 0.03%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS INC (MH SUB I LLC)                                       | MH SUB I LLC 2023 TERM LOAN                                 | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1695674 | PA      | $1593933.84   | 0.44%             | 2028-05-03      | Floating      | 8.58%                 | 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      | $253622.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                             | BDO USA P C 2024 TERM LOAN A                                | CUSIP: BA000BL33<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |   1340136 | PA      | $1344627.41   | 0.37%             | 2028-08-31      | Floating      | 9.32%                 | No            |                  3 | 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        |   5579702 | PA      | $3075928.10   | 0.85%             | 2036-03-25      | Floating      | 4.81%                 | 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      | $3088300.00   | 0.85%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    272081 | PA      | $258778.28    | 0.07%             | 2030-06-15      | Fixed         | 7.50%                 | 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      | $-4375294.34  | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95               | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    161000 | PA      | $49418.93     | 0.01%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                     | LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11               | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1546224.40   | 0.43%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ENCINA SPV                                                               | ENCINA PRIVATE CREDIT LLC NOTE                              | CUSIP: 938DREII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800565 | PA      | $780546.74    | 0.22%             | 2025-11-30      | Floating      | 8.05%                 | No            |                  3 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                               | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                     | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3330683 | PA      | $4617909.93   | 1.27%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4                 | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $719831.76    | 0.20%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                    | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP F 144A          | CUSIP: 12651QAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3147000 | PA      | $3116620.75   | 0.86%             | 2032-07-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -88293 | PA      | $-88788.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.25000 06/18/25-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-438526.07   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                       | 1261229 BC LTD SR SECURED 144A 04/32 10                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $504744.99    | 0.14%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HARBORVIEW MTGE LOAN TRUST 2004-10                                       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 10 1A1            | CUSIP: 41161PJH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15433 | PA      | $13645.93     | 0.00%             | 2035-01-19      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4595118 | PA      | $-4611626.41  | -1.27%            |  |  |  | No            |                  2 | On Loan: No      |
| MARINE ONE HOLDCO LLC                                                    | WEST MARINE NEW COMMON STOCK EQTYWM9A9                      | CUSIP: 902LVFII8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $9476.65      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| US RENAL CARE INC                                                        | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN             | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   9471463 | PA      | $8989981.43   | 2.48%             | 2028-06-20      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 10/25 0.00000                                 | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    286000 | PA      | $282268.05    | 0.08%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                           | TRANSOCEAN INC TRANSOCEAN INC                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1387990.65   | 0.38%             | 2029-05-15      | Fixed         | 8.25%                 | 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        |    497101 | PA      | $51529.75     | 0.01%             | 2042-11-25      | Fixed         | 4.00%                 | 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      | $650752.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                         | WESTMORELAND COAL CO PIK TERM LOAN                          | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    763625 | PA      | $301631.83    | 0.08%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| UNICORN BAY (HONG KONG) INVESTMENTS LIMITED                              | UNICORN BAY HKD FIXED TERM LOAN A                           | CUSIP: BA00077Z7<br>LEI: N/A                  | Long             | LON              | CORP              | HK        |  21547488 | PA      | $2779231.97   | 0.77%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                    | SCURALPHA 1503 GMBH USD TERM LOAN B1                        | CUSIP: D7001LAC7<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   2159633 | PA      | $2045043.24   | 0.56%             | 2030-03-29      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BANK OF AMERICA REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3417827 | PA      | $-3429291.38  | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD MXN BOUGHT USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-3.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORRISONS (MARKET BIDCO FINCO PLC)                                       | MARKET BIDCO FINCO PLC SR SECURED REGS 11/27 4.75           | CUSIP: ACI261WK3<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $470101.96    | 0.13%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                       | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                   | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $4949937.54   | 1.37%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BARCLAYS REV REPO EUR                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -1307586 | PA      | $-1540893.39  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | PETROLEOS MEXICANOS (PEMEX) LA SP MYC                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-34111.80    | -0.01%            |  |  |  | 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        |    536790 | PA      | $425955.85    | 0.12%             | 2037-06-25      | Fixed         | 6.00%                 | 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        |    111494 | PA      | $101459.63    | 0.03%             | 2036-08-05      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 D 144A       | CUSIP: 46649JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822785 | PA      | $779844.17    | 0.22%             | 2035-02-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                    | SPA HOLDINGS 3 OY 2025 USD TERM LOAN B                      | CUSIP: BA000KGC9<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |   2000000 | PA      | $1997500.00   | 0.55%             | 2030-05-23      | Floating      | 8.67%                 | 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        |    257764 | PA      | $270011.08    | 0.07%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN         | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN B 144A       | CUSIP: 46650GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1184408.03   | 0.33%             | 2035-11-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                      | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                    | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |   1600000 | PA      | $1291033.91   | 0.36%             | 2030-11-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $529632.23    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD EUR BOUGHT USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-494528.39   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-5031.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                     | COLLEGE AVE STUDENT LOANS CASL 2024 A C 144A                | CUSIP: 19424RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    626000 | PA      | $642038.31    | 0.18%             | 2054-06-25      | Fixed         | 6.61%                 | 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        |    131147 | PA      | $40536.76     | 0.01%             | 2037-05-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-5                                        | VERUS SECURITIZATION TRUST VERUS 2024 5 B2 144A             | CUSIP: 92540HAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496416.00    | 0.14%             | 2069-06-25      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                 | VIRIDIEN SR SECURED 144A 10/30 8.5                          | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2343398.88   | 0.65%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6          | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $292500.00    | 0.08%             | 2029-02-15      | Fixed         | 6.00%                 | 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      | $392039.51    | 0.11%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | 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        |   1000148 | PA      | $378929.54    | 0.10%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2020-1A                                           | MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A                | CUSIP: 57109J108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2769 | PA      | $9038.05      | 0.00%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | SOLD GBP BOUGHT USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-27171.25    | -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        |    112380 | PA      | $73650.73     | 0.02%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                     | COLLEGE AVE STUDENT LOANS CASL 2024 A R 144A                | CUSIP: 19424R108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5009 | PA      | $2571632.62   | 0.71%             | 2054-06-25      | Fixed         | 0.00%                 | No            |                  3 | 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      | $30766.25     | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | 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        |    322882 | PA      | $266949.46    | 0.07%             | 2037-03-25      | Floating      | 4.17%                 | 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        |    125291 | PA      | $64352.37     | 0.02%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD EUR BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-19828.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.50000 12/20/23-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-134902.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.3* 7/12/23-8Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-913259.00   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                 | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 B3 144A       | CUSIP: 617941AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92588.77     | 0.03%             | 2070-01-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC       | FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1477770.40   | 0.41%             | 2030-01-15      | Fixed         | 6.75%                 | 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      | $1274772.61   | 0.35%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | 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      | $305754.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75              | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1487797.45   | 0.41%             | 2044-02-15      | Fixed         | 4.75%                 | 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        |    133276 | PA      | $64541.52     | 0.02%             | 2037-04-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                             | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A           | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1453438.40   | 0.40%             | 2038-11-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                          | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $76042.01     | 0.02%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95              | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2171500 | PA      | $1752402.58   | 0.48%             | 2050-07-01      | Fixed         | 4.95%                 | 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      | $2003911.32   | 0.55%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    900000 | PA      | $258945.94    | 0.07%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-3A                                                 | CIFC FUNDING LTD CIFC 2014 3A INC 144A                      | CUSIP: 12549TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    814000 | PA      | $500779.73    | 0.14%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20250725                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2145.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -812414 | PA      | $-817531.75   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                                     | CENGAGE LEARNING INC 2024 1ST LIEN TERM LOAN B              | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    790030 | PA      | $792842.51    | 0.22%             | 2031-03-24      | Floating      | 7.83%                 | 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        |    213412 | PA      | $74951.29     | 0.02%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | 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        |   7443000 | PA      | $7608205.80   | 2.10%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $171769.65    | 0.05%             |  |  |  | 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        |    103165 | PA      | $85973.20     | 0.02%             | 2035-02-25      | Fixed         | 6.00%                 | 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        |    217048 | PA      | $45209.97     | 0.01%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -537472 | PA      | $-537471.87   | -0.15%            |  |  |  | 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      | $1137505.08   | 0.31%             | 2034-11-15      | Floating      | 8.96%                 | 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        |   1736680 | PA      | $0.02         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| FORESEA HOLDING SA                                                       | DRILLCO HLDG LUX S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     23800 | NS      | $487900.00    | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $4589.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | INTELSAT EMERGENCE SA CALL EXP 17FEB27                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        68 | NC      | $38.59        | 0.00%             |  |  |  | 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        |  15537422 | PA      | $940015.58    | 0.26%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20250724                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $5039.79      | 0.00%             |  |  |  | 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        |      1274 | PA      | $1214.23      | 0.00%             | 2035-12-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20250701                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $307.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    329723 | PA      | $275648.51    | 0.08%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO 2017-28A                                                      | APIDOS CLO LTD APID 2017 28A SUB 144A                       | CUSIP: 03766YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $665012.33    | 0.18%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                       | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    194602 | PA      | $185087.42    | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                              | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                    | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   4318383 | PA      | $42048099.51  | 11.60%            |  |  |  | No            |                  1 | 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        |    284501 | PA      | $216558.21    | 0.06%             | 2036-11-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                   | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG           | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $384000.00    | 0.11%             | 2060-12-31      | None          | 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      | $1787606.48   | 0.49%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                     | WSTN TRUST WSTN 2023 MAUI D 144A                            | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $802106.40    | 0.22%             | 2037-07-05      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FFH1                      | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH1 M3             | CUSIP: 32027NTC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460444 | PA      | $1346922.60   | 0.37%             | 2036-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                             | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      4500 | NS      | $79542.27     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20250728                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $65.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD HKD BOUGHT USD 20250716                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $5390.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                            | CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 01/28 5.5          | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1354235.40   | 0.37%             | 2028-01-15      | Fixed         | 5.50%                 | 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        |   3551475 | PA      | $1830964.51   | 0.51%             | 2036-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                          | JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75                | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $165240.09    | 0.05%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT GBP SOLD USD 20250804                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $128.15       | 0.00%             |  |  |  | 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      | $1803503.99   | 0.50%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD TRY BOUGHT USD 20250724                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-1649.14     | -0.00%            |  |  |  | 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        |    348558 | PA      | $154386.55    | 0.04%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD GBP BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-41995.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE    | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   7147825 | PA      | $3044299.59   | 0.84%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                       | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2000000 | PA      | $1933280.00   | 0.53%             | 2030-10-08      | Floating      | 10.56%                | 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        |    204137 | PA      | $88767.14     | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT PEN SOLD USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $134.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                              | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                  | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    830000 | PA      | $771877.42    | 0.21%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                         | GRUPO NUTRESA SA COMPANY GUAR 144A 05/30 8                  | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    700000 | PA      | $734650.00    | 0.20%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                     | WSTN TRUST WSTN 2023 MAUI E 144A                            | CUSIP: 92943AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $608657.40    | 0.17%             | 2037-07-05      | Variable      | 10.17%                | 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      | $488441.55    | 0.13%             | 2031-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                             | ROMANIA NOTES 144A 09/28 5.5                                | CUSIP: ACI2JSF11<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $614271.81    | 0.17%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                           | WINSTON RE LTD UNSECURED 144A 02/31 VAR                     | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $264500.00    | 0.07%             | 2031-02-26      | Floating      | 14.54%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20250811                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $6429.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                               | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1     | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    500000 | PA      | $149964.71    | 0.04%             | 2043-12-15      | Fixed         | 10.10%                | 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      | $410550.00    | 0.11%             | 2029-04-09      | Floating      | 17.31%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD TRY BOUGHT USD 20250729                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-1992.28     | -0.00%            |  |  |  | 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        |    162038 | PA      | $75793.25     | 0.02%             | 2037-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                   | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1296705.60   | 0.36%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45              | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    322000 | PA      | $256126.42    | 0.07%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                           | DATABRICKS INC DELAYED DRAW TERM LOAN                       | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     90611 | PA      | $91517.47     | 0.03%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                               | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL             | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40268 | PA      | $26375.44     | 0.01%             | 2025-07-31      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                            | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    800000 | PA      | $879180.00    | 0.24%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                     | COLLEGE AVE STUDENT LOANS CASL 2024 A D 144A                | CUSIP: 19424RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    902000 | PA      | $907757.47    | 0.25%             | 2054-06-25      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NOMURA                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4176603 | PA      | $-4210224.53  | -1.16%            |  |  |  | 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        |    287001 | PA      | $467122.71    | 0.13%             | 2037-03-26      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20250807                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $99.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                  | MITER BRANDS ACQUISITION 04/32 6.75                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102628.34    | 0.03%             | 2032-04-01      | Fixed         | 6.75%                 | 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        |    299903 | PA      | $278469.90    | 0.08%             | 2036-08-25      | Fixed         | 6.00%                 | 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        |    116594 | PA      | $114961.58    | 0.03%             | 2040-12-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-806692.95   | -0.22%            |  |  |  | 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        |   2479596 | PA      | $894959.20    | 0.25%             | 2036-12-25      | Floating      | 4.73%                 | 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        |   2350761 | PA      | $613221.63    | 0.17%             | 2037-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.1* 9/11/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $45461397.15  | 12.54%            |  |  |  | No            |                  2 | On Loan: No      |
| PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST SERIES 2004-1                 | PEOPLE S CHOICE HOME LOAN SECU PCHLT 2004 1 M1              | CUSIP: 71085PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355492 | PA      | $335841.46    | 0.09%             | 2034-06-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $25625.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                            | HESTIA RE LTD UNSECURED 144A 04/29 VAR                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     13400 | PA      | $6030.00      | 0.00%             | 2029-04-22      | Floating      | 14.39%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BARCLAYS REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1462352 | PA      | $-1466045.57  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1211888 | PA      | $-1225414.09  | -0.34%            |  |  |  | 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        |    181293 | PA      | $133164.37    | 0.04%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A7                                         | JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M                 | CUSIP: 46629DBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63581 | PA      | $53678.10     | 0.01%             | 2037-01-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                    | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN   | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |  11414351 | PA      | $13243858.84  | 3.65%             | 2029-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                        | MAGENTA SECURITY HOLDINGS LLC 2024 SECOND OUT TERM LOAN     | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77611 | PA      | $36748.75     | 0.01%             | 2028-07-27      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2300564 | PA      | $-2320154.17  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| AL GCX HOLDINGS LLC                                                      | AL GCX HOLDINGS, LLC TERM LOAN B                            | CUSIP: 00162DAB1<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |   1465329 | PA      | $1469381.12   | 0.41%             | 2029-05-17      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20250814                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1337.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR GBP SONIO/3.50000 03/19/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-219414.68   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                 | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                     | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    302480 | PA      | $247402.93    | 0.07%             | 2029-05-01      | Floating      | 10.22%                | 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      | $488545.02    | 0.13%             | 2029-10-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.4* 08/17/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1007667.79   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75        | CUSIP: 650929AA0<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $226500.00    | 0.06%             | 2028-10-15      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| AMSURG LLC                                                               | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL   | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    541571 | PA      | $541571.07    | 0.15%             | 2026-11-03      | Floating      | 11.11%                | No            |                  3 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/2.2* 9/15/23-3Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-290093.29   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT BRL SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $22542.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF DETROIT                                                          | DETROIT MI DET 04/44 ADJUSTABLE VAR                         | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   1292613 | PA      | $1011468.77   | 0.28%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                    | DIRECTV FINANCING LLC TERM LOAN                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104256 | PA      | $104785.42    | 0.03%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT            | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT BFL 144A      | CUSIP: 46645WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182000 | PA      | $1030408.50   | 0.28%             | 2033-07-05      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                             | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    900000 | PA      | $961084.11    | 0.27%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-40T1                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 40T1 2A4          | CUSIP: 02148KAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312361 | PA      | $355453.32    | 0.10%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                                  | GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B              | CUSIP: BA000DCX3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   3179152 | PA      | $3180487.27   | 0.88%             | 2030-12-18      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                         | FINASTRA USA INC 2023 TERM LOAN                             | CUSIP: 953PAVII5<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    536814 | PA      | $540168.97    | 0.15%             | 2029-09-13      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                                      | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                 | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |   4770071 | PA      | $3978548.87   | 1.10%             | 2029-06-01      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                       | ADVISOR GROUP INC 2024 TERM LOAN B                          | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    198502 | PA      | $199189.32    | 0.05%             | 2028-08-17      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                               | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR               | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    217800 | PA      | $204715.99    | 0.06%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                           | ADLER GROUP SA   VTG SHS COMMON STOCK                       | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |    675204 | NS      | $0.80         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR12                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3           | CUSIP: 93363NAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134945 | PA      | $119464.79    | 0.03%             | 2036-10-25      | Floating      | 4.02%                 | 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        |   1965259 | PA      | $521892.89    | 0.14%             | 2036-06-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-F2                                       | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1             | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635954 | PA      | $524390.51    | 0.14%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                               | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN      | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6894056 | PA      | $7100877.25   | 1.96%             | 2028-09-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| TURKEY GOVT                                                              | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                     | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  13466000 | PA      | $328045.16    | 0.09%             | 2028-05-17      | Floating      | 48.80%                | No            |                  2 | On Loan: No      |
| SOHO TRUST 2021-SOHO                                                     | SOHO TRUST 2021 SOHO SOHO 2021 SOHO A 144A                  | CUSIP: 83410JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2940000 | PA      | $2330843.17   | 0.64%             | 2038-08-10      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| ABSLT DE 2024 LLC                                                        | ABSLT DE 2024 LLC CLN 2024 1 05/33 1                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5388006.55   | 1.49%             | 2033-05-20      | Floating      | 12.82%                | No            |                  3 | On Loan: No      |
| ONE TORONTO GAMING (ONTARIO GAMING GTA LP)                               | ONTARIO GAMING GTA LP TERM LOAN B                           | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     98500 | PA      | $97684.42     | 0.03%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -91438 | PA      | $-91940.22    | -0.03%            |  |  |  | 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      | $4453498.04   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | ESKOM GG LOAN SNR EM SP DUB                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $88908.41     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                              | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                 | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $386687.80    | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20250729                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2329.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                  | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN  | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3200000 | PA      | $3274994.11   | 0.90%             | 2029-05-30      | Floating      | 6.88%                 | No            |                  3 | On Loan: No      |
| MULTI-COLOR CORP (LABL INC.)                                             | LABL, INC. 2021 USD 1ST LIEN TERM LOAN                      | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   1583590 | PA      | $1432158.99   | 0.40%             | 2028-10-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG 25-2A                                                   | DEUTSCHE BANK AG CRFT 2025 2A CLN 144A                      | CUSIP: ACI2Y11S9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.14%             | 2035-01-21      | Floating      | 11.56%                | No            |                  3 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20250805                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $5047.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT MXN SOLD USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $4673.73      | 0.00%             |  |  |  | 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        |    878190 | PA      | $883203.25    | 0.24%             | 2029-10-09      | Fixed         | 6.42%                 | 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      | $1494514.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 10/25 0.00000                                 | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    323000 | PA      | $319308.68    | 0.09%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-J4                                           | COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3                      | CUSIP: 12669YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156642 | PA      | $55201.51     | 0.02%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLAVEAU RE LTD                                                           | CLAVEAU RE LTD UNSECURED 144A 07/28 VAR                     | CUSIP: 182896AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    192056 | PA      | $4811.01      | 0.00%             | 2028-07-08      | Floating      | 21.54%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1724714 | PA      | $-1727887.00  | -0.48%            |  |  |  | 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      | $3201000.00   | 0.88%             | 2026-12-01      | Fixed         | 5.25%                 | 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      | $1143690.77   | 0.32%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/2.50 12/20/17-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-20352.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                              | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5                | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1918607.40   | 0.53%             | 2029-11-15      | Fixed         | 8.50%                 | 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        |    115637 | PA      | $7771.11      | 0.00%             | 2032-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                         | FINASTRA USA INC 2023 REVOLVER                              | CUSIP: 953PAWII3<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     56391 | PA      | $56743.42     | 0.02%             | 2029-09-13      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/1.3* 08/24/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1089202.59   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AUDIOLOGY SOLUTIONS (AURIS LUXEMBOURG III SARL)                  | AURIS LUXEMBOURG III SARL 2024 TERM LOAN B4                 | CUSIP: L0421UAF8<br>LEI: 213800VO63L2OE6QXG55 | Long             | LON              | CORP              | LU        |     99002 | PA      | $99280.55     | 0.03%             | 2029-02-28      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                              | SAMMONS FINANCIAL GROUP SAMMONS FINANCIAL GROUP             | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107311.25    | 0.03%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                 | TITANIUM 2L BONDCO S.? R.L. EO 01/31 6.25                   | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |   3783900 | PA      | $1314431.13   | 0.36%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 B1            | CUSIP: 92922F4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1512018 | PA      | $1308953.49   | 0.36%             | 2045-10-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                    | PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1             | CUSIP: BXC8GV902<br>LEI: 959800U3NGPXSCQHQW54 | Long             | EC               | CORP              | ES        |    130203 | NS      | $58281.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OWNIT MORTGAGE LN ASSET-BCK CERT 2006-3                                  | OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 3 M1              | CUSIP: 69121PDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2310891 | PA      | $2325175.48   | 0.64%             | 2037-03-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                        | MNSN HOLDINGS INC COMMON STOCK                              | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1675 | NS      | $6700.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                       | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1526628 | PA      | $1039124.52   | 0.29%             | 2030-07-09      | Variable      | 0.75%                 | 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      | $806.51       | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                    | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875           | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779482 | PA      | $689841.57    | 0.19%             | 2039-09-30      | Fixed         | 4.88%                 | 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        |     10500 | PA      | $7846.67      | 0.00%             | 2035-07-19      | Floating      | 4.82%                 | 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      | $64874.59     | 0.02%             | 2040-09-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ASURION LLC (AKA: ASURION CORP)                                          | ASURION LLC 2022 TERM LOAN B10                              | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1695641 | PA      | $1674564.20   | 0.46%             | 2028-08-19      | Floating      | 8.43%                 | 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      | $1742359.18   | 0.48%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                             | ROMANIA SR UNSECURED 144A 09/33 6.375                       | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $607103.98    | 0.17%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT GBP SOLD USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $27137.44     | 0.01%             |  |  |  | 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      | $200138.27    | 0.06%             | 2046-07-05      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD PEN BOUGHT USD 20250917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-9993.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                   | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3              | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1027857 | PA      | $407394.68    | 0.11%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                           | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1948000 | PA      | $1310760.50   | 0.36%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD GBP BOUGHT USD 20250702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-125.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                    | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75            | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3791363 | PA      | $3725317.46   | 1.03%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                  | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75            | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  21000000 | PA      | $364995.62    | 0.10%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFRF USD SF+26.161/2.50 9/20/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-797218.97   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT DOP SOLD USD 20250908                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $72325.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DOP BOUGHT USD 20250807                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $481.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.25000 03/19/25-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $359009.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELA INTERMEDIATE LLC / EXELA FINANCE INC                               | EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5         | CUSIP: 30162RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37603 | PA      | $1880.15      | 0.00%             | 2026-04-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-19

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer